We present a comprehensive study of surrogate loss functions for learning to defer.

Many of these algorithms have been successfully used with specific loss functions such as the Hamming loss. Their use has been also extended to multivariate performance measures such as Precision/Recall orF1-score (Joachims,2005),which depend onpredictions onalltraining points.

We first examine how H -consistency bounds vary across surrogates based on the number of classes.

These are upper bounds on the zero-one estimation error of any predictor in a hypothesis set, expressed in terms of its surrogate loss estimation error.

The balanced loss is a widely adopted objective for multi-class classification under class imbalance. By assigning equal importance to all classes, regardless of their frequency, it promotes fairness and ensures that minority classes are not overlooked. However, directly minimizing the balanced classification loss is typically intractable, which makes the design of effective surrogate losses a central question. This paper introduces and studies two advanced surrogate loss families: Generalized Logit-Adjusted (GLA) loss functions and Generalized Class-Aware weighted (GCA) losses. GLA losses generalize Logit-Adjusted losses, which shift logits based on class priors, to the broader general cross-entropy loss family. GCA loss functions extend the standard class-weighted losses, which scale losses inversely by class frequency, by incorporating class-dependent confidence margins and extending them to the general cross-entropy family. We present a comprehensive theoretical analysis of consistency for both loss families. We show that GLA losses are Bayes-consistent, but only $H$-consistent for complete (i.e., unbounded) hypothesis sets. Moreover, their $H$-consistency bounds depend inversely on the minimum class probability, scaling at least as $1/\mathsf p_{\min}$. In contrast, GCA losses are $H$-consistent for any hypothesis set that is bounded or complete, with $H$-consistency bounds that scale more favorably as $1/\sqrt{\mathsf p_{\min}}$, offering significantly stronger theoretical guarantees in imbalanced settings. We report the results of experiments demonstrating that, empirically, both the GCA losses with calibrated class-dependent confidence margins and GLA losses can greatly outperform straightforward class-weighted losses as well as the LA losses. GLA generally performs slightly better in common benchmarks, whereas GCA exhibits a slight edge in highly imbalanced settings.

In applications with significant class imbalance or asymmetric costs, metrics such as the $F_β$-measure, AM measure, Jaccard similarity coefficient, and weighted accuracy offer more suitable evaluation criteria than standard binary classification loss. However, optimizing these metrics present significant computational and statistical challenges. Existing approaches often rely on the characterization of the Bayes-optimal classifier, and use threshold-based methods that first estimate class probabilities and then seek an optimal threshold. This leads to algorithms that are not tailored to restricted hypothesis sets and lack finite-sample performance guarantees. In this work, we introduce principled algorithms for optimizing generalized metrics, supported by $H$-consistency and finite-sample generalization bounds. Our approach reformulates metric optimization as a generalized cost-sensitive learning problem, enabling the design of novel surrogate loss functions with provable $H$-consistency guarantees. Leveraging this framework, we develop new algorithms, METRO (Metric Optimization), with strong theoretical performance guarantees. We report the results of experiments demonstrating the effectiveness of our methods compared to prior baselines.

Large language models (LLMs) have achieved remarkable performance but face critical challenges: hallucinations and high inference costs. Leveraging multiple experts offers a solution: deferring uncertain inputs to more capable experts improves reliability, while routing simpler queries to smaller, distilled models enhances efficiency. This motivates the problem of learning with multiple-expert deferral. This thesis presents a comprehensive study of this problem and the related problem of learning with abstention, supported by strong consistency guarantees. First, for learning with abstention (a special case of deferral), we analyze score-based and predictor-rejector formulations in multi-class classification. We introduce new families of surrogate losses and prove strong non-asymptotic, hypothesis set-specific consistency guarantees, resolving two existing open questions. We analyze both single-stage and practical two-stage settings, with experiments on CIFAR-10, CIFAR-100, and SVHN demonstrating the superior performance of our algorithms. Second, we address general multi-expert deferral in classification. We design new surrogate losses for both single-stage and two-stage scenarios and prove they benefit from strong $H$-consistency bounds. For the two-stage scenario, we show that our surrogate losses are realizable $H$-consistent for constant cost functions, leading to effective new algorithms. Finally, we introduce a novel framework for regression with deferral to address continuous label spaces. Our versatile framework accommodates multiple experts and various cost structures, supporting both single-stage and two-stage methods. It subsumes recent work on regression with abstention. We propose new surrogate losses with proven $H$-consistency and demonstrate the empirical effectiveness of the resulting algorithms.