The Geometry of Mixability

التفاصيل البيبلوغرافية
العنوان: The Geometry of Mixability
المؤلفون: Pacheco, Armando J. Cabrera, Williamson, Robert C.
سنة النشر: 2023
المجموعة: Computer Science
مصطلحات موضوعية: Computer Science - Machine Learning
الوصف: Mixable loss functions are of fundamental importance in the context of prediction with expert advice in the online setting since they characterize fast learning rates. By re-interpreting properness from the point of view of differential geometry, we provide a simple geometric characterization of mixability for the binary and multi-class cases: a proper loss function $\ell$ is $\eta$-mixable if and only if the superpredition set $\textrm{spr}(\eta \ell)$ of the scaled loss function $\eta \ell$ slides freely inside the superprediction set $\textrm{spr}(\ell_{\log})$ of the log loss $\ell_{\log}$, under fairly general assumptions on the differentiability of $\ell$. Our approach provides a way to treat some concepts concerning loss functions (like properness) in a ''coordinate-free'' manner and reconciles previous results obtained for mixable loss functions for the binary and the multi-class cases.
Comment: 53 pages, 6 figures
نوع الوثيقة: Working Paper
URL الوصول: http://arxiv.org/abs/2302.11905
رقم الأكسشن: edsarx.2302.11905
قاعدة البيانات: arXiv