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Binary Classification with Karmic, Threshold-Quasi-Concave Metrics

2018-06-02 · ICML 2018 7 · Bowei Yan, Oluwasanmi Koyejo, Kai Zhong, Pradeep Ravikumar

Complex performance measures, beyond the popular measure of accuracy, are increasingly being used in the context of binary classification. These complex performance measures are typically not even decomposable, that is, the loss evaluated on a batch of samples cannot typically be expressed as a sum or average of losses evaluated at individual samples, which in turn requires new theoretical and methodological developments beyond standard treatments of supervised learning. In this paper, we advance this understanding of binary classification for complex performance measures by identifying two key properties: a so-called Karmic property, and a more technical threshold-quasi-concavity property, which we show is milder than existing structural assumptions imposed on performance measures. Under these properties, we show that the Bayes optimal classifier is a threshold function of the conditional probability of positive class. We then leverage this result to come up with a computationally practical plug-in classifier, via a novel threshold estimator, and further, provide a novel statistical analysis of classification error with respect to complex performance measures.

📄 PDF Abstract BibTeX arXiv:1806.00640

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Binary ClassificationClassificationGeneral Classification

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