{"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/first-order-optimization-for-superquantile","title":"First-order Optimization for Superquantile-based Supervised Learning","arxiv_id":"2009.14575","date":"2020-09-30","proceeding":null,"authors":["Yassine Laguel","Jérôme Malick","Zaid Harchaoui"],"abstract":"Classical supervised learning via empirical risk (or negative log-likelihood) minimization hinges upon the assumption that the testing distribution coincides with the training distribution. This assumption can be challenged in modern applications of machine learning in which learning machines may operate at prediction time with testing data whose distribution departs from the one of the training data. We revisit the superquantile regression method by proposing a first-order optimization algorithm to minimize a superquantile-based learning objective. The proposed algorithm is based on smoothing the superquantile function by infimal convolution. Promising numerical results illustrate the interest of the approach towards safer supervised learning.","url_abs":"https://arxiv.org/abs/2009.14575v2","url_pdf":"https://arxiv.org/pdf/2009.14575v2.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":"first-order-optimization-for-superquantile","repo_url":"https://github.com/yassine-laguel/spqr","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":0,"framework":"none","reach":{"status":"ok","spdx":"GPL-3.0"}}],"tasks":[{"task_slug":"machine-learning","task_name":"BIG-bench Machine Learning"},{"task_slug":"regression-1","task_name":"regression"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=2009.14575","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}