Classical methods, such as weighted cross-entropy, fail when training deep nets to the terminal phase of training (TPT), that is training beyond zero training error.

Classification problems with a large number of labels arise in language modelling [Mikolov et al., 2013, Levy and Goldberg, 2014], recommender systems [Covington et al., 2016, Xu et al., 2016], and information retrieval [Agrawal et al., 2013, Prabhu and Varma, 2014]. Such large-output problems pose a core challenge: losses such as the softmax cross-entropy can be prohibitive to optimise, as they depend on the entire set of labels. Several works have thus devised negative sampling schemes for efficiently and effectively approximating such losses [Bengio and Senecal, 2008, Blanc and Rendle, 2018, Ruiz et al., 2018, Bamler and Mandt, 2020]. Broadly, negative sampling techniques sample a subset of "negative" labels, which are used to contrast against the observed "positive" labels. One further applies a suitable weighting on these "negatives", which ostensibly corrects the sampling bias introduced by the dependence on a random subset of labels. Intuitively, such bias assesses how closely a scheme approximates the unsampled loss on the full label set. This bias is well understood for sampled softmax schemes (see, e.g., Bengio and Senecal [2008]); surprisingly, however, far less is understood about other popular schemes, e.g., within-batch and uniform sampling (cf.

Label-imbalanced and group-sensitive classification seeks to appropriately modify standard training algorithms to optimize relevant metrics such as balanced error and/or equal opportunity. For label imbalances, recent works have proposed a logit-adjusted loss modification to standard empirical risk minimization. We show that this might be ineffective in general and, in particular so, in the overparameterized regime where training continues in the zero training-error regime. Specifically for binary linear classification of a separable dataset, we show that the modified loss converges to the max-margin SVM classifier despite the logit adjustment. Instead, we propose a more general vector-scaling loss that directly relates to the cost-sensitive SVM (CS-SVM), thus favoring larger margin to the minority class. Through an insightful sharp asymptotic analysis for a Gaussian-mixtures data model, we demonstrate the efficacy of CS-SVM in balancing the errors of the minority/majority classes. Our analysis also leads to a simple strategy for optimally tuning the involved margin-ratio parameter. Then, we show how our results extend naturally to binary classification with sensitive groups, thus treating the two common types of imbalances (label/group) in a unifying way. We corroborate our theoretical findings with numerical experiments on both synthetic and real-world datasets.

Real-world classification problems typically exhibit an imbalanced or long-tailed label distribution, wherein many labels are associated with only a few samples. This poses a challenge for generalisation on such labels, and also makes na\"ive learning biased towards dominant labels. In this paper, we present two simple modifications of standard softmax cross-entropy training to cope with these challenges. Our techniques revisit the classic idea of logit adjustment based on the label frequencies, either applied post-hoc to a trained model, or enforced in the loss during training. Such adjustment encourages a large relative margin between logits of rare versus dominant labels. These techniques unify and generalise several recent proposals in the literature, while possessing firmer statistical grounding and empirical performance.