Learning from Binary Labels with Instance Dependent Corruption
Suppose we have a sample of instances paired with binary labels corrupted by arbitrary instance and label dependent noise. With sufficiently many such samples, can we optimally classify and rank instances with respect to the noise free distribution? We provide a theoretical analysis of this question, with three main contributions. First, we prove that for instance dependent noise, any algorithm that is consistent for classification on the noisy distribution is also consistent on the clean distribution. Second, we prove that for a broad class of instance and label dependent noise, a similar consistency result holds for the area under the ROC curve. Third, for the latter noise model, when the noise free class probability function belongs to the generalised linear model family, we show that the Isotron can efficiently and provably learn from the corrupted sample.
ArXiv