Consistent algorithms for multi-label classification with macro-at-k metrics
[ 1 ] Instytut Informatyki, Wydział Informatyki i Telekomunikacji, Politechnika Poznańska | [ P ] pracownik
2024
rozdział w monografii naukowej / referat
angielski
- multi-label classification
- complex performance metrics
- macro-at-k
- extreme classification
EN We consider the optimization of complex performance metrics in multi-label classification under the population utility framework. We mainly focus on metrics linearly decomposable into a sum of binary classification utilities applied separately to each label with an additional requirement of exactly k labels predicted for each instance. These "macro-at-k" metrics possess desired properties for extreme classification problems with long tail labels. Unfortunately, the at-k constraint couples the otherwise independent binary classification tasks, leading to a much more challenging optimization problem than standard macro-averages. We provide a statistical framework to study this problem, prove the existence and the form of the optimal classifier, and propose a statistically consistent and practical learning algorithm based on the Frank-Wolfe method. Interestingly, our main results concern even more general metrics being non-linear functions of label-wise confusion matrices. Empirical results provide evidence for the competitive performance of the proposed approach.
16.01.2024
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