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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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48 results for binary losses

We study losses for binary classification and class probability estimation and extend the understanding of them from margin losses to general composite losses which are the composition of a proper loss with a link function. We characterise when margin losses can be proper composite losses, explicitly show how to determ…

2009-12-17abs ↗pdf ↗

Study binary choice with asymmetric loss, offering simple solutions.

problem Binary choice with asymmetric loss in data-rich environments.
method Loss-based reweighting of logistic regression or machine learning techniques.
result Valid decisions on binary outcomes with general loss functions.

Paper explores connections between loss functions and consistency in binary classification and regression.

problem Consistency in binary classification and regression applications.
method Characterization of conformable loss functions and derivation of a new Huber-type loss function.
result Margin-based loss functions are equivalent to loss functions of squared standardized logistic regression residuals.

Unhinged loss minimization fails to improve classifier accuracy for simple data.

problem Accuracy of classifiers minimizing the unhinged loss.
method Minimizing the unhinged loss function.
result Minimizing the unhinged loss yields classifiers with accuracy no better than random guessing for simple data.

Gradient descent with logistic loss can make two-layer networks interpolate binary classification data.

problem Training two-layer networks for binary classification.
method Gradient descent with logistic loss applied to two-layer networks.
result Gradient descent can drive training loss to zero under certain conditions.

Paper studies multiclass classifiers from binary classifiers, proving methods and demonstrating advantages.

problem Constructing efficient multiclass classifiers from binary ones.
method Two methods: one vs. all and hierarchical classification, with a new leverage-hierarchical method introduced.
result Proves upper bounds and exact formulas for multiclass regret in terms of binary regrets.

Study proposes a differentiable surrogate loss function for optimizing FβF_β score in binary classification with imbalanced data.

problem Non-differentiability of FβF_β score makes it unsuitable for optimization by gradient-based learning.
method Investigated relationship between FβF_β score and loss functions, proposed a differentiable surrogate loss function.
result Gradient paths of the proposed surrogate FβF_β loss function approximate the gradient paths of the FβF_β score.

Unified framework for binary responses using AUC loss and low-rank constraint.

problem Statistical inefficiency and shared structure in fitting multiple binary responses.
method Pairwise AUC loss aggregation with low-rank constraint, scalable projected gradient descent.
result Unified framework outperforms likelihood-based approaches in challenging settings.

This work examines uncertainty sampling in binary classification using equivalent loss.

problem Lack of consensus on proper uncertainty definition and theoretical guarantees for active learning.
method Systematically examines uncertainty sampling via equivalent loss, proving its optimality.
result Established that uncertainty sampling optimizes against equivalent loss, providing theoretical guarantees.

In statistical learning theory, convex surrogates of the 0-1 loss are highly preferred because of the computational and theoretical virtues that convexity brings in. This is of more importance if we consider smooth surrogates as witnessed by the fact that the smoothness is further beneficial both computationally- by at…

2014-02-07abs ↗pdf ↗

We present αα-loss, α[1,]α\in [1,\infty], a tunable loss function for binary classification that bridges log-loss (α=1α=1) and 00-11 loss (α=α= \infty). We prove that αα-loss has an equivalent margin-based form and is classification-calibrated, two desirable properties for a good surrogate loss function for the ideal y…

2019-02-12abs ↗pdf ↗

Analyzes double descent in binary classification models with different losses.

problem Understanding the double descent phenomenon in binary classification models.
method Analytic study of gradient descent with logistic and square losses on binary linear classification models.
result The double descent phenomenon persists but with differences compared to logistic loss.

New test for SGD in binary classification reduces computation time.

problem Determining optimal stopping for SGD in binary classification.
method Proposes a new, simple, computationally inexpensive termination criterion for SGD.
result Termination criterion reduces expected misclassification probability.

We formulate learning of a binary autoencoder as a biconvex optimization problem which learns from the pairwise correlations between encoded and decoded bits. Among all possible algorithms that use this information, ours finds the autoencoder that reconstructs its inputs with worst-case optimal loss. The optimal decode…

2016-11-07abs ↗pdf ↗

Binary representation is desirable for its memory efficiency, computation speed and robustness. In this paper, we propose adjustable bounded rectifiers to learn binary representations for deep neural networks. While hard constraining representations across layers to be binary makes training unreasonably difficult, we s…

2015-11-19abs ↗pdf ↗

We address the problem of aggregating an ensemble of predictors with known loss bounds in a semi-supervised binary classification setting, to minimize prediction loss incurred on the unlabeled data. We find the minimax optimal predictions for a very general class of loss functions including all convex and many non-conv…

2015-10-01abs ↗pdf ↗

This work extends implicit bias analysis to multiclass classification using a new loss framework.

problem The implicit bias of gradient descent on multiclass data without explicit regularization.
method Employing the PERM framework to introduce a multiclass extension of the exponential tail property.
result Extended implicit bias result to multiclass classification using a new loss framework.

