International Conference on Machine Learning · 2019 · 32 citations · 0 references
ComputingComputer ScienceData ScienceMachine LearningOptimizationStatistical LearningBias-variance TradeoffLoss AssessmentLoss FunctionNonlinear ProgrammingOverfittingSupervised LearningCalibration In ClassificationClassification LossConditional Risk EstimationHinge LossLabel Noise MitigationLabel Noise ModelingLabel Noise RobustnessRegularized Loss
This paper aims to provide a better understanding of a symmetric loss. First, we emphasize that using a symmetric loss is advantageous in the balanced error rate (BER) minimization and area under the receiver operating characteristic curve (AUC) maximization from corrupted labels. Second, we prove general theoretical properties of symmetric losses, including a classification-calibration condition, excess risk bound, conditional risk minimizer, and AUC-consistency condition. Third, since all nonnegative symmetric losses are non-convex, we propose a convex barrier hinge loss that benefits significantly from the symmetric condition, although it is not symmetric everywhere. Finally, we conduct experiments to validate the relevance of the symmetric condition.