Beyond Surrogates: A Quantitative Analysis for Inter-Metric Relationships

📅 2026-03-08
📈 Citations: 0
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🤖 AI Summary
This work addresses the misalignment between offline evaluation metrics and online performance objectives in industrial applications by establishing a unified theoretical framework that systematically quantifies the relationships among diverse evaluation metrics for the first time. By introducing the concepts of Bayes-optimal sets and regret transfer mechanisms, the study reveals structural asymmetries among metrics and provides a principled classification and relational modeling of metrics with varying mathematical forms. Theoretically characterizing metric consistency and transferability, this research offers novel insights and a methodological foundation for designing offline evaluation systems that are aligned with online objectives and backed by rigorous theoretical guarantees.

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📝 Abstract
The Consistency property between surrogate losses and evaluation metrics has been extensively studied to ensure that minimizing a loss leads to metric optimality. However, the direct relationship between different evaluation metrics remains significantly underexplored. This theoretical gap results in the"Metric Mismatch"frequently observed in industrial applications, where gains in offline validation metrics fail to translate into online performance. To bridge this disconnection, this paper proposes a unified theoretical framework designed to quantify the relationships between metrics. We categorize metrics into different classes to facilitate a comparative analysis across different mathematical forms and interrogates these relationships through Bayes-Optimal Set and Regret Transfer. Through this framework, we provide a new perspective on identifying the structural asymmetry in regret transfer, enabling the design of evaluation systems that are theoretically guaranteed to align offline improvements with online objectives.
Problem

Research questions and friction points this paper is trying to address.

Metric Mismatch
Inter-Metric Relationships
Evaluation Metrics
Offline-Online Alignment
Consistency
Innovation

Methods, ideas, or system contributions that make the work stand out.

Inter-Metric Relationships
Regret Transfer
Bayes-Optimal Set
Metric Consistency
Evaluation Metrics Alignment