Establishing Linear Surrogate Regret Bounds for Convex Smooth Losses via Convolutional Fenchel-Young Losses
Not on the map. Why?
Abstract (arXiv)
Surrogate regret bounds, also known as excess risk bounds, bridge the gap between the convergence rates of surrogate and target losses. The regret transfer is lossless if the surrogate regret bound is linear. While convex smooth surrogate losses are appealing in particular due to the efficient estimation and optimization, the existence of a trade-off between the loss smoothness and linear regret bound has been believed in the community. Under this scenario, the better optimization and estimation properties of convex smooth surrogate losses may inevitably deteriorate after undergoing the regret transfer onto a target loss. We overcome this dilemma for arbitrary discrete target losses by constructing a convex smooth surrogate loss, which entails a linear surrogate regret bound composed with a tailored prediction link. The construction is based on Fenchel--Young losses generated by the convolutional negentropy, which are equivalent to the infimal convolution of a generalized negentropy and the target Bayes risk. Consequently, the infimal convolution enables us to derive a smooth loss while maintaining the surrogate regret bound linear. We additionally benefit from the infimal convolution to have a consistent estimator of the underlying class probability. Our results are overall a novel demonstration of how convex analysis penetrates into optimization and statistical efficiency in risk minimization.
Key facts. Cited by 2 papers in the map (data through 14 Oct 2026). Builds on 50 of its 102 references that are in the map. First posted on arXiv 14 May 2025.
Builds on
50 of 102 references.
References · 50
- 2015Deep Residual Learning for Image Recognitioncited by 52,096
- 2019PyTorch: An Imperative Style, High-Performance Deep Learning Librarycited by 20,305
- 2016SGDR: Stochastic Gradient Descent with Warm Restartscited by 5,045
- 2016Wide Residual Networkscited by 3,070
- 2017Robust Loss Functions under Label Noise for Deep Neural Networkscited by 443
- 2016From Softmax to Sparsemax: A Sparse Model of Attention and Multi-Label Classificationcited by 341
- 2023Cross-Entropy Loss Functions: Theoretical Analysis and Applicationscited by 210
- 2021Efficient and Modular Implicit Differentiationcited by 203
- 2013Minimizing Finite Sums with the Stochastic Average Gradientcited by 164
- 2019Learning with Fenchel-Young Lossescited by 119
- 2019On Symmetric Losses for Learning from Corrupted Labelscited by 53
- 2015Fast rates in statistical and online learningcited by 47
38 more
- 2021Calibration and Consistency of Adversarial Surrogate Lossescited by 47
- 2024The Elements of Differentiable Programmingcited by 43
- 2020Calibrated Surrogate Losses for Adversarially Robust Classificationcited by 36
- 2023Predictor-Rejector Multi-Class Abstention: Theoretical Analysis and Algorithmscited by 36
- 2019On the Consistency of Top-k Surrogate Lossescited by 35
- 2020A General Framework for Consistent Structured Prediction with Implicit Loss Embeddingscited by 35
- 2016A Consistent Regularization Approach for Structured Predictioncited by 33
- 2024A Universal Growth Rate for Learning with Smooth Surrogate Lossescited by 24
- 2017On Structured Prediction Theory with Calibrated Convex Surrogate Lossescited by 23
- 2024Multi-Label Learning with Stronger Consistency Guaranteescited by 22
- 2019An Embedding Framework for Consistent Polyhedral Surrogatescited by 21
- 2019Structured Prediction with Projection Oraclescited by 21
- 2016Structured Prediction Theory Based on Factor Graph Complexitycited by 18
- 2020Convex Calibrated Surrogates for the Multi-Label F-Measurecited by 18
- 2024Enhanced H-Consistency Boundscited by 18
- 2017Empirical Risk Minimization for Stochastic Convex Optimization: O(1/n)- and O(1/n2)-type of Risk Boundscited by 15
- 2021Surrogate Regret Bounds for Polyhedral Lossescited by 15
- 2015Surrogate regret bounds for generalized classification performance metricscited by 14
- 2019A General Theory for Structured Prediction with Smooth Convex Surrogatescited by 14
- 2021Sparse Continuous Distributions and Fenchel-Young Lossescited by 14
- 2022An Embedding Framework for the Design and Analysis of Consistent Polyhedral Surrogatescited by 14
- 2018Sharp Analysis of Learning with Discrete Lossescited by 13
- 2022Consistent Multiclass Algorithms for Complex Metrics and Constraintscited by 13
- 2025Loss Functions and Operators Generated by f-Divergencescited by 10
- 2022Learning Energy Networks with Generalized Fenchel-Young Lossescited by 8
- 2022Consistent Polyhedral Surrogates for Top-k Classification and Variantscited by 8
- 2023Unified Binary and Multiclass Margin-Based Classificationcited by 8
- 2022The Structured Abstain Problem and the Lov'asz Hingecited by 7
- 2024Online Structured Prediction with Fenchel--Young Losses and Improved Surrogate Regret for Online Multiclass Classification with Logistic Losscited by 7
- 2023On Classification-Calibration of Gamma-Phi Lossescited by 6
- 2014Binary Excess Risk for Smooth Convex Surrogatescited by 5
- 2018On the Rates of Convergence from Surrogate Risk Minimizers to the Bayes Optimal Classifiercited by 3
- 2024Learning with Fitzpatrick Lossescited by 3
- 2024Proper losses regret at least 1/2-ordercited by 3
- 2013Least Squares Revisited: Scalable Approaches for Multi-class Predictioncited by 2
- 2014From Stochastic Mixability to Fast Ratescited by 2
- 2025Bipartite Ranking From Multiple Labels: On Loss Versus Label Aggregationcited by 2
- 2025Contrasting Cost-Agnostic and Cost-Sensitive Losses under Limited Model Capacity via mathcal H-consistencycited by 1
Built on by
Citing papers per year: 2025: 1; 2026: 1.
2 papers.