PACMAN: PAC-style bounds accounting for the Mismatch between Accuracy
and Negative log-loss
- URL: http://arxiv.org/abs/2112.05547v1
- Date: Fri, 10 Dec 2021 14:00:22 GMT
- Title: PACMAN: PAC-style bounds accounting for the Mismatch between Accuracy
and Negative log-loss
- Authors: Matias Vera, Leonardo Rey Vega and Pablo Piantanida
- Abstract summary: The ultimate performance of machine learning algorithms for classification tasks is usually measured in terms of the empirical error probability (or accuracy) based on a testing dataset.
For classification tasks, this loss function is often the negative log-loss that leads to the well-known cross-entropy risk.
We introduce an analysis based on point-wise PAC approach over the generalization gap considering the mismatch of testing based on the accuracy metric and training on the negative log-loss.
- Score: 28.166066663983674
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: The ultimate performance of machine learning algorithms for classification
tasks is usually measured in terms of the empirical error probability (or
accuracy) based on a testing dataset. Whereas, these algorithms are optimized
through the minimization of a typically different--more convenient--loss
function based on a training set. For classification tasks, this loss function
is often the negative log-loss that leads to the well-known cross-entropy risk
which is typically better behaved (from a numerical perspective) than the error
probability. Conventional studies on the generalization error do not usually
take into account the underlying mismatch between losses at training and
testing phases. In this work, we introduce an analysis based on point-wise PAC
approach over the generalization gap considering the mismatch of testing based
on the accuracy metric and training on the negative log-loss. We label this
analysis PACMAN. Building on the fact that the mentioned mismatch can be
written as a likelihood ratio, concentration inequalities can be used to
provide some insights for the generalization problem in terms of some
point-wise PAC bounds depending on some meaningful information-theoretic
quantities. An analysis of the obtained bounds and a comparison with available
results in the literature are also provided.
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