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Shivani Agarwal

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NeurIPS Conference 2025 Conference Paper

Efficient PAC Learning for Realizable-Statistic Models via Convex Surrogates

  • Shivani Agarwal

A central question in the theory of machine learning concerns the identification of classes of data distributions for which one can provide computationally efficient learning algorithms with provable statistical learning guarantees. Indeed, in the context of probably approximately correct (PAC) learning, there has been much interest in exploring intermediate PAC learning models that, unlike the realizable PAC learning setting, allow for some stochasticity in the labels, and unlike the fully agnostic PAC learning setting, also admit computationally efficient learning algorithms with finite sample complexity bounds. Some examples of such models include random classification noise (RCN), probabilistic concepts, Massart noise, and generalized linear models (GLMs); in general, most of this work has focused on binary classification problems. In this paper, we study what we call realizable-statistic models (RSMs), wherein we allow stochastic labels but assume that some vector-valued statistic of the conditional label distribution comes from some known function class. RSMs are a flexible class of models that interpolate between the realizable and fully agnostic settings, and that also recover several previously studied models as special cases. We show that for a broad range of RSM learning problems, where the statistic of interest can be accurately estimated via a convex ‘strongly proper composite’ surrogate loss, minimizing this convex surrogate loss yields a computationally efficient learning algorithm with finite sample complexity bounds. We then apply this result to show that various commonly used (and in some cases, not so commonly used) convex surrogate risk minimization algorithms yield computationally efficient learning algorithms with finite sample complexity bounds for a variety of RSM learning problems including binary classification, multiclass classification, multi-label prediction, and subset ranking. For the special case of binary classification with sigmoid-of-linear class probabilities (also a special case of GLMs), our results show that minimizing the standard binary logistic loss has a similar sample complexity as the GLM-tron algorithm of Kakade et al. (2011), but is computationally more efficient. In terms of the distribution over the domain/instance space, our results are all distribution-independent. To our knowledge, these are the first such results for PAC learning with stochastic labels for such a broad range of learning problems.

JMLR Journal 2024 Journal Article

Consistent Multiclass Algorithms for Complex Metrics and Constraints

  • Harikrishna Narasimhan
  • Harish G. Ramaswamy
  • Shiv Kumar Tavker
  • Drona Khurana
  • Praneeth Netrapalli
  • Shivani Agarwal

We present consistent algorithms for multiclass learning with complex performance metrics and constraints, where the objective and constraints are defined by arbitrary functions of the confusion matrix. This setting includes many common performance metrics such as the multiclass G-mean and micro F-measure, and constraints such as those on the classifier's precision and recall and more recent measures of fairness discrepancy. We give a general framework for designing consistent algorithms for such complex design goals by viewing the learning problem as an optimization problem over the set of feasible confusion matrices. We provide multiple instantiations of our framework under different assumptions on the performance metrics and constraints, and in each case show rates of convergence to the optimal (feasible) classifier (and thus asymptotic consistency). Experiments on a variety of multiclass classification tasks and fairness constrained problems show that our algorithms compare favorably to the state-of-the-art baselines. [abs] [ pdf ][ bib ] [ code ] &copy JMLR 2024. ( edit, beta )

NeurIPS Conference 2020 Conference Paper

Bayes Consistency vs. H-Consistency: The Interplay between Surrogate Loss Functions and the Scoring Function Class

  • Mingyuan Zhang
  • Shivani Agarwal

A fundamental question in multiclass classification concerns understanding the consistency properties of surrogate risk minimization algorithms, which minimize a (often convex) surrogate to the multiclass 0-1 loss. In particular, the framework of calibrated surrogates has played an important role in analyzing the Bayes consistency properties of such algorithms, i. e. in studying convergence to a Bayes optimal classifier (Zhang, 2004; Tewari and Bartlett, 2007). However, follow-up work has suggested this framework can be of limited value when studying H-consistency; in particular, concerns have been raised that even when the data comes from an underlying linear model, minimizing certain convex calibrated surrogates over linear scoring functions fails to recover the true model (Long and Servedio, 2013). In this paper, we investigate this apparent conundrum. We find that while some calibrated surrogates can indeed fail to provide H-consistency when minimized over a natural-looking but naively chosen scoring function class F, the situation can potentially be remedied by minimizing them over a more carefully chosen class of scoring functions F. In particular, for the popular one-vs-all hinge and logistic surrogates, both of which are calibrated (and therefore provide Bayes consistency) under realizable models, but were previously shown to pose problems for realizable H-consistency, we derive a form of scoring function class F that enables H-consistency. When H is the class of linear models, the class F consists of certain piecewise linear scoring functions that are characterized by the same number of parameters as in the linear case, and minimization over which can be performed using an adaptation of the min-pooling idea from neural network training. Our experiments confirm that the one-vs-all surrogates, when trained over this class of nonlinear scoring functions F, yield better linear multiclass classifiers than when trained over standard linear scoring functions.

