The authors study the problem of multi-class classification with abstention, where the learner can choose to abstain from making a prediction with some pre-defined cost. They focus on the predictor-rejector framework, which explicitly models the cost of abstention.
The key contributions are:
Counterexample showing that the score-based abstention formulation cannot achieve the Bayes solution in some natural settings, unlike the predictor-rejector formulation.
Negative results ruling out certain single-stage predictor-rejector surrogate losses.
New families of single-stage predictor-rejector surrogate losses for which they prove strong non-asymptotic and hypothesis set-specific consistency guarantees, resolving an open question.
Two-stage predictor-rejector formulations and their H-consistency bounds guarantees.
Realizable consistency guarantees for both single-stage and two-stage surrogate losses, resolving a recent open question.
Experiments on CIFAR-10, CIFAR-100 and SVHN datasets demonstrating the usefulness of the proposed surrogate losses.
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