Classification with Abstention Under Class-Conditional Error Constraints
TL;DR
This work describes the distribution-free minimax rate of excess abstention risk, up to logarithmic factors, in terms of the complexity of the hypothesis class and the sample size and introduces surrogate-loss formulations to make the framework amenable to computation with models such as neural networks.
Abstract
We study binary classification with abstention under separate class-conditional error constraints, with the objective of minimizing abstention while keeping both errors below prescribed thresholds. We characterize the distribution-free minimax rate of excess abstention risk, up to logarithmic factors, in terms of the complexity of the hypothesis class and the sample size. To make the framework amenable to computation with models such as neural networks, we introduce surrogate-loss formulations and derive finite-sample guarantees for excess surrogate ambiguity risk. We formulate the resulting learning task as a constrained optimization problem and characterize its computational complexity in the convex setting. Finally, we evaluate our approach on various datasets and compare its performance with a competing method for this problem.
