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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.

168,657 papers · 148 categories

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336699132 · May 202619922001200920172026
48 results for multiclass calibration

A new method for multiclass calibration using vector quantization.

problem Challenges in multiclass calibration, especially in high-stakes settings.
method Compositional approach via Vector Quantization (VQ) to learn region-specific calibration maps.
result Significant improvements in local calibration with competitive global calibration and predictive performance.

We study consistency properties of surrogate loss functions for general multiclass learning problems, defined by a general multiclass loss matrix. We extend the notion of classification calibration, which has been studied for binary and multiclass 0-1 classification problems (and for certain other specific learning pro…

2014-08-12abs ↗pdf ↗

Establishes a condition for multiclass classification-calibration of Gamma-Phi losses.

problem Ensuring classification-calibration of multiclass Gamma-Phi losses.
method Develops a general sufficient condition for classification-calibration of Gamma-Phi losses.
result Proves the first family of nonconvex multiclass surrogate losses for which classification-calibration has been fully justified.

New truthful calibration errors improve model ranking in multiclass prediction.

problem Non-truthful calibration errors can mislead model comparisons.
method Introduced perfectly truthful calibration errors for multiclass predictions.
result Truthful calibration errors preserve decision-theoretic dominance and stabilize model rankings.

We investigate the problem of multiclass classification with rejection, where a classifier can choose not to make a prediction to avoid critical misclassification. First, we consider an approach based on simultaneous training of a classifier and a rejector, which achieves the state-of-the-art performance in the binary …

2019-01-30abs ↗pdf ↗

Survey on assessing and improving classifier calibration for better decision making.

problem Ensuring classifiers correctly quantify prediction uncertainty.
method Overview of principles, methods, and evaluation metrics for calibration.
result New methods and extensions from binary to multiclass settings.

Nested dichotomies are used as a method of transforming a multiclass classification problem into a series of binary problems. A tree structure is induced that recursively splits the set of classes into subsets, and a binary classification model learns to discriminate between the two subsets of classes at each node. In …

2018-09-08abs ↗pdf ↗

Proposes MCLLO for assessing and recalibrating multiclass probability predictions.

problem Limited multicategory recalibration methods for assessing and comparing model calibration.
method MCLLO recalibration method that assesses calibration without model access and is easy to interpret.
result MCLLO outperforms other methods in simulations and real-world case studies.

In this paper we refine the process of computing calibration functions for a number of multiclass classification surrogate losses. Calibration functions are a powerful tool for easily converting bounds for the surrogate risk (which can be computed through well-known methods) into bounds for the true risk, the probabili…

2016-09-20abs ↗pdf ↗

We extend a variational framework to estimate calibration errors for LpL_p divergences.

problem Ensuring predicted probabilities match observed class frequencies in machine learning.
method Extend variational framework to LpL_p divergences, separating over- and under-confidence.
result Avoids overestimation and separates over- and under-confidence.

Combining Bayesian deep learning and split conformal prediction affects out-of-distribution coverage.

problem Improving out-of-distribution coverage in multiclass image classification.
method Combining Bayesian deep learning with split conformal prediction methods.
result Combining methods can reduce out-of-distribution coverage in some cases.

Proposes a new calibration error estimator for deep neural networks.

problem Improves calibration of deep neural networks, especially for canonical calibration.
method Uses a Dirichlet kernel density estimate to create a low-bias, trainable calibration error estimator.
result Asymptotically converges to true LpL_p calibration error, enabling efficient estimation and mini-batch updates.

Applications such as weather forecasting and personalized medicine demand models that output calibrated probability estimates---those representative of the true likelihood of a prediction. Most models are not calibrated out of the box but are recalibrated by post-processing model outputs. We find in this work that popu…

2019-09-23abs ↗pdf ↗

The paper addresses decision making with partially calibrated forecasts, offering a robust approach.

problem Developing a decision-making strategy for forecasts that are only partially calibrated.
method A minimax approach to mapping predictions to actions, considering worst-case distributions.
result The minimax optimal decision rule is to trust predictions and act accordingly, even for partially calibrated forecasts.

New method gives provable error bounds for neural nets under distribution shift.

problem Proving reliable error bounds for neural networks under distribution shift.
method Optimizing a classifier to disagree with another, using a new 'disagreement loss'.
result Valid error bounds with comparable accuracy to competitive methods.

