Stéphan Clémençon

Pierre Laforgue, Guillaume Staerman, Stephan Clémençon

In contrast to the empirical mean, the Median-of-Means (MoM) is an estimator of the mean $θ$ of a square integrable r.v. $Z$, around which accurate nonasymptotic confidence bounds can be built, even when $Z$ does not exhibit a sub-Gaussian tail behavior. Thanks to the high confidence it achieves on heavy-tailed data, MoM has found various applications in machine learning, where it is used to design training procedures that are not sensitive to atypical observations. More recently, a new line of work is now trying to characterize and leverage MoM's ability to deal with corrupted data. In this context, the present work proposes a general study of MoM's concentration properties under the contamination regime, that provides a clear understanding of the impact of the outlier proportion and the number of blocks chosen. The analysis is extended to (multisample) $U$-statistics, i.e. averages over tuples of observations, that raise additional challenges due to the dependence induced. Finally, we show that the latter bounds can be used in a straightforward fashion to derive generalization guarantees for pairwise learning in a contaminated setting, and propose an algorithm to compute provably reliable decision functions.

Stephan Clémençon, Robin Vogel

In multiclass classification, the goal is to learn how to predict a random label $Y$, valued in $\mathcal{Y}=\{1,\; \ldots,\; K \}$ with $K\geq 3$, based upon observing a r.v. $X$, taking its values in $\mathbb{R}^q$ with $q\geq 1$ say, by means of a classification rule $g:\mathbb{R}^q\to \mathcal{Y}$ with minimum probability of error $\mathbb{P}\{Y\neq g(X) \}$. However, in a wide variety of situations, the task targeted may be more ambitious, consisting in sorting all the possible label values $y$ that may be assigned to $X$ by decreasing order of the posterior probability $η_y(X)=\mathbb{P}\{Y=y \mid X \}$. This article is devoted to the analysis of this statistical learning problem, halfway between multiclass classification and posterior probability estimation (regression) and referred to as label ranking here. We highlight the fact that it can be viewed as a specific variant of ranking median regression (RMR), where, rather than observing a random permutation $Σ$ assigned to the input vector $X$ and drawn from a Bradley-Terry-Luce-Plackett model with conditional preference vector $(η_1(X),\; \ldots,\; η_K(X))$, the sole information available for training a label ranking rule is the label $Y$ ranked on top, namely $Σ^{-1}(1)$. Inspired by recent results in RMR, we prove that under appropriate noise conditions, the One-Versus-One (OVO) approach to multiclassification yields, as a by-product, an optimal ranking of the labels with overwhelming probability. Beyond theoretical guarantees, the relevance of the approach to label ranking promoted in this article is supported by experimental results.