Multi-output is essential in machine learning that it might suffer from nonconforming residual distributions, i.e., the multi-output residual distributions are not conforming to the expected distribution. In this paper, we propose "Wrapped Loss Function" to wrap the original loss function to alleviate the problem. This wrapped loss function acts just like the original loss function that its gradient can be used for backpropagation optimization. Empirical evaluations show wrapped loss function has advanced properties of faster convergence, better accuracy, and improving imbalanced data.
The most similar concept with wrapped loss function is cost-sensitive learning and label re-balancing. The target of cost-sensitive learning is to find a minimal cost in the imbalanced labels problems. In general, the errors are from the class with rare label. In the cost-sensitive learning, some methods add weights on loss function to learn its features. For example, there are the Prior Scaling @cite_0 and Minimization of the misclassification costs method @cite_8 . Or just simply pre-set label weights before model training. like Median Frequency Balancing: @cite_10 @cite_6 @cite_17 . ( @math , where freq(c) is the number of data in the class c divided by the total number of data, and @math is the median of the frequencies.
@cite_8 @cite_6 @cite_0 @cite_10 @cite_17
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The choice of the loss function is critical in extreme multi-label learning where the objective is to annotate each data point with the most relevant subset of labels from an extremely large label set. Unfortunately, existing loss functions, such as the Hamming loss, are unsuitable for learning, model selection, hyperparameter tuning and performance evaluation. This paper addresses the issue by developing propensity scored losses which: (a) prioritize predicting the few relevant labels over the large number of irrelevant ones; (b) do not erroneously treat missing labels as irrelevant but instead provide unbiased estimates of the true loss function even when ground truth labels go missing under arbitrary probabilistic label noise models; and (c) promote the accurate prediction of infrequently occurring, hard to predict, but rewarding tail labels. Another contribution is the development of algorithms which efficiently scale to extremely large datasets with up to 9 million labels, 70 million points and 2 million dimensions and which give significant improvements over the state-of-the-art. This paper's results also apply to tagging, recommendation and ranking which are the motivating applications for extreme multi-label learning. They generalize previous attempts at deriving unbiased losses under the restrictive assumption that labels go missing uniformly at random from the ground truth. Furthermore, they provide a sound theoretical justification for popular label weighting heuristics used to recommend rare items. Finally, they demonstrate that the proposed contributions align with real world applications by achieving superior clickthrough rates on sponsored search advertising in Bing. We study binary classification in the presence of class-conditional random noise, where the learner gets to see labels that are flipped independently with some probability, and where the flip probability depends on the class. Our goal is to devise learning algorithms that are efficient and statistically consistent with respect to commonly used utility measures. In particular, we look at a family of measures motivated by their application in domains where cost-sensitive learning is necessary (for example, when there is class imbalance). In contrast to most of the existing literature on consistent classification that are limited to the classical 0-1 loss, our analysis includes more general utility measures such as the AM measure (arithmetic mean of True Positive Rate and True Negative Rate). For this problem of cost-sensitive learning under class-conditional random noise, we develop two approaches that are based on suitably modifying surrogate losses. First, we provide a simple unbiased estimator of any loss, and obtain performance bounds for empirical utility maximization in the presence of i.i.d. data with noisy labels. If the loss function satis_es a simple symmetry condition, we show that using unbiased estimator leads to an efficient algorithm for empirical maximization. Second, by leveraging a reduction of risk minimization under noisy labels to classification with weighted 0-1 loss, we suggest the use of a simple weighted surrogate loss, for which we are able to obtain strong utility bounds. This approach implies that methods already used in practice, such as biased SVM and weighted logistic regression, are provably noise-tolerant. For two practically important measures in our family, we show that the proposed methods are competitive with respect to recently proposed methods for dealing with label noise in several benchmark data sets. Traditional learning algorithms applied to complex and highly imbalanced training sets may not give satisfactory results when distinguishing between examples of the classes. The tendency is to yield classification models that are biased towards the overrepresented (majority) class. This paper investigates this class imbalance problem in the context of multilayer perceptron (MLP) neural networks. The consequences of the equal cost (loss) assumption on imbalanced data are formally discussed from a statistical learning theory point of view. A new cost-sensitive algorithm (CSMLP) is presented to improve the discrimination ability of (two-class) MLPs. The CSMLP formulation is based on a joint objective function that uses a single cost parameter to distinguish the importance of class errors. The learning rule extends the Levenberg-Marquadt's rule, ensuring the computational efficiency of the algorithm. In addition, it is theoretically demonstrated that the incorporation of prior information via the cost parameter may lead to balanced decision boundaries in the feature space. Based on the statistical analysis of results on real data, our approach shows a significant improvement of the area under the receiver operating characteristic curve and G-mean measures of regular MLPs. Collecting labeled data is costly and thus a critical bottleneck in real-world classification tasks. To mitigate this problem, we propose a novel setting, namely learning from complementary labels for multi-class classification. A complementary label specifies a class that a pattern does not belong to. Collecting complementary labels would be less laborious than collecting ordinary labels, since users do not have to carefully choose the correct class from a long list of candidate classes. However, complementary labels are less informative than ordinary labels and thus a suitable approach is needed to better learn from them. In this paper, we show that an unbiased estimator to the classification risk can be obtained only from complementarily labeled data, if a loss function satisfies a particular symmetric condition. We derive estimation error bounds for the proposed method and prove that the optimal parametric convergence rate is achieved. We further show that learning from complementary labels can be easily combined with learning from ordinary labels (i.e., ordinary supervised learning), providing a highly practical implementation of the proposed method. Finally, we experimentally demonstrate the usefulness of the proposed methods.