Dhamma Kimpara

Rafael Frongillo, Dhamma Kimpara, Bo Waggoner

We initiate the study of proper losses for evaluating generative models in the discrete setting. Unlike traditional proper losses, we treat both the generative model and the target distribution as black-boxes, only assuming ability to draw i.i.d. samples. We define a loss to be black-box proper if the generative distribution that minimizes expected loss is equal to the target distribution. Using techniques from statistical estimation theory, we give a general construction and characterization of black-box proper losses: they must take a polynomial form, and the number of draws from the model and target distribution must exceed the degree of the polynomial. The characterization rules out a loss whose expectation is the cross-entropy between the target distribution and the model. By extending the construction to arbitrary sampling schemes such as Poisson sampling, however, we show that one can construct such a loss.

Enrique Nueve, Bo Waggoner, Dhamma Kimpara et al.

In multiclass classification over $n$ outcomes, the outcomes must be embedded into the reals with dimension at least $n-1$ in order to design a consistent surrogate loss that leads to the "correct" classification, regardless of the data distribution. For large $n$, such as in information retrieval and structured prediction tasks, optimizing a surrogate in $n-1$ dimensions is often intractable. We investigate ways to trade off surrogate loss dimension, the number of problem instances, and restricting the region of consistency in the simplex for multiclass classification. Following past work, we examine an intuitive embedding procedure that maps outcomes into the vertices of convex polytopes in a low-dimensional surrogate space. We show that full-dimensional subsets of the simplex exist around each point mass distribution for which consistency holds, but also, with less than $n-1$ dimensions, there exist distributions for which a phenomenon called hallucination occurs, which is when the optimal report under the surrogate loss is an outcome with zero probability. Looking towards application, we derive a result to check if consistency holds under a given polytope embedding and low-noise assumption, providing insight into when to use a particular embedding. We provide examples of embedding $n = 2^{d}$ outcomes into the $d$-dimensional unit cube and $n = d!$ outcomes into the $d$-dimensional permutahedron under low-noise assumptions. Finally, we demonstrate that with multiple problem instances, we can learn the mode with $\frac{n}{2}$ dimensions over the whole simplex.

Drona Khurana, Anish Thilagar, Dhamma Kimpara et al.

The statistical consistency of surrogate losses for discrete prediction tasks is often checked via the condition of calibration. However, directly verifying calibration can be arduous. Recent work shows that for polyhedral surrogates, a less arduous condition, indirect elicitation (IE), is still equivalent to calibration. We give the first results of this type for non-polyhedral surrogates, specifically the class of convex differentiable losses. We first prove that under mild conditions, IE and calibration are equivalent for one-dimensional losses in this class. We construct a counter-example that shows that this equivalence fails in higher dimensions. This motivates the introduction of strong IE, a strengthened form of IE that is equally easy to verify. We establish that strong IE implies calibration for differentiable surrogates and is both necessary and sufficient for strongly convex, differentiable surrogates. Finally, we apply these results to a range of problems to demonstrate the power of IE and strong IE for designing and analyzing consistent differentiable surrogates.