A surrogate loss function for optimization of F_β score in binary classification with imbalanced data

Abstract

The F_ score is a commonly used measure of classification performance, which plays crucial roles in classification tasks with imbalanced data sets. However, the F_ score cannot be used as a loss function by gradient-based learning algorithms for optimizing neural network parameters due to its non-differentiability. On the other hand, commonly used loss functions such as the binary cross-entropy (BCE) loss are not directly related to performance measures such as the F_ score, so that neural networks optimized by using the loss functions may not yield optimal performance measures. In this study, we investigate a relationship between classification performance measures and loss functions in terms of the gradients with respect to the model parameters. Then, we propose a differentiable surrogate loss function for the optimization of the F_ score. We show that the gradient paths of the proposed surrogate F_ loss function approximate the gradient paths of the large sample limit of the F_ score. Through numerical experiments using ResNets and benchmark image data sets, it is demonstrated that the proposed surrogate F_ loss function is effective for optimizing F_ scores under class imbalances in binary classification tasks compared with other loss functions.

Tasks

Reproductions