We study convex empirical risk minimization for high-dimensional inference in binary models. Our first result sharply predicts the statistical performance of such estimators in the linear asymptotic regime under isotropic Gaussian features. Importantly, the predictions hold for a wide class of convex loss functions, which we exploit in order to prove a bound on the best achievable performance among them. Notably, we show that the proposed bound is tight for popular binary models (such as Signed, Logistic or Probit), by constructing appropriate loss functions that achieve it. More interestingly, for binary linear classification under the Logistic and Probit models, we prove that the performance of least-squares is no worse than 0.997 and 0.98 times the optimal one. Numerical simulations corroborate our theoretical findings and suggest they are accurate even for relatively small problem dimensions.

Knowledge graph embedding aims to represent entities and relations in a large-scale knowledge graph as elements in a continuous vector space. Existing methods, e.g., TransE and TransH, learn embedding representation by defining a global margin-based loss function over the data. However, the optimal loss function is determined during experiments whose parameters are examined among a closed set of candidates. Moreover, embeddings over two knowledge graphs with different entities and relations share the same set of candidate loss functions, ignoring the locality of both graphs. This leads to the limited performance of embedding related applications. In this paper, we propose a locally adaptive translation method for knowledge graph embedding, called TransA, to find the optimal loss function by adaptively determining its margin over different knowledge graphs. Experiments on two benchmark data sets demonstrate the superiority of the proposed method, as compared to the-state-of-the-art ones.