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Theoretically Grounded Loss Functions and Algorithms for Score-Based Multi-Class Abstention

2023/10/23 by Anqi Mao, Mehryar Mohri, Mao, Anqi +3 · 6 citations
Computer Science · #Anomaly Detection Techniques and Applications #Domain Adaptation and Few-Shot Learning #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Machine Learning and Data Classification

paper · pdf · doi:10.48550/arxiv.2310.14770

openalex publication_date 2023/10/23 · openalex created_date 2023/10/25 · openalex updated_date 2026/07/28

Abstract

Learning with abstention is a key scenario where the learner can abstain from making a prediction at some cost. In this paper, we analyze the score-based formulation of learning with abstention in the multi-class classification setting. We introduce new families of surrogate losses for the abstention loss function, which include the state-of-the-art surrogate losses in the single-stage setting and a novel family of loss functions in the two-stage setting. We prove strong non-asymptotic and hypothesis set-specific consistency guarantees for these surrogate losses, which upper-bound the estimation error of the abstention loss function in terms of the estimation error of the surrogate loss. Our bounds can help compare different score-based surrogates and guide the design of novel abstention algorithms by minimizing the proposed surrogate losses. We experimentally evaluate our new algorithms on CIFAR-10, CIFAR-100, and SVHN datasets and the practical significance of our new surrogate losses and two-stage abstention algorithms. Our results also show that the relative performance of the state-of-the-art score-based surrogate losses can vary across datasets.

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