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Optimal Binary Classifier Aggregation for General Losses

2015/10/01 by Akshay Balsubramani, Yoav Freund, Balsubramani, Akshay +1 · 2 citations
Computer Science · Engineering · #FOS: Computer and information sciences #Face and Expression Recognition #Imbalanced Data Classification Techniques #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Sparse and Compressive Sensing Techniques

paper · pdf · doi:10.48550/arxiv.1510.00452

openalex publication_date 2015/10/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We address the problem of aggregating an ensemble of predictors with known loss bounds in a semi-supervised binary classification setting, to minimize prediction loss incurred on the unlabeled data. We find the minimax optimal predictions for a very general class of loss functions including all convex and many non-convex losses, extending a recent analysis of the problem for misclassification error. The result is a family of semi-supervised ensemble aggregation algorithms which are as efficient as linear learning by convex optimization, but are minimax optimal without any relaxations. Their decision rules take a form familiar in decision theory -- applying sigmoid functions to a notion of ensemble margin -- without the assumptions typically made in margin-based learning.

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