Sharp Analysis of Learning with Discrete Losses


Alex Nowak, Francis Bach, Alessandro Rudi ;
Proceedings of Machine Learning Research, PMLR 89:1920-1929, 2019.


The problem of devising learning strategies for discrete losses (e.g., multilabeling, ranking) is currently addressed with methods and theoretical analyses ad-hoc for each loss. In this paper we study a least-squares framework to systematically design learning algorithms for discrete losses, with quantitative characterizations in terms of statistical and computational complexity. In particular, we improve existing results by providing explicit dependence on the number of labels for a wide class of losses and faster learning rates in conditions of low-noise. Theoretical results are complemented with experiments on real datasets, showing the effectiveness of the proposed general approach.

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