When No-Rejection Learning is Consistent for Regression with Rejection

Fuente: arXiv
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Autores principales: Li, Xiaocheng, Liu, Shang, Sun, Chunlin, Wang, Hanzhao
Formato: Preprint
Publicado: 2023
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author Li, Xiaocheng
Liu, Shang
Sun, Chunlin
Wang, Hanzhao
author_facet Li, Xiaocheng
Liu, Shang
Sun, Chunlin
Wang, Hanzhao
contents Learning with rejection has been a prototypical model for studying the human-AI interaction on prediction tasks. Upon the arrival of a sample instance, the model first uses a rejector to decide whether to accept and use the AI predictor to make a prediction or reject and defer the sample to humans. Learning such a model changes the structure of the original loss function and often results in undesirable non-convexity and inconsistency issues. For the classification with rejection problem, several works develop consistent surrogate losses for the joint learning of the predictor and the rejector, while there have been fewer works for the regression counterpart. This paper studies the regression with rejection (RwR) problem and investigates a no-rejection learning strategy that uses all the data to learn the predictor. We first establish the consistency for such a strategy under the weak realizability condition. Then for the case without the weak realizability, we show that the excessive risk can also be upper bounded with the sum of two parts: prediction error and calibration error. Lastly, we demonstrate the advantage of such a proposed learning strategy with empirical evidence.
format Preprint
id arxiv_https___arxiv_org_abs_2307_02932
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle When No-Rejection Learning is Consistent for Regression with Rejection
Li, Xiaocheng
Liu, Shang
Sun, Chunlin
Wang, Hanzhao
Machine Learning
Learning with rejection has been a prototypical model for studying the human-AI interaction on prediction tasks. Upon the arrival of a sample instance, the model first uses a rejector to decide whether to accept and use the AI predictor to make a prediction or reject and defer the sample to humans. Learning such a model changes the structure of the original loss function and often results in undesirable non-convexity and inconsistency issues. For the classification with rejection problem, several works develop consistent surrogate losses for the joint learning of the predictor and the rejector, while there have been fewer works for the regression counterpart. This paper studies the regression with rejection (RwR) problem and investigates a no-rejection learning strategy that uses all the data to learn the predictor. We first establish the consistency for such a strategy under the weak realizability condition. Then for the case without the weak realizability, we show that the excessive risk can also be upper bounded with the sum of two parts: prediction error and calibration error. Lastly, we demonstrate the advantage of such a proposed learning strategy with empirical evidence.
title When No-Rejection Learning is Consistent for Regression with Rejection
topic Machine Learning
url https://arxiv.org/abs/2307.02932