Surrogate regret bounds, also known as excess risk bounds, bridge the gap between the convergence rates of surrogate and target losses. The regret transfer is lossless if the surrogate regret bound is linear. While convex smooth surrogate losses are appealing in particular due to the efficient estimation and optimization, the existence of a trade-off between the loss smoothness and linear regret bound has been believed in the community. Under this scenario, the better optimization and estimation properties of convex smooth surrogate losses may inevitably deteriorate after undergoing the regret transfer onto a target loss. We overcome this dilemma for arbitrary discrete target losses by constructing a convex smooth surrogate loss, which entails a linear surrogate regret bound composed with a tailored prediction link. The construction is based on Fenchel-Young losses generated by the convolutional negentropy, which are equivalent to the infimal convolution of a generalized negentropy and the target Bayes risk. Consequently, the infimal convolution enables us to derive a smooth loss while maintaining the surrogate regret bound linear. We additionally benefit from the infimal convolution to have a consistent estimator of the underlying class probability. Our results are overall a novel demonstration of how convex analysis penetrates into optimization and statistical efficiency in risk minimization.

We consider the problem of conformal prediction under covariate shift. Given labeled data from a source domain and unlabeled data from a covariate shifted target domain, we seek to construct prediction sets with valid marginal coverage in the target domain. Most existing methods require estimating the unknown likelihood ratio function, which can be prohibitive for high-dimensional data such as images. To address this challenge, we introduce the likelihood ratio regularized quantile regression (LR-QR) algorithm, which combines the pinball loss with a novel choice of regularization in order to construct a threshold function without directly estimating the unknown likelihood ratio. We show that the LR-QR method has coverage at the desired level in the target domain, up to a small error term that we can control. Our proofs draw on a novel analysis of coverage via stability bounds from learning theory. Our experiments demonstrate that the LR-QR algorithm outperforms existing methods on high-dimensional prediction tasks, including a regression task for the Communities and Crime dataset, an image classification task from the WILDS repository, and an LLM question-answering task on the MMLU benchmark.

Label noise presents a fundamental challenge in modern machine learning, especially when large-scale datasets are generated via automated processes. An increasingly common and important data paradigm, particularly in domains like medical imaging, involves learning from a large dataset with coarse, noisy labels supplemented by a small, expert-verified, clean dataset. This setting constitutes a typical information transfer and fusion problem. However, the significant distribution shift between the noisy and clean data violates the core overall parametric similarity assumptions of existing statistical transfer learning methods, while their reliance on parametric models is ill-suited for complex data like images. To address these limitations, this paper develops a generic model-agnostic nonparametric framework for classification with label noise, which applies to a broad class of classifiers. Our approach leverages the small clean dataset to ``purify'' the large noisy one and carefully manages the remaining ambiguous samples. This framework is underpinned by a rigorous statistical theory. Its empirical performance is demonstrated through simulations and a real-world application to medical image analysis for pneumonia diagnosis.

A.1 Notation Let T be a failure time with CDFF. T's survival function is defined by F = 1 F. We denote failure models by FθT. Let C be a censoring time with CDFG, survival function G, and model GθC. Under right-censoring, define U = min(T,C), = 1 [T C] and we observe (Xi,Ui, i). We use G(t) to denote P(C t).

Neural Information Processing Systems http://nips.cc/

Learning to Defer (L2D) enables a classifier to abstain from predictions and defer to an expert, and has recently been extended to multi-expert settings. In this work, we show that multi-expert L2D is fundamentally more challenging than the single-expert case. With multiple experts, the classifier's underfitting becomes inherent, which seriously degrades prediction performance, whereas in the single-expert setting it arises only under specific conditions. We theoretically reveal that this stems from an intrinsic expert identifiability issue: learning which expert to trust from a diverse pool, a problem absent in the single-expert case and renders existing underfitting remedies failed. To tackle this issue, we propose PiCCE (Pick the Confident and Correct Expert), a surrogate-based method that adaptively identifies a reliable expert based on empirical evidence. PiCCE effectively reduces multi-expert L2D to a single-expert-like learning problem, thereby resolving multi expert underfitting. We further prove its statistical consistency and ability to recover class probabilities and expert accuracies. Extensive experiments across diverse settings, including real-world expert scenarios, validate our theoretical results and demonstrate improved performance.

Achieving such guarantees generally requires the injection of noise, either directly into parameter estimates or into the estimation process.