{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/deep-gamblers-learning-to-abstain-with","title":"Deep Gamblers: Learning to Abstain with Portfolio Theory","arxiv_id":"1907.00208","date":"2019-06-29","proceeding":"NeurIPS 2019 12","authors":["Liu Ziyin","Zhikang Wang","Paul Pu Liang","Ruslan Salakhutdinov","Louis-Philippe Morency","Masahito Ueda"],"abstract":"We deal with the \\textit{selective classification} problem (supervised-learning problem with a rejection option), where we want to achieve the best performance at a certain level of coverage of the data. We transform the original $m$-class classification problem to $(m+1)$-class where the $(m+1)$-th class represents the model abstaining from making a prediction due to disconfidence. Inspired by portfolio theory, we propose a loss function for the selective classification problem based on the doubling rate of gambling. Minimizing this loss function corresponds naturally to maximizing the return of a \\textit{horse race}, where a player aims to balance between betting on an outcome (making a prediction) when confident and reserving one's winnings (abstaining) when not confident. This loss function allows us to train neural networks and characterize the disconfidence of prediction in an end-to-end fashion. In comparison with previous methods, our method requires almost no modification to the model inference algorithm or model architecture. Experiments show that our method can identify uncertainty in data points, and achieves strong results on SVHN and CIFAR10 at various coverages of the data.","url_abs":"https://arxiv.org/abs/1907.00208v2","url_pdf":"https://arxiv.org/pdf/1907.00208v2.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"deep-gamblers-learning-to-abstain-with","repo_url":"https://github.com/Z-T-WANG/NIPS2019DeepGamblers","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"pytorch","reach":{"status":"ok","spdx":"MIT"}},{"paper_slug":"deep-gamblers-learning-to-abstain-with","repo_url":"https://github.com/BorealisAI/towards-better-sel-cls","is_official":0,"mentioned_in_paper":0,"mentioned_in_github":1,"framework":"pytorch","reach":null},{"paper_slug":"deep-gamblers-learning-to-abstain-with","repo_url":"https://github.com/wzkkzw12345/NIPS2019DeepGamblers","is_official":0,"mentioned_in_paper":0,"mentioned_in_github":1,"framework":"pytorch","reach":{"status":"ok","spdx":"MIT"}}],"tasks":[{"task_slug":"classification-1","task_name":"Classification"},{"task_slug":"classification","task_name":"General Classification"},{"task_slug":"prediction","task_name":"Prediction"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=1907.00208","mcp":{"get_harvested_code_for_paper":{"arxiv_id":"1907.00208"}},"developers":"https://syntology.ai/developers","read_at":"2026-09-24T18:15:14+00:00","read_at_is":"when the build read Syntology's graph, not when any sample ran","claim":"Per-sample execution status on synthesized fixtures; not a correctness claim about the paper. 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