arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2001.00570cs.LGcs.AIstat.ML
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真实世界权重交叉熵损失函数:错误标记成本建模

The Real-World-Weight Cross-Entropy Loss Function: Modeling the Costs of Mislabeling

Thinky.AI Research(Thinky.AI研究院)

Yaoshiang Ho, Samuel Wookey

摘要:

在本文中,我们提出了一个新的度量来衡量分类器的拟合优度,真实世界成本函数。该指标考虑了有关真实世界问题的信息,例如财务影响,而其他指标(如准确性或F1)则没有。这个指标也更直接地为用户解释。为了优化这个指标,我们在二进制和单标签分类变体中引入了真实世界权重交叉熵损失函数。这两种变体都允许直接输入真实世界的成本作为权重。对于单标签、多类别分类,我们的损失函数还允许在机器学习模型的训练期间直接惩罚按标签加权的概率误报。我们比较了我们的损失函数的设计,二进制交叉熵和分类交叉熵函数,以及它们的加权变体,以讨论在处理各种已知的缺点机器学习,从不平衡类,医疗诊断错误,社会偏见的强化的改进潜力。我们使用MNIST数据集创建模拟这些问题的场景,并展示我们新的损失函数的经验结果。最后,我们基于极大似然估计给出了该函数的证明,并讨论了未来的研究方向。

英文摘要:

In this paper, we propose a new metric to measure goodness-of-fit for classifiers, the Real World Cost function. This metric factors in information about a real world problem, such as financial impact, that other measures like accuracy or F1 do not. This metric is also more directly interpretable for users. To optimize for this metric, we introduce the Real-World- Weight Crossentropy loss function, in both binary and single-label classification variants. Both variants allow direct input of real world costs as weights. For single-label, multicategory classification, our loss function also allows direct penalization of probabilistic false positives, weighted by label, during the training of a machine learning model. We compare the design of our loss function to the binary crossentropy and categorical crossentropy functions, as well as their weighted variants, to discuss the potential for improvement in handling a variety of known shortcomings of machine learning, ranging from imbalanced classes to medical diagnostic error to reinforcement of social bias. We create scenarios that emulate those issues using the MNIST data set and demonstrate empirical results of our new loss function. Finally, we sketch a proof of this function based on Maximum Likelihood Estimation and discuss future directions.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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