arXiv Machine Learning

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.

arXiv Statistics ML
Oct 21

Optimal aggregation in multiclass classification

arXiv:2610.28025v1 Announce Type: cross Abstract: This paper studies the problem of aggregation in multiclass classification, generalizing existing results for binary classification. Given a finite d...

By Felix Abramovich, Or Davidovitch-Servadio
arXiv Machine Learning
Jun 16

Imbalanced Classification under Capacity Constraints

arXiv:2605. 03289v2 Announce Type: replace-cross Abstract: Detecting observations from a minority class under severe class imbalance is a central challenge in applications such as fraud detection, medical screening, and industrial quality control.

By Daniel Fraiman, Ricardo Fraiman
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
arXiv Machine Learning
Oct 9

Keeping Score: Adaptive, Tuning-Free Loss Weighting for Score-Augmented Neural Ratio Estimation

The paper introduces an adaptive, tuning‑free method for weighting the score‑matching term in the loss function of neural ratio estimators, eliminating the need for manual hyper‑parameter tuning. By adjusting the score loss weights during training based on loss gradients, the approach adds minimal overhead to standard classifier training. Experiments on network dynamics and spatial process models show that this technique improves surrogate quality and can match the inference performance of a 10× larger training set while keeping training time under 1.1× higher.

By Alexander Shen, Mikael Kuusela
arXiv Statistics ML
Aug 25

Robust performance metrics for imbalanced classification problems

The paper demonstrates that common binary classification metrics—Matthews' correlation coefficient, Cohen's κ, the F-score, and the Jaccard similarity—are not robust to extreme class imbalance, as the Bayes classifier’s true positive rate tends to zero when the minority class proportion vanishes. To address this, the authors propose robustified versions of these metrics that include a tuning parameter, ensuring that the Bayes-optimal classifier’s threshold remains bounded and its true positive rate stays above zero even in highly imbalanced scenarios. The study provides theoretical bounds, simulation results, and practical guidance on applying these robust metrics to real data, such as a credit‑default dataset, and discusses their relationship to ROC and precision‑recall curves.

By Hajo Holzmann, Bernhard Klar