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Learning with Fitzpatrick Losses
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Introduces Fitzpatrick losses, a family of convex primal-dual losses built from the Fitzpatrick function that are tighter lower bounds of Fenchel-Young losses while keeping the same link function, instantiated as Fitzpatrick logistic and sparsemax losses for label proportion estimation.
Problem
Fenchel-Young losses are convex and tied to a link function, but only one loss is associated with each link; can new convex losses share the same link function (e.g., softargmax, sparsemax) and be tighter?
Approach
Replace the Fenchel-Young inequality with the refined inequality given by the Fitzpatrick function of the subdifferential, yielding losses that are always lower bounds of Fenchel-Young losses, share the same link function, remain convex in each argument, and equal Fenchel-Young losses with a target-dependent generating function.
Key results
- Fitzpatrick logistic loss and logistic loss are comparable: logistic significantly wins on 2 of 11 datasets and Fitzpatrick logistic on 2 of 11.
- Fitzpatrick sparsemax loss is a serious contender to sparsemax: sparsemax significantly wins on 1 dataset, Fitzpatrick sparsemax on 2 of 11 (e.g., Ecthr A tie at 0.514 vs 0.514; Scene 0.355 vs 0.363).
- Fitzpatrick logistic gives Ecthr A MSE 0.423 vs 0.431 for logistic; Mediamill favors standard losses (0.191 sparsemax vs 0.203 Fitzpatrick sparsemax).
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Replace logistic loss with Fitzpatrick logistic loss | Soft argmax label-proportion estimator · 11 label-proportion datasets | MSE: 2 datasets vs 2 datasets | Mixed |
| Replace sparsemax loss with Fitzpatrick sparsemax loss | Sparse argmax label-proportion estimator · 11 label-proportion datasets | MSE: 1 dataset vs 2 datasets | Mixed |
| Replace sparsemax loss with Fitzpatrick sparsemax loss | Sparse argmax label-proportion estimator · Birds | MSE: 0.531 -> 0.513 | Helped |
| Replace logistic loss with Fitzpatrick logistic loss | Soft argmax label-proportion estimator · Ecthr A | MSE: 0.431 -> 0.423 | Helped |
| Replace logistic loss with Fitzpatrick logistic loss | Soft argmax label-proportion estimator · Emotions | MSE: 0.327 -> 0.320 | Helped |
| Replace sparsemax loss with Fitzpatrick sparsemax loss | Sparse argmax label-proportion estimator · Scene | MSE: 0.363 -> 0.355 | Helped |
| Replace logistic loss with Fitzpatrick logistic loss | Soft argmax label-proportion estimator · Scene | MSE: 0.344 -> 0.368 | Hurt |
| Replace sparsemax loss with Fitzpatrick sparsemax loss | Sparse argmax label-proportion estimator · Mediamill | MSE: 0.191 -> 0.203 | Hurt |
| Replace logistic loss with Fitzpatrick logistic loss | Soft argmax label-proportion estimator · Mediamill | MSE: 0.207 -> 0.220 | Hurt |
| Replace logistic loss with Fitzpatrick logistic loss | Soft argmax label-proportion estimator · Delicious | MSE: 0.056 -> 0.055 | Helped |
| Replace sparsemax loss with Fitzpatrick sparsemax loss | Sparse argmax label-proportion estimator · Cal500 | MSE: 0.035 -> 0.035 | No clear effect |
Surprising findings
- Fitzpatrick losses are not uniformly better: standard Fenchel-Young losses win on several datasets despite being looser bounds.
Limitations
- Fitzpatrick logistic loss requires solving a root equation (bisection) for loss and gradient, increasing computational cost.
- Empirical evaluation is limited to linear models on label proportion estimation with MSE.
- Code not yet released at submission time.
Experimental setup
Datasets: Birds Cal500 Delicious Ecthr A Emotions Flags Mediamill Scene Tmc Unfair Yeast
Benchmarks: Birds Cal500 Delicious Ecthr A Emotions Flags Mediamill Scene Tmc Unfair Yeast
Metrics: mean squared error on label proportions
Baselines: Fenchel-Young sparsemax loss Fenchel-Young logistic loss
Builds on: Fenchel-Young losses sparseMAP Fitzpatrick function generalized Bregman divergence
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