Deep Minimax Classifiers for Imbalanced Datasets with a Small Number of Minority Samples
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arXiv
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| Format: | Preprint |
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2025
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| author | Choi, Hansung Seo, Daewon |
| author_facet | Choi, Hansung Seo, Daewon |
| contents | The concept of a minimax classifier is well-established in statistical decision theory, but its implementation via neural networks remains challenging, particularly in scenarios with imbalanced training data having a limited number of samples for minority classes. To address this issue, we propose a novel minimax learning algorithm designed to minimize the risk of worst-performing classes. Our algorithm iterates through two steps: a minimization step that trains the model based on a selected target prior, and a maximization step that updates the target prior towards the adversarial prior for the trained model. In the minimization, we introduce a targeted logit-adjustment loss function that efficiently identifies optimal decision boundaries under the target prior. Moreover, based on a new prior-dependent generalization bound that we obtained, we theoretically prove that our loss function has a better generalization capability than existing loss functions. During the maximization, we refine the target prior by shifting it towards the adversarial prior, depending on the worst-performing classes rather than on per-class risk estimates. Our maximization method is particularly robust in the regime of a small number of samples. Additionally, to adapt to overparameterized neural networks, we partition the entire training dataset into two subsets: one for model training during the minimization step and the other for updating the target prior during the maximization step. Our proposed algorithm has a provable convergence property, and empirical results indicate that our algorithm performs better than or is comparable to existing methods. All codes are publicly available at https://github.com/hansung-choi/TLA-linear-ascent. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2502_16948 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Deep Minimax Classifiers for Imbalanced Datasets with a Small Number of Minority Samples Choi, Hansung Seo, Daewon Machine Learning The concept of a minimax classifier is well-established in statistical decision theory, but its implementation via neural networks remains challenging, particularly in scenarios with imbalanced training data having a limited number of samples for minority classes. To address this issue, we propose a novel minimax learning algorithm designed to minimize the risk of worst-performing classes. Our algorithm iterates through two steps: a minimization step that trains the model based on a selected target prior, and a maximization step that updates the target prior towards the adversarial prior for the trained model. In the minimization, we introduce a targeted logit-adjustment loss function that efficiently identifies optimal decision boundaries under the target prior. Moreover, based on a new prior-dependent generalization bound that we obtained, we theoretically prove that our loss function has a better generalization capability than existing loss functions. During the maximization, we refine the target prior by shifting it towards the adversarial prior, depending on the worst-performing classes rather than on per-class risk estimates. Our maximization method is particularly robust in the regime of a small number of samples. Additionally, to adapt to overparameterized neural networks, we partition the entire training dataset into two subsets: one for model training during the minimization step and the other for updating the target prior during the maximization step. Our proposed algorithm has a provable convergence property, and empirical results indicate that our algorithm performs better than or is comparable to existing methods. All codes are publicly available at https://github.com/hansung-choi/TLA-linear-ascent. |
| title | Deep Minimax Classifiers for Imbalanced Datasets with a Small Number of Minority Samples |
| topic | Machine Learning |
| url | https://arxiv.org/abs/2502.16948 |