A view of margin losses as regularizers of probability estimates

Regularization is commonly used in classifier design, to assure good generalization. Classical regularization enforces a cost on classifier complexity, by constraining parameters. This is usually combined with a margin loss, which favors large-margin decision rules. A novel and unified view of this architecture is proposed, by showing that margin losses act as regularizers of posterior class probabilities, in a way that amplifies classical parameter regularization. The problem of controlling the regularization strength of a margin loss is considered, using a decomposition of the loss in terms of a link and a binding function. The link function is shown to be responsible for the regularization strength of the loss, while the binding function determines its outlier robustness. A large class of losses is then categorized into equivalence classes of identical regularization strength or outlier robustness. It is shown that losses in the same regularization class can be parameterized so as to have tunable regularization strength. This parameterization is finally used to derive boosting algorithms with loss regularization (BoostLR). Three classes of tunable regularization losses are considered in detail. Canonical losses can implement all regularization behaviors but have no flexibility in terms of outlier modeling. Shrinkage losses support equally parameterized link and binding functions, leading to boosting algorithms that implement the popular shrinkage procedure. This offers a new explanation for shrinkage as a special case of loss-based regularization. Finally, α-tunable losses enable the independent parameterization of link and binding functions, leading to boosting algorithms of great exibility. This is illustrated by the derivation of an algorithm that generalizes both AdaBoost and LogitBoost, behaving as either one when that best suits the data to classify. Various experiments provide evidence of the benefits of probability regularization for both classification and estimation of posterior class probabilities.