NeurIPS Conference 2020 Conference Paper

Choice Bandits

  • Arpit Agarwal
  • Nicholas Johnson
  • Shivani Agarwal

There has been much interest in recent years in the problem of dueling bandits, where on each round the learner plays a pair of arms and receives as feedback the outcome of a relative pairwise comparison between them. Here we study a natural generalization, that we term \emph{choice bandits}, where the learner plays a set of up to $k \geq 2$ arms and receives limited relative feedback in the form of a single multiway choice among the pulled arms, drawn from an underlying multiway choice model. We study choice bandits under a very general class of choice models that is characterized by the existence of a unique `best' arm (which we term generalized Condorcet winner), and includes as special cases the well-studied multinomial logit (MNL) and multinomial probit (MNP) choice models, and more generally, the class of random utility models with i. i. d. noise (IID-RUMs). We propose an algorithm for choice bandits, termed Winner Beats All (WBA), with distribution dependent $O(\log T)$ regret bound under all these choice models. The challenge in our setting is that the decision space is $\Theta(n^k)$, which is large for even moderate $k$. Our algorithm addresses this challenge by extracting just $O(n^2)$ statistics from multiway choices and exploiting the existence of a unique `best' arm to find arms that are competitive to this arm in order to construct sets with low regret. Since these statistics are extracted from the same choice observations, one needs a careful martingale analysis in order to show that these statistics are concentrated. We complement our upper bound result with a lower bound result, which shows that our upper bound is order-wise optimal. Our experiments demonstrate that for the special case of $k=2$, our algorithm is competitive when compared to previous dueling bandit algorithms, and for the more general case $k>2$, outperforms the recently proposed MaxMinUCB algorithm designed for the MNL model.

IJCAI Conference 2016 Conference Paper

Automated Mechanism Design without Money via Machine Learning

  • Harikrishna Narasimhan
  • Shivani Agarwal
  • David C. Parkes

We use statistical machine learning to develop methods for automatically designing mechanisms in domains without money. Our goal is to find a mechanism that best approximates a given target function subject to a design constraint such as strategy-proofness or stability. The proposed approach involves identifying a rich parametrized class of mechanisms that resemble discriminant-based multiclass classifiers, and relaxing the resulting search problem into an SVM-style surrogate optimization problem. We use this methodology to design strategy-proof mechanisms for social choice problems with single-peaked preferences, and stable mechanisms for two-sided matching problems. To the best of our knowledge, ours is the first automated approach for designing stable matching rules. Experiments on synthetic and real-world data confirm the usefulness of our methods.

JMLR Journal 2016 Journal Article

Convex Calibration Dimension for Multiclass Loss Matrices

  • Harish G. Ramaswamy
  • Shivani Agarwal

We study consistency properties of surrogate loss functions for general multiclass learning problems, defined by a general multiclass loss matrix. We extend the notion of classification calibration, which has been studied for binary and multiclass 0-1 classification problems (and for certain other specific learning problems), to the general multiclass setting, and derive necessary and sufficient conditions for a surrogate loss to be calibrated with respect to a loss matrix in this setting. We then introduce the notion of convex calibration dimension of a multiclass loss matrix, which measures the smallest "size" of a prediction space in which it is possible to design a convex surrogate that is calibrated with respect to the loss matrix. We derive both upper and lower bounds on this quantity, and use these results to analyze various loss matrices. In particular, we apply our framework to study various subset ranking losses, and use the convex calibration dimension as a tool to show both the existence and non-existence of various types of convex calibrated surrogates for these losses. Our results strengthen recent results of Duchi et al. (2010) and Calauzènes et al. (2012) on the non-existence of certain types of convex calibrated surrogates in subset ranking. We anticipate the convex calibration dimension may prove to be a useful tool in the study and design of surrogate losses for general multiclass learning problems. [abs] [ pdf ][ bib ] &copy JMLR 2016. ( edit, beta )

