Minimax risk classifiers with 0-1 loss
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Abstract (arXiv)
Supervised classification techniques use training samples to learn a classification rule with small expected 0-1 loss (error probability). Conventional methods enable tractable learning and provide out-of-sample generalization by using surrogate losses instead of the 0-1 loss and considering specific families of rules (hypothesis classes). This paper presents minimax risk classifiers (MRCs) that minize the worst-case 0-1 loss with respect to uncertainty sets of distributions that can include the underlying distribution, with a tunable confidence. We show that MRCs can provide tight performance guarantees at learning and are strongly universally consistent using feature mappings given by characteristic kernels. The paper also proposes efficient optimization techniques for MRC learning and shows that the methods presented can provide accurate classification together with tight performance guarantees in practice.
Key facts. Cited by 9 papers in the map (data through 7 Oct 2026). Builds on 24 of its 78 references that are in the map. First posted on arXiv 17 Jan 2022.
Builds on
24 of 78 references.
References · 24
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12 more
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Built on by
Citing papers per year: 2022: 1; 2023: 3; 2024: 0; 2025: 1; 2026: 4.
9 papers.
- 2023Double-Weighting for Covariate Shift Adaptationcited by 7
- 2022Minimax Classification under Concept Drift with Multidimensional Adaptation and Performance Guaranteescited by 3
- 2023Efficient Learning of Minimax Risk Classifiers in High Dimensionscited by 2
- 2023Minimax Forward and Backward Learning of Evolving Tasks with Performance Guaranteescited by 2
- 2026Safe Fairness Guarantees Without Demographics in Classification: Spectral Uncertainty Set Perspectivecited by 1
- 2025Efficient Large-Scale Learning of Minimax Risk Classifierscited by 0
- 2026Minimax Generalized Cross-Entropycited by 0
- 2026NL-PAC: Specification Ambiguity and Certified Minimax Risk Floors in LLM-Mediated Supervisioncited by 0
- 2026IIns-VAE+: A Robust Transfer Learning Framework for Environmental Identification in Wireless Sensingcited by 0
- 2026IIns-VAE+: A Robust Transfer Learning Framework for Environmental Identification in Wireless Sensing5 Sep 2026
- 2026NL-PAC: Specification Ambiguity and Certified Minimax Risk Floors in LLM-Mediated Supervision9 Jul 2026
- 2026Minimax Generalized Cross-Entropy20 Mar 2026
- 2026Safe Fairness Guarantees Without Demographics in Classification: Spectral Uncertainty Set Perspective12 Feb 2026
- 2025Efficient Large-Scale Learning of Minimax Risk Classifiers18 Nov 2025
- 2023Minimax Forward and Backward Learning of Evolving Tasks with Performance Guarantees24 Oct 2023
- 2023Efficient Learning of Minimax Risk Classifiers in High Dimensions11 Jun 2023
- 2023Double-Weighting for Covariate Shift Adaptation15 May 2023
- 2022Minimax Classification under Concept Drift with Multidimensional Adaptation and Performance Guarantees31 May 2022