Improved Balanced Classification with Theoretically Grounded Loss Functions

Fuente: arXiv
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Main Authors: Cortes, Corinna, Mohri, Mehryar, Zhong, Yutao
Format: Preprint
Published: 2025
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author Cortes, Corinna
Mohri, Mehryar
Zhong, Yutao
author_facet Cortes, Corinna
Mohri, Mehryar
Zhong, Yutao
contents The balanced loss is a widely adopted objective for multi-class classification under class imbalance. By assigning equal importance to all classes, regardless of their frequency, it promotes fairness and ensures that minority classes are not overlooked. However, directly minimizing the balanced classification loss is typically intractable, which makes the design of effective surrogate losses a central question. This paper introduces and studies two advanced surrogate loss families: Generalized Logit-Adjusted (GLA) loss functions and Generalized Class-Aware weighted (GCA) losses. GLA losses generalize Logit-Adjusted losses, which shift logits based on class priors, to the broader general cross-entropy loss family. GCA loss functions extend the standard class-weighted losses, which scale losses inversely by class frequency, by incorporating class-dependent confidence margins and extending them to the general cross-entropy family. We present a comprehensive theoretical analysis of consistency for both loss families. We show that GLA losses are Bayes-consistent, but only $H$-consistent for complete (i.e., unbounded) hypothesis sets. Moreover, their $H$-consistency bounds depend inversely on the minimum class probability, scaling at least as $1/\mathsf p_{\min}$. In contrast, GCA losses are $H$-consistent for any hypothesis set that is bounded or complete, with $H$-consistency bounds that scale more favorably as $1/\sqrt{\mathsf p_{\min}}$, offering significantly stronger theoretical guarantees in imbalanced settings. We report the results of experiments demonstrating that, empirically, both the GCA losses with calibrated class-dependent confidence margins and GLA losses can greatly outperform straightforward class-weighted losses as well as the LA losses. GLA generally performs slightly better in common benchmarks, whereas GCA exhibits a slight edge in highly imbalanced settings.
format Preprint
id arxiv_https___arxiv_org_abs_2512_23947
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Improved Balanced Classification with Theoretically Grounded Loss Functions
Cortes, Corinna
Mohri, Mehryar
Zhong, Yutao
Machine Learning
The balanced loss is a widely adopted objective for multi-class classification under class imbalance. By assigning equal importance to all classes, regardless of their frequency, it promotes fairness and ensures that minority classes are not overlooked. However, directly minimizing the balanced classification loss is typically intractable, which makes the design of effective surrogate losses a central question. This paper introduces and studies two advanced surrogate loss families: Generalized Logit-Adjusted (GLA) loss functions and Generalized Class-Aware weighted (GCA) losses. GLA losses generalize Logit-Adjusted losses, which shift logits based on class priors, to the broader general cross-entropy loss family. GCA loss functions extend the standard class-weighted losses, which scale losses inversely by class frequency, by incorporating class-dependent confidence margins and extending them to the general cross-entropy family. We present a comprehensive theoretical analysis of consistency for both loss families. We show that GLA losses are Bayes-consistent, but only $H$-consistent for complete (i.e., unbounded) hypothesis sets. Moreover, their $H$-consistency bounds depend inversely on the minimum class probability, scaling at least as $1/\mathsf p_{\min}$. In contrast, GCA losses are $H$-consistent for any hypothesis set that is bounded or complete, with $H$-consistency bounds that scale more favorably as $1/\sqrt{\mathsf p_{\min}}$, offering significantly stronger theoretical guarantees in imbalanced settings. We report the results of experiments demonstrating that, empirically, both the GCA losses with calibrated class-dependent confidence margins and GLA losses can greatly outperform straightforward class-weighted losses as well as the LA losses. GLA generally performs slightly better in common benchmarks, whereas GCA exhibits a slight edge in highly imbalanced settings.
title Improved Balanced Classification with Theoretically Grounded Loss Functions
topic Machine Learning
url https://arxiv.org/abs/2512.23947