NeurIPS Conference 2016 Conference Paper

Dueling Bandits: Beyond Condorcet Winners to General Tournament Solutions

  • Siddartha Ramamohan
  • Arun Rajkumar
  • Shivani Agarwal

Recent work on deriving $O(\log T)$ anytime regret bounds for stochastic dueling bandit problems has considered mostly Condorcet winners, which do not always exist, and more recently, winners defined by the Copeland set, which do always exist. In this work, we consider a broad notion of winners defined by tournament solutions in social choice theory, which include the Copeland set as a special case but also include several other notions of winners such as the top cycle, uncovered set, and Banks set, and which, like the Copeland set, always exist. We develop a family of UCB-style dueling bandit algorithms for such general tournament solutions, and show $O(\log T)$ anytime regret bounds for them. Experiments confirm the ability of our algorithms to achieve low regret relative to the target winning set of interest.

IJCAI Conference 2016 Conference Paper

On Ranking and Choice Models

  • Shivani Agarwal

In today's big data era, huge amounts of ranking and choice data are generated on a daily basis, and consequently, many powerful new computational tools for dealing with ranking and choice data have emerged in recent years. This paper highlights recent developments in two areas of ranking and choice modeling that cross traditional boundaries and are of multidisciplinary interest: ranking from pairwise comparisons, and automatic discovery of latent categories from choice survey data.

AAMAS Conference 2016 Conference Paper

On the Computational Hardness of Manipulating Pairwise Voting Rules

  • Rohit Vaish
  • Neeldhara Misra
  • Shivani Agarwal
  • Avrim Blum

Standard voting rules usually assume that the preferences of voters are provided in the form of complete rankings over a fixed set of alternatives. This assumption does not hold in applications like recommendation systems where the set of alternatives is extremely large and only partial preferences can be elicited. In this paper, we study the problem of strategic manipulation of voting rules that aggregate voter preferences provided in the form of pairwise comparisons between alternatives. Our contributions are twofold: first, we show that any onto pairwise voting rule is manipulable in principle. Next, we analyze how the computational complexity of manipulation of such rules varies with the structure of the graph induced by the pairs of alternatives that the manipulator is allowed to vote over and the type of the preference relation. Building on natural connections between the pairwise manipulation and sports elimination problems (including a mixed-elimination variant that we introduce in this paper), we show that manipulating pairwise voting rules can be computationally hard even in the single-manipulator setting, a setting where most standard voting rules are known to be easy to manipulate. General Terms Algorithms, Economics, Theory

NeurIPS Conference 2014 Conference Paper

On the Statistical Consistency of Plug-in Classifiers for Non-decomposable Performance Measures

  • Harikrishna Narasimhan
  • Rohit Vaish
  • Shivani Agarwal

We study consistency properties of algorithms for non-decomposable performance measures that cannot be expressed as a sum of losses on individual data points, such as the F-measure used in text retrieval and several other performance measures used in class imbalanced settings. While there has been much work on designing algorithms for such performance measures, there is limited understanding of the theoretical properties of these algorithms. Recently, Ye et al. (2012) showed consistency results for two algorithms that optimize the F-measure, but their results apply only to an idealized setting, where precise knowledge of the underlying probability distribution (in the form of the true' posterior class probability) is available to a learning algorithm. In this work, we consider plug-in algorithms that learn a classifier by applying an empirically determined threshold to a suitable estimate' of the class probability, and provide a general methodology to show consistency of these methods for any non-decomposable measure that can be expressed as a continuous function of true positive rate (TPR) and true negative rate (TNR), and for which the Bayes optimal classifier is the class probability function thresholded suitably. We use this template to derive consistency results for plug-in algorithms for the F-measure and for the geometric mean of TPR and precision; to our knowledge, these are the first such results for these measures. In addition, for continuous distributions, we show consistency of plug-in algorithms for any performance measure that is a continuous and monotonically increasing function of TPR and TNR. Experimental results confirm our theoretical findings.

