Towards Understanding Generalization of Macro-AUC in Multi-label
Learning
- URL: http://arxiv.org/abs/2305.05248v2
- Date: Fri, 2 Jun 2023 08:14:09 GMT
- Title: Towards Understanding Generalization of Macro-AUC in Multi-label
Learning
- Authors: Guoqiang Wu, Chongxuan Li, Yilong Yin
- Abstract summary: We characterize the generalization properties of various learning algorithms based on Macro-AUC.
We identify a critical factor of the dataset affecting the generalization bounds: emphthe label-wise class imbalance
We propose a new (and more general) McDiarmid-type concentration inequality, which may be of independent interest.
- Score: 48.015768048227166
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Macro-AUC is the arithmetic mean of the class-wise AUCs in multi-label
learning and is commonly used in practice. However, its theoretical
understanding is far lacking. Toward solving it, we characterize the
generalization properties of various learning algorithms based on the
corresponding surrogate losses w.r.t. Macro-AUC. We theoretically identify a
critical factor of the dataset affecting the generalization bounds: \emph{the
label-wise class imbalance}. Our results on the imbalance-aware error bounds
show that the widely-used univariate loss-based algorithm is more sensitive to
the label-wise class imbalance than the proposed pairwise and reweighted
loss-based ones, which probably implies its worse performance. Moreover,
empirical results on various datasets corroborate our theory findings. To
establish it, technically, we propose a new (and more general) McDiarmid-type
concentration inequality, which may be of independent interest.
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