Abstract
Convex potential minimisation is the de facto approach to binary classification. However, Long and Servedio [2010] proved that under symmetric label noise (SLN), minimisation of any convex potential over a linear function class can result in classification performance equivalent to random guessing. This ostensibly shows that convex losses are not SLN-robust. In this paper, we propose a convex, classification-calibrated loss and prove that it is SLN-robust. The loss avoids the Long and Servedio [2010] result by virtue of being negatively unbounded. The loss is a modification of the hinge loss, where one does not clamp at zero; hence, we call it the unhinged loss. We show that the optimal unhinged solution is equivalent to that of a strongly regularised SVM, and is the limiting solution for any convex potential; this implies that strong ℓ2 regularisation makes most standard learners SLN-robust. Experiments confirm the unhinged loss' SLN-robustness is borne out in practice. So, with apologies to Wilde [1895], while the truth is rarely pure, it can be simple.
Original language | English |
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Pages (from-to) | 10-18 |
Number of pages | 9 |
Journal | Advances in Neural Information Processing Systems |
Volume | 2015-January |
Publication status | Published - 2015 |
Event | 29th Annual Conference on Neural Information Processing Systems, NIPS 2015 - Montreal, Canada Duration: 7 Dec 2015 → 12 Dec 2015 |