Simpson's Bias in NLP Training

In most machine learning tasks, we evaluate a model $M$ on a given data population $S$ by measuring a population-level metric $F(S;M)$. Examples of such evaluation metric $F$ include precision/recall for (binary) recognition, the F1 score for multi-class classification, and the BLEU metric for language generation. On the other hand, the model $M$ is trained by optimizing a sample-level loss $G(S_t;M)$ at each learning step $t$, where $S_t$ is a subset of $S$ (a.k.a. the mini-batch). Popular choices of $G$ include cross-entropy loss, the Dice loss, and sentence-level BLEU scores. A fundamental assumption behind this paradigm is that the mean value of the sample-level loss $G$, if averaged over all possible samples, should effectively represent the population-level metric $F$ of the task, such as, that $\mathbb{E}[ G(S_t;M) ] \approx F(S;M)$. In this paper, we systematically investigate the above assumption in several NLP tasks. We show, both theoretically and experimentally, that some popular designs of the sample-level loss $G$ may be inconsistent with the true population-level metric $F$ of the task, so that models trained to optimize the former can be substantially sub-optimal to the latter, a phenomenon we call it, Simpson's bias, due to its deep connections with the classic paradox known as Simpson's reversal paradox in statistics and social sciences.