NeurIPS Conference 2014 Conference Paper

Online Decision-Making in General Combinatorial Spaces

  • Arun Rajkumar
  • Shivani Agarwal

We study online combinatorial decision problems, where one must make sequential decisions in some combinatorial space without knowing in advance the cost of decisions on each trial; the goal is to minimize the total regret over some sequence of trials relative to the best fixed decision in hindsight. Such problems have been studied mostly in settings where decisions are represented by Boolean vectors and costs are linear in this representation. Here we study a general setting where costs may be linear in any suitable low-dimensional vector representation of elements of the decision space. We give a general algorithm for such problems that we call low-dimensional online mirror descent (LDOMD); the algorithm generalizes both the Component Hedge algorithm of Koolen et al. (2010), and a recent algorithm of Suehiro et al. (2012). Our study offers a unification and generalization of previous work, and emphasizes the role of the convex polytope arising from the vector representation of the decision space; while Boolean representations lead to 0-1 polytopes, more general vector representations lead to more general polytopes. We study several examples of both types of polytopes. Finally, we demonstrate the benefit of having a general framework for such problems via an application to an online transportation problem; the associated transportation polytopes generalize the Birkhoff polytope of doubly stochastic matrices, and the resulting algorithm generalizes the PermELearn algorithm of Helmbold and Warmuth (2009).

JMLR Journal 2014 Journal Article

Surrogate Regret Bounds for Bipartite Ranking via Strongly Proper Losses

  • Shivani Agarwal

The problem of bipartite ranking, where instances are labeled positive or negative and the goal is to learn a scoring function that minimizes the probability of mis-ranking a pair of positive and negative instances (or equivalently, that maximizes the area under the ROC curve), has been widely studied in recent years. A dominant theoretical and algorithmic framework for the problem has been to reduce bipartite ranking to pairwise classification; in particular, it is well known that the bipartite ranking regret can be formulated as a pairwise classification regret, which in turn can be upper bounded using usual regret bounds for classification problems. Recently, Kotlowski et al. (2011) showed regret bounds for bipartite ranking in terms of the regret associated with balanced versions of the standard (non- pairwise) logistic and exponential losses. In this paper, we show that such (non-pairwise) surrogate regret bounds for bipartite ranking can be obtained in terms of a broad class of proper (composite) losses that we term as strongly proper. Our proof technique is much simpler than that of Kotlowski et al. (2011), and relies on properties of proper (composite) losses as elucidated recently by Reid and Williamson (2010, 2011) and others. Our result yields explicit surrogate bounds (with no hidden balancing terms) in terms of a variety of strongly proper losses, including for example logistic, exponential, squared and squared hinge losses as special cases. An important consequence is that standard algorithms minimizing a (non-pairwise) strongly proper loss, such as logistic regression and boosting algorithms (assuming a universal function class and appropriate regularization), are in fact consistent for bipartite ranking; moreover, our results allow us to quantify the bipartite ranking regret in terms of the corresponding surrogate regret. We also obtain tighter surrogate bounds under certain low-noise conditions via a recent result of Clemencon and Robbiano (2011). [abs] [ pdf ][ bib ] &copy JMLR 2014. ( edit, beta )

NeurIPS Conference 2013 Conference Paper

Convex Calibrated Surrogates for Low-Rank Loss Matrices with Applications to Subset Ranking Losses

  • Harish Ramaswamy
  • Shivani Agarwal
  • Ambuj Tewari

The design of convex, calibrated surrogate losses, whose minimization entails consistency with respect to a desired target loss, is an important concept to have emerged in the theory of machine learning in recent years. We give an explicit construction of a convex least-squares type surrogate loss that can be designed to be calibrated for any multiclass learning problem for which the target loss matrix has a low-rank structure; the surrogate loss operates on a surrogate target space of dimension at most the rank of the target loss. We use this result to design convex calibrated surrogates for a variety of subset ranking problems, with target losses including the precision@q, expected rank utility, mean average precision, and pairwise disagreement.

NeurIPS Conference 2013 Conference Paper

On the Relationship Between Binary Classification, Bipartite Ranking, and Binary Class Probability Estimation

  • Harikrishna Narasimhan
  • Shivani Agarwal

We investigate the relationship between three fundamental problems in machine learning: binary classification, bipartite ranking, and binary class probability estimation (CPE). It is known that a good binary CPE model can be used to obtain a good binary classification model (by thresholding at 0. 5), and also to obtain a good bipartite ranking model (by using the CPE model directly as a ranking model); it is also known that a binary classification model does not necessarily yield a CPE model. However, not much is known about other directions. Formally, these relationships involve regret transfer bounds. In this paper, we introduce the notion of weak regret transfer bounds, where the mapping needed to transform a model from one problem to another depends on the underlying probability distribution (and in practice, must be estimated from data). We then show that, in this weaker sense, a good bipartite ranking model can be used to construct a good classification model (by thresholding at a suitable point), and more surprisingly, also to construct a good binary CPE model (by calibrating the scores of the ranking model).