BinaryDuo improves BNNs by coupling binary activations, outperforming state-of-the-art models.

problem Gradient mismatch in BNNs due to binarizing activations.
method Using gradient of smoothed loss function to estimate gradient mismatch, proposing BinaryDuo scheme with coupled ternary activations.
result BinaryDuo outperforms state-of-the-art BNNs on various benchmarks.

New optimization method improves AUC for binary classification and changepoint detection.

problem Non-convex AUC and sub-optimal points in ROC curves.
method AUM (Area Under Min(FP, FN)) surrogate loss function based on sorting and summing ROC curve points.
result AUM minimization learning algorithm improves AUC and speeds up compared to previous methods.

Study on HH-consistency bounds for machine learning surrogates.

problem Estimating target loss error relative to surrogate loss error in machine learning.
method Developed HH-consistency bounds for various surrogates and loss functions.
result Stronger guarantees than existing methods, offering distribution-dependent and -independent bounds.

The paper explores how different loss functions impact reinforcement learning algorithms.

problem Improving reinforcement learning algorithms by optimizing loss functions.
method Comprehensive survey on loss functions in reinforcement learning, proving the benefits of specific loss functions.
result Binary cross-entropy loss leads to first-order bounds and is more efficient than squared loss.

Loss-calibrated EP improves Bayesian decision-making by focusing on utility-sensitive posterior approximations.

problem Bayesian decision-making under asymmetric utility functions.
method Loss-calibrated expectation propagation (Loss-EP) that tilts the posterior towards higher utility decisions.
result Loss-EP can capture useful information for decision-making under asymmetric penalties.

A new convex loss function optimizes set predictions with balanced size and coverage.

problem Optimizing set predictions with balanced size and coverage.
method Proposes a convex loss function using Choquet integrals for nondecreasing subset-valued functions.
result Optimal trade-offs between conditional probabilistic coverage and set size.

Study robust learning of Lipschitz functions under corrupted binary signals.

problem Learning a Lipschitz function with corrupted binary signals in a context of unknown corruption rounds.
method Introduced agnostic checking and new analysis techniques to design algorithms for symmetric and pricing losses.
result Achieved small cumulative loss for both symmetric and pricing losses.

Unified framework approximates gradient descent's implicit bias in high dimensions.

problem Understanding gradient descent's behavior in overparameterized settings with convex losses.
method Unified framework for convex losses, including sensitivity analysis.
result Approximation of minimum-norm interpolation in high dimensions.

In many applications of classifier learning, training data suffers from label noise. Deep networks are learned using huge training data where the problem of noisy labels is particularly relevant. The current techniques proposed for learning deep networks under label noise focus on modifying the network architecture and…

2017-12-27abs ↗pdf ↗

We unify f-divergences, Bregman divergences, surrogate loss bounds (regret bounds), proper scoring rules, matching losses, cost curves, ROC-curves and information. We do this by systematically studying integral and variational representations of these objects and in so doing identify their primitives which all are rela…

2009-01-05abs ↗pdf ↗

The F-measure, which has originally been introduced in information retrieval, is nowadays routinely used as a performance metric for problems such as binary classification, multi-label classification, and structured output prediction. Optimizing this measure is a statistically and computationally challenging problem, s…

2013-10-17abs ↗pdf ↗

Extends quadratic loss for SVM and deep learning to improve pattern correlation.

problem Improving generalization in supervised binary classification and regression tasks.
method Extends quadratic loss, restarts from problem (8) in [3], proposes new algorithms, uses multiple kernel learning.
result Comparable results with standard losses and parameterized quadratic loss.

We introduce a novel scheme to train binary convolutional neural networks (CNNs) -- CNNs with weights and activations constrained to {-1,+1} at run-time. It has been known that using binary weights and activations drastically reduce memory size and accesses, and can replace arithmetic operations with more efficient bit…

2017-11-30abs ↗pdf ↗

In this note, we point out a basic link between generative adversarial (GA) training and binary classification -- any powerful discriminator essentially computes an (f-)divergence between real and generated samples. The result, repeatedly re-derived in decision theory, has implications for GA Networks (GANs), providing…

2017-09-05abs ↗pdf ↗

Cubic predicts stock market indices by fusing stock latent embeddings and converting to binary classification.

problem Challenges in predicting stock market indices due to isolated time series treatment and simple regression.
method Fusion of stock latent embeddings, binary encoding classification, and confidence-guided prediction.
result Cubic outperforms state-of-the-art baselines in stock index prediction tasks.