AISTATS 2023poster13 citations

Stochastic Optimization for Spectral Risk Measures

Ronak Mehta, Vincent Roulet, Krishna Pillutla, Lang Liu, Zaid Harchaoui

Abstract

Spectral risk objectives – also called L-risks – allow for learning systems to interpolate between optimizing average-case performance (as in empirical risk minimization) and worst-case performance on a task. We develop LSVRG, a stochastic algorithm to optimize these quantities by characterizing their subdifferential and addressing challenges such as biasedness of subgradient estimates and non-smoothness of the objective. We show theoretically and experimentally that out-of-the-box approaches such as stochastic subgradient and dual averaging can be hindered by bias, whereas our approach exhibits linear convergence.

BibTeX
@InProceedings{pmlr-v206-mehta23b,
  title = 	 {Stochastic Optimization for Spectral Risk Measures},
  author =       {Mehta, Ronak and Roulet, Vincent and Pillutla, Krishna and Liu, Lang and Harchaoui, Zaid},
  booktitle = 	 {Proceedings of The 26th International Conference on Artificial Intelligence and Statistics},
  pages = 	 {10112--10159},
  year = 	 {2023},
  editor = 	 {Ruiz, Francisco and Dy, Jennifer and van de Meent, Jan-Willem},
  volume = 	 {206},
  series = 	 {Proceedings of Machine Learning Research},
  month = 	 {25--27 Apr},
  publisher =    {PMLR},
  pdf = 	 {https://proceedings.mlr.press/v206/mehta23b/mehta23b.pdf},
  url = 	 {https://proceedings.mlr.press/v206/mehta23b.html},
  abstract = 	 {Spectral risk objectives – also called L-risks – allow for learning systems to interpolate between optimizing average-case performance (as in empirical risk minimization) and worst-case performance on a task. We develop LSVRG, a stochastic algorithm to optimize these quantities by characterizing their subdifferential and addressing challenges such as biasedness of subgradient estimates and non-smoothness of the objective. We show theoretically and experimentally that out-of-the-box approaches such as stochastic subgradient and dual averaging can be hindered by bias, whereas our approach exhibits linear convergence.}
}
Stochastic Optimization for Spectral Risk Measures · AISTATS 2023