New research determines the optimal sample complexity for multiclass and list learning.

problem Determining the optimal sample complexity for multiclass classification.
method Algebraic characterization of multiclass hypothesis classes in terms of their DS dimension.
result Proves a longstanding conjecture and determines the optimal dependence of sample complexity on DS dimension.

FOLKLORE algorithm speeds up online multiclass logistic regression.

problem Efficiently solving online multiclass logistic regression without high computational cost.
method Developed FOLKLORE algorithm with improved runtime and regret bound.
result First practical algorithm for online multiclass logistic regression.

Study shows exponential error reduction in multiclass classification without bias-variance trade-off.

problem Multiclass classification with margin conditions.
method Analysis of classification error under hard-margin conditions.
result Exponential decrease in classification error without bias-variance trade-off.

The paper analyzes how overparameterized models can generalize well in multiclass classification.

problem Generalization in multiclass classification with overparameterized models.
method Survival/contamination analysis framework adapted for multiclass classification.
result Multiclass classification can generalize well even with many classes, unlike regression tasks.

Study online multiclass classification under bandit feedback, extending previous results.

problem Online multiclass classification with bandit feedback, focusing on label space unboundedness.
method Extend Daniely and Helbertal's results, show necessity and sufficiency of Bandit Littlestone dimension for learnability.
result Sequential uniform convergence is necessary but not sufficient for bandit online learnability.

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.

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.

Proposes squentropy loss for improved classification accuracy and model calibration.

problem Theoretical and empirical evidence for cross-entropy loss is lacking.
method Introduces squentropy loss as the sum of cross-entropy and average square loss over incorrect classes.
result Squentropy loss outperforms cross-entropy and rescaled square losses in classification accuracy and model calibration.

Generalized additive models (GAMs) are favored in many regression and binary classification problems because they are able to fit complex, nonlinear functions while still remaining interpretable. In the first part of this paper, we generalize a state-of-the-art GAM learning algorithm based on boosted trees to the multi…

2018-10-22abs ↗pdf ↗

Recent work has extended the theoretical analysis of boosting algorithms to multiclass problems and to online settings. However, the multiclass extension is in the batch setting and the online extensions only consider binary classification. We fill this gap in the literature by defining, and justifying, a weak learning…

2017-02-23abs ↗pdf ↗

Learnable multiclass hypothesis classes don't always have a sample compression scheme of fixed size.

problem The limitation of sample compression schemes for multiclass hypothesis classes.
method Analysis of DS dimension and sample compression schemes.
result Learnable multiclass hypothesis classes do not always have a sample compression scheme of fixed size.

Consistent algorithms for multiclass learning with complex metrics and constraints.

problem Learning with complex performance metrics and constraints.
method General framework for designing consistent algorithms by viewing the problem as an optimization over feasible confusion matrices.
result Rates of convergence to the optimal (feasible) classifier, showing asymptotic consistency.

Study extends binary omniprediction to multiclass setting with improved sample complexity.

problem Suboptimality bounds for each loss function against infinite comparator family in multiclass prediction.
method Design of a framework for solving Blackwell approachability problems with coupled actions.
result Sample complexity of ε(k+1)\approx \varepsilon^{-(k+1)} for ε\varepsilon-omniprediction in a kk-class problem.

We introduce Universum learning for multiclass problems and propose a novel formulation for multiclass universum SVM (MU-SVM). We also propose an analytic span bound for model selection with almost 2-4x faster computation times than standard resampling techniques. We empirically demonstrate the efficacy of the proposed…

2018-08-23abs ↗pdf ↗

Pre-trained word embeddings encode general word semantics and lexical regularities of natural language, and have proven useful across many NLP tasks, including word sense disambiguation, machine translation, and sentiment analysis, to name a few. In supervised tasks such as multiclass text classification (the focus of …

2019-11-26abs ↗pdf ↗

Improved multiclass logistic regression with lower computational complexity.

problem High computational complexity in existing methods for multiclass logistic regression.
method Developed a new algorithm that achieves a lower computational complexity.
result Achieved a regret of O(log(Bn))O(\log(Bn)) with computational complexity O(n1.5)O(n^{1.5}).