arXiv · 1902.04639
A Tunable Loss Function for Binary Classification
Abstract
We present $α$-loss, $α\in [1,\infty]$, a tunable loss function for binary classification that bridges log-loss ($α=1$) and $0$-$1$ loss ($α= \infty$). We prove that $α$-loss has an equivalent margin-based form and is classification-calibrated, two desirable properties for a good surrogate loss function for the ideal yet intractable $0$-$1$ loss. For logistic regression-based classification, we provide an upper bound on the difference between the empirical and expected risk at the empirical risk minimizers for $α$-loss by exploiting its Lipschitzianity along with recent results on the landscape features of empirical risk functions. Finally, we show that $α$-loss with $α= 2$ performs better than log-loss on MNIST for logistic regression.
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Tyler Sypherd, Mario Diaz, Lalitha Sankar, Peter Kairouz. 2019-03-19. A Tunable Loss Function for Binary Classification. https://arxiv.org/abs/1902.04639
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