Realizable $H$-Consistent and Bayes-Consistent Loss Functions for Learning to Defer

Fuente: arXiv
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Main Authors: Mao, Anqi, Mohri, Mehryar, Zhong, Yutao
Format: Preprint
Published: 2024
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author Mao, Anqi
Mohri, Mehryar
Zhong, Yutao
author_facet Mao, Anqi
Mohri, Mehryar
Zhong, Yutao
contents We present a comprehensive study of surrogate loss functions for learning to defer. We introduce a broad family of surrogate losses, parameterized by a non-increasing function $Ψ$, and establish their realizable $H$-consistency under mild conditions. For cost functions based on classification error, we further show that these losses admit $H$-consistency bounds when the hypothesis set is symmetric and complete, a property satisfied by common neural network and linear function hypothesis sets. Our results also resolve an open question raised in previous work (Mozannar et al., 2023) by proving the realizable $H$-consistency and Bayes-consistency of a specific surrogate loss. Furthermore, we identify choices of $Ψ$ that lead to $H$-consistent surrogate losses for any general cost function, thus achieving Bayes-consistency, realizable $H$-consistency, and $H$-consistency bounds simultaneously. We also investigate the relationship between $H$-consistency bounds and realizable $H$-consistency in learning to defer, highlighting key differences from standard classification. Finally, we empirically evaluate our proposed surrogate losses and compare them with existing baselines.
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spellingShingle Realizable $H$-Consistent and Bayes-Consistent Loss Functions for Learning to Defer
Mao, Anqi
Mohri, Mehryar
Zhong, Yutao
Machine Learning
We present a comprehensive study of surrogate loss functions for learning to defer. We introduce a broad family of surrogate losses, parameterized by a non-increasing function $Ψ$, and establish their realizable $H$-consistency under mild conditions. For cost functions based on classification error, we further show that these losses admit $H$-consistency bounds when the hypothesis set is symmetric and complete, a property satisfied by common neural network and linear function hypothesis sets. Our results also resolve an open question raised in previous work (Mozannar et al., 2023) by proving the realizable $H$-consistency and Bayes-consistency of a specific surrogate loss. Furthermore, we identify choices of $Ψ$ that lead to $H$-consistent surrogate losses for any general cost function, thus achieving Bayes-consistency, realizable $H$-consistency, and $H$-consistency bounds simultaneously. We also investigate the relationship between $H$-consistency bounds and realizable $H$-consistency in learning to defer, highlighting key differences from standard classification. Finally, we empirically evaluate our proposed surrogate losses and compare them with existing baselines.
title Realizable $H$-Consistent and Bayes-Consistent Loss Functions for Learning to Defer
topic Machine Learning
url https://arxiv.org/abs/2407.13732