NeurIPS Conference 2012 Conference Paper

Classification Calibration Dimension for General Multiclass Losses

  • Harish Ramaswamy
  • Shivani Agarwal

We study consistency properties of surrogate loss functions for general multiclass classification problems, defined by a general loss matrix. We extend the notion of classification calibration, which has been studied for binary and multiclass 0-1 classification problems (and for certain other specific learning problems), to the general multiclass setting, and derive necessary and sufficient conditions for a surrogate loss to be classification calibrated with respect to a loss matrix in this setting. We then introduce the notion of \emph{classification calibration dimension} of a multiclass loss matrix, which measures the smallest size' of a prediction space for which it is possible to design a convex surrogate that is classification calibrated with respect to the loss matrix. We derive both upper and lower bounds on this quantity, and use these results to analyze various loss matrices. In particular, as one application, we provide a different route from the recent result of Duchi et al. \ (2010) for analyzing the difficulty of designing low-dimensional' convex surrogates that are consistent with respect to pairwise subset ranking losses. We anticipate the classification calibration dimension may prove to be a useful tool in the study and design of surrogate losses for general multiclass learning problems.

JMLR Journal 2009 Journal Article

Generalization Bounds for Ranking Algorithms via Algorithmic Stability

  • Shivani Agarwal
  • Partha Niyogi

The problem of ranking, in which the goal is to learn a real-valued ranking function that induces a ranking or ordering over an instance space, has recently gained much attention in machine learning. We study generalization properties of ranking algorithms using the notion of algorithmic stability; in particular, we derive generalization bounds for ranking algorithms that have good stability properties. We show that kernel-based ranking algorithms that perform regularization in a reproducing kernel Hilbert space have such stability properties, and therefore our bounds can be applied to these algorithms; this is in contrast with generalization bounds based on uniform convergence, which in many cases cannot be applied to these algorithms. Our results generalize earlier results that were derived in the special setting of bipartite ranking (Agarwal and Niyogi, 2005) to a more general setting of the ranking problem that arises frequently in applications. [abs] [ pdf ][ bib ] &copy JMLR 2009. ( edit, beta )

JMLR Journal 2005 Journal Article

Generalization Bounds for the Area Under the ROC Curve

  • Shivani Agarwal
  • Thore Graepel
  • Ralf Herbrich
  • Sariel Har-Peled
  • Dan Roth

We study generalization properties of the area under the ROC curve (AUC), a quantity that has been advocated as an evaluation criterion for the bipartite ranking problem. The AUC is a different term than the error rate used for evaluation in classification problems; consequently, existing generalization bounds for the classification error rate cannot be used to draw conclusions about the AUC. In this paper, we define the expected accuracy of a ranking function (analogous to the expected error rate of a classification function), and derive distribution-free probabilistic bounds on the deviation of the empirical AUC of a ranking function (observed on a finite data sequence) from its expected accuracy. We derive both a large deviation bound, which serves to bound the expected accuracy of a ranking function in terms of its empirical AUC on a test sequence, and a uniform convergence bound, which serves to bound the expected accuracy of a learned ranking function in terms of its empirical AUC on a training sequence. Our uniform convergence bound is expressed in terms of a new set of combinatorial parameters that we term the bipartite rank-shatter coefficients; these play the same role in our result as do the standard VC-dimension related shatter coefficients (also known as the growth function) in uniform convergence results for the classification error rate. A comparison of our result with a recent uniform convergence result derived by Freund et al. (2003) for a quantity closely related to the AUC shows that the bound provided by our result can be considerably tighter. [abs] [ pdf ][ bib ] &copy JMLR 2005. ( edit, beta )

NeurIPS Conference 2004 Conference Paper

A Large Deviation Bound for the Area Under the ROC Curve

  • Shivani Agarwal
  • Thore Graepel
  • Ralf Herbrich
  • Dan Roth

The area under the ROC curve (AUC) has been advocated as an evalu- ation criterion for the bipartite ranking problem. We study large devi- ation properties of the AUC; in particular, we derive a distribution-free large deviation bound for the AUC which serves to bound the expected accuracy of a ranking function in terms of its empirical AUC on an inde- pendent test sequence. A comparison of our result with a corresponding large deviation result for the classification error rate suggests that the test sample size required to obtain an -accurate estimate of the expected ac- curacy of a ranking function with δ-confidence is larger than that required to obtain an -accurate estimate of the expected error rate of a classifi- cation function with the same confidence. A simple application of the union bound allows the large deviation bound to be extended to learned ranking functions chosen from finite function classes.

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