Generalization bounds and consistency for latent structural probit and ramp loss

David McAllester, Joseph Keshet

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

We consider latent structural versions of probit loss and ramp loss. We show that these surrogate loss functions are consistent in the strong sense that for any feature map (finite or infinite dimensional) they yield predictors approaching the infimum task loss achievable by any linear predictor over the given features. We also give finite sample generalization bounds (convergence rates) for these loss functions. These bounds suggest that probit loss converges more rapidly. However, ramp loss is more easily optimized on a given sample.

Original languageEnglish
Title of host publicationAdvances in Neural Information Processing Systems 24
Subtitle of host publication25th Annual Conference on Neural Information Processing Systems 2011, NIPS 2011
StatePublished - 2011
Externally publishedYes
Event25th Annual Conference on Neural Information Processing Systems 2011, NIPS 2011 - Granada, Spain
Duration: 12 Dec 201114 Dec 2011

Publication series

NameAdvances in Neural Information Processing Systems 24: 25th Annual Conference on Neural Information Processing Systems 2011, NIPS 2011

Conference

Conference25th Annual Conference on Neural Information Processing Systems 2011, NIPS 2011
Country/TerritorySpain
CityGranada
Period12/12/1114/12/11

All Science Journal Classification (ASJC) codes

  • Information Systems

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