On Structured Prediction Theory with Calibrated Convex Surrogate Losses

By Anton Osokin, Francis R. Bach, Simon Lacoste-Julien. 2017

67 citations recorded by the source corpus.

We provide novel theoretical insights on structured prediction in the context of efficient convex surrogate loss minimization with consistency guarantees. For any task loss, we construct a convex surrogate that can be optimized via stochastic gradient descent and we prove tight bounds on the so-called "calibration function" relating the excess surrogate risk to the actual risk. In contrast to prior related work, we carefully monitor the effect of the exponential number of classes in the learning guarantees as well as on the optimization complexity. As an interesting consequence, we formalize the intuition that some task losses make learning harder than others, and that the classical 0-1 loss is ill-suited for structured prediction.

Subfields: Artificial Intelligence, Management Science and Operations Research, Optimization & Training

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Artificial Intelligence

  1. Simon Lacoste-Julien
  2. Gauthier Gidel
  3. Francis R. Bach
  4. Alessandro Rudi
  5. Peter Richtárik
  6. Lorenzo Rosasco
  7. Fabian Pedregosa
  8. Pascal Vincent

In Management Science and Operations Research

  1. Alessandro Rudi
  2. Simon Lacoste-Julien
  3. Lorenzo Rosasco
  4. Luigi Carratino
  5. Kirill Struminsky
  6. Anton Osokin
  7. Gauthier Gidel
  8. Francis R. Bach

In Optimization & Training

  1. Simon Lacoste-Julien
  2. Gauthier Gidel
  3. Fabian Pedregosa
  4. Francis R. Bach
  5. Alessandro Rudi
  6. Peter Richtárik
  7. Pascal Vincent
  8. Hugo Berard

Citations in the corpus