mlsanityData to 7 Oct 2026

Minimax risk classifiers with 0-1 loss

arXiv 2201.06487 ↗First posted 17 Jan 2022stat.ML cs.LGcited by 9

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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

Cited by year (2026 to 7 Oct)

Citing papers per year: 2022: 1; 2023: 3; 2024: 0; 2025: 1; 2026: 4.

9 papers.