Satisfying real-world goals with dataset constraints

G. Goh, A. Cotter, M. Gupta, M. P. Friedlander
Advances in Neural Information Processing Systems 29 (NIPS 2016), 2016

Abstract

The goal of minimizing misclassification error on a training set is often just one of several real-world goals that might be defined on different datasets. For example, one may require a classifier to also make positive predictions at some specified rate for some subpopulation (fairness), or to achieve a specified empirical recall. Other real-world goals include reducing churn with respect to a previously deployed model, or stabilizing online training. In this paper we propose handling multiple goals on multiple datasets by training with dataset constraints, using the ramp penalty to accurately quantify costs, and present an efficient algorithm to approximately optimize the resulting non-convex constrained optimization problem. Experiments on both benchmark and real-world industry datasets demonstrate the effectiveness of our approach.

BiBTeX

@incollection{NIPS2016_6316,
title =     {Satisfying Real-world Goals with Dataset Constraints},
author =    {Goh, Gabriel and Cotter, Andrew and Gupta, Maya and
Friedlander, Michael P},
booktitle = {Advances in Neural Information Processing Systems 29},
editor =    {D. D. Lee and M. Sugiyama and U. V. Luxburg and
I. Guyon and R. Garnett},
pages =     {2415--2423},
year =      2016
}