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Bibliographic Details
Main Author: Holland, Matthew J.
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2402.09802
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author Holland, Matthew J.
author_facet Holland, Matthew J.
contents In this work, we consider the notion of "criterion collapse," in which optimization of one metric implies optimality in another, with a particular focus on conditions for collapse into error probability minimizers under a wide variety of learning criteria, ranging from DRO and OCE risks (CVaR, tilted ERM) to non-monotonic criteria underlying recent ascent-descent algorithms explored in the literature (Flooding, SoftAD). We show how collapse in the context of losses with a Bernoulli distribution goes far beyond existing results for CVaR and DRO, then expand our scope to include surrogate losses, showing conditions where monotonic criteria such as tilted ERM cannot avoid collapse, whereas non-monotonic alternatives can.
format Preprint
id arxiv_https___arxiv_org_abs_2402_09802
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Criterion Collapse and Loss Distribution Control
Holland, Matthew J.
Machine Learning
In this work, we consider the notion of "criterion collapse," in which optimization of one metric implies optimality in another, with a particular focus on conditions for collapse into error probability minimizers under a wide variety of learning criteria, ranging from DRO and OCE risks (CVaR, tilted ERM) to non-monotonic criteria underlying recent ascent-descent algorithms explored in the literature (Flooding, SoftAD). We show how collapse in the context of losses with a Bernoulli distribution goes far beyond existing results for CVaR and DRO, then expand our scope to include surrogate losses, showing conditions where monotonic criteria such as tilted ERM cannot avoid collapse, whereas non-monotonic alternatives can.
title Criterion Collapse and Loss Distribution Control
topic Machine Learning
url https://arxiv.org/abs/2402.09802