Building a stable classifier with the inflated argmax
Jake A. Soloff, Rina Foygel Barber, Rebecca Willett
TL;DR
The paper tackles the instability of multiclass classifiers that output a single label by focusing on stability of the final decision rather than predicted probabilities. It introduces a two-stage pipeline that stabilizes probability scores via bagging and uses a new inflated argmax to produce a set of candidate labels with provable selection stability, independent of data distribution, the number of classes $L$, or the covariate dimensionality. A key contribution is the definition of selection stability and the demonstration that bagging combined with the $\varepsilon$-compatible inflated argmax yields a concrete, distribution-free stability guarantee with an explicit bound on the instability parameter $\delta$. The framework is designed to keep predictions informative (small sets when confident) while ensuring robust performance under data perturbations, demonstrated experimentally on Fashion-MNIST where stability improves dramatically with negligible accuracy loss. These results offer a practical, scalable route to trustworthy multiclass classification in settings where stability and interpretability of the final label are crucial.
Abstract
We propose a new framework for algorithmic stability in the context of multiclass classification. In practice, classification algorithms often operate by first assigning a continuous score (for instance, an estimated probability) to each possible label, then taking the maximizer -- i.e., selecting the class that has the highest score. A drawback of this type of approach is that it is inherently unstable, meaning that it is very sensitive to slight perturbations of the training data, since taking the maximizer is discontinuous. Motivated by this challenge, we propose a pipeline for constructing stable classifiers from data, using bagging (i.e., resampling and averaging) to produce stable continuous scores, and then using a stable relaxation of argmax, which we call the "inflated argmax," to convert these scores to a set of candidate labels. The resulting stability guarantee places no distributional assumptions on the data, does not depend on the number of classes or dimensionality of the covariates, and holds for any base classifier. Using a common benchmark data set, we demonstrate that the inflated argmax provides necessary protection against unstable classifiers, without loss of accuracy.
