Statistical Learning
Faster Online Learning of Optimal Threshold for Consistent F-measure Optimization
Xiaoxuan Zhang, Mingrui Liu, Xun Zhou, Tianbao Yang
In this paper, we consider online F-measure optimization (OFO). Unlike traditional performance metrics (e.g., classification error rate), F-measure is non-decomposable over training examples and is a non-convex function of model parameters, making it much more difficult to be optimized in an online fashion. Most existing results of OFO usually suffer from high memory/computational costs and/or lack statistical consistency guarantee for optimizing F-measure at the population level.
Connecting Optimization and Regularization Paths
Consequently, a line of work has focused on characterizing the implicit biases of global optimum reached by various optimization algorithms. For example, Gunasekar et al. [ 2017 ] consider the problem of matrix factorization and show that gradient descent (GD) on un-regularized objective converges to the minimum nuclear norm solution.