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Learning with Fitzpatrick Losses

NeurIPS 2024 · Learning theory and algorithms › Prediction and decision losses · approach: Ranking-based loss optimization · 1 citations (OpenAlex)

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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

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Replace logistic loss with Fitzpatrick logistic lossSoft argmax label-proportion estimator · 11 label-proportion datasetsMSE: 2 datasets vs 2 datasetsMixed
Replace sparsemax loss with Fitzpatrick sparsemax lossSparse argmax label-proportion estimator · 11 label-proportion datasetsMSE: 1 dataset vs 2 datasetsMixed
Replace sparsemax loss with Fitzpatrick sparsemax lossSparse argmax label-proportion estimator · BirdsMSE: 0.531 -> 0.513Helped
Replace logistic loss with Fitzpatrick logistic lossSoft argmax label-proportion estimator · Ecthr AMSE: 0.431 -> 0.423Helped
Replace logistic loss with Fitzpatrick logistic lossSoft argmax label-proportion estimator · EmotionsMSE: 0.327 -> 0.320Helped
Replace sparsemax loss with Fitzpatrick sparsemax lossSparse argmax label-proportion estimator · SceneMSE: 0.363 -> 0.355Helped
Replace logistic loss with Fitzpatrick logistic lossSoft argmax label-proportion estimator · SceneMSE: 0.344 -> 0.368Hurt
Replace sparsemax loss with Fitzpatrick sparsemax lossSparse argmax label-proportion estimator · MediamillMSE: 0.191 -> 0.203Hurt
Replace logistic loss with Fitzpatrick logistic lossSoft argmax label-proportion estimator · MediamillMSE: 0.207 -> 0.220Hurt
Replace logistic loss with Fitzpatrick logistic lossSoft argmax label-proportion estimator · DeliciousMSE: 0.056 -> 0.055Helped
Replace sparsemax loss with Fitzpatrick sparsemax lossSparse argmax label-proportion estimator · Cal500MSE: 0.035 -> 0.035No clear effect

Surprising findings

Limitations

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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