Error limiting reductions between classification tasks

We introduce a reduction-based model for analyzing supervised learning tasks. We use this model to devise a new reduction from multi-class cost-sensitive classification to binary classification with the following guarantee: If the learned binary classifier has error rate at most ε then the cost-sensitive classifier has cost at most 2ε times the expected sum of costs of all possible lables. Since cost-sensitive classification can embed any bounded loss finite choice supervised learning task, this result shows that any such task can be solved using a binary classification oracle. Finally, we present experimental results showing that our new reduction outperforms existing algorithms for multi-class cost-sensitive learning.