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Oral
Binary Classification with Karmic, Threshold-Quasi-Concave Metrics
Bowei Yan · Sanmi Koyejo · Kai Zhong · Pradeep Ravikumar

Thu Jul 12 07:50 AM -- 08:00 AM (PDT) @ A6
in Statistical Learning Theory 4 »

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.

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Author Information

Bowei Yan (University of Texas at Austin)
Sanmi Koyejo (University of Illinois at Urbana-Champaign)
Sanmi Koyejo

Sanmi (Oluwasanmi) Koyejo is an Assistant Professor in the Department of Computer Science at Stanford University. Koyejo was previously an Associate Professor in the Department of Computer Science at the University of Illinois at Urbana-Champaign. Koyejo's research interests are in developing the principles and practice of trustworthy machine learning, focusing on applications to neuroscience and healthcare. Koyejo completed a Ph.D. in Electrical Engineering at the University of Texas at Austin, advised by Joydeep Ghosh, and postdoctoral research at Stanford University with Russell A. Poldrack and Pradeep Ravikumar. Koyejo has been the recipient of several awards, including a best paper award from the conference on uncertainty in artificial intelligence, a Skip Ellis Early Career Award, a Sloan Fellowship, a Terman faculty fellowship, an NSF CAREER award, a Kavli Fellowship, an IJCAI early career spotlight, and a trainee award from the Organization for Human Brain Mapping. Koyejo spends time at Google as a part of the Brain team, serves on the Neural Information Processing Systems Foundation Board, the Association for Health Learning and Inference Board, and as president of the Black in AI organization.

Kai Zhong (University of Texas at Austin)
Pradeep Ravikumar (Carnegie Mellon University)

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