On the consistency of ordinal regression methods

Category: misc
#consistency #machine learning

My latests work (with Francis Bach and Alexandre Gramfort) is on the consistency of ordinal regression methods. It has the wildly imaginative title of "On the Consistency of Ordinal Regression Methods" and is currently under review but you can read the draft of it on ArXiv. If you have any …

Surrogate Loss Functions in Machine Learning

Category: misc
#machine learning #consistency #calibration

TL; DR These are some notes on calibration of surrogate loss functions in the context of machine learning. But mostly it is an excuse to post some images I made.

In the binary-class classification setting we are given $n$ training samples $\{(X_1, Y_1), \ldots, (X_n, Y_n)\}$, where $X_i$ belongs to …