arXiv Statistics ML

Optimal aggregation in multiclass classification

arXiv Machine Learning
Aug 13

Linear-Core Surrogates: Smooth Loss Functions with Linear Rates for Classification and Structured Prediction

arXiv:2604. 27742v2 Announce Type: replace Abstract: A fundamental dichotomy in the theory of classification sets smoothness against statistical efficiency: smooth surrogate losses such as the logistic loss enable fast $O(1/T)$ optimization but yield slow square-root $H$-consistency bounds, while piecewise-linear losses like the Hinge loss achieve optimal linear $H$-consistency rates but are non-differentiable.

By Mehryar Mohri, Yutao Zhong
arXiv Machine Learning
Oct 16

BOLT: Universal Classifier Training via a Bayes-Error Upper Bound

The paper presents BOLT, a new loss function that uses a universal upper bound on the Bayes error rate (BER) derived from classifier-output samples. This bound is tight for binary classification and the authors analyze the max‑sum gap in multiclass settings. Experiments on synthetic and real datasets demonstrate that BOLT training can achieve lower held‑out classification error than traditional cross‑entropy training.

By Mohammadreza Tavasoli Naeini, Ali Bereyhi, Morteza Noshad, Ben Liang, Alfred O. Hero III
arXiv Machine Learning
Sep 10

SGD in Multiclass Logistic Regression: Sequential Learning and Scaling Laws

The paper analyzes training dynamics of multiclass logistic regression on high‑dimensional Gaussian mixture models with many classes. It finds that learning proceeds sequentially from the most to the least frequent classes and, when class priors follow a power‑law, the cross‑entropy risk evolves through an initial plateau, a power‑law decay phase, and a final convergence phase. The study also shows how model capacity and optimization trade‑off under a fixed compute budget, leading to a compute‑optimal scaling law that prescribes model size and training time as functions of compute.

By Konstantinos Christopher Tsiolis, Denny Wu, Christos Thrampoulidis, Murat A. Erdogdu
arXiv Machine Learning
Sep 10

Large Classification-Risk-Optional Label Acquisition

arXiv:2609.06873v1 Announce Type: cross Abstract: We study how a limited labeling budget should be allocated to minimize multiclass zero-one classification risk. We consider parametric classification...

By F. Setoudehtanzangi, Geoffrey J. McLachlan
arXiv Statistics ML
Oct 1

Constrained Classification and Policy Learning

The paper investigates the consistency of surrogate loss methods for classification and policy learning when the set of admissible classifiers is constrained, such as by interpretability or fairness requirements. It shows that hinge loss is the only surrogate that preserves consistency when constraints limit only the prediction set, but consistency can fail if constraints also restrict the functional form. The authors derive conditions guaranteeing consistency for hinge-risk-minimizing classifiers and use these results to design efficient hinge-loss-based procedures for monotone classification problems.

By Toru Kitagawa, Shosei Sakaguchi, Aleksey Tetenov
arXiv Machine Learning
Sep 22

Classification with Abstention Under Class-Conditional Error Constraints

The paper investigates binary classification with abstention under separate class‑conditional error constraints, aiming to minimize abstention while keeping both error types below specified thresholds. It derives the distribution‑free minimax rate of excess abstention risk, introduces surrogate‑loss formulations for computational feasibility with models like neural networks, and provides finite‑sample guarantees for excess surrogate ambiguity risk. The authors also formulate the learning task as a constrained optimization problem, analyze its computational complexity in the convex setting, and empirically evaluate the approach against a competing method on several datasets.

By Mohammadreza M. Kalan, Yuyang Deng, Sanaz Hamidi