B2P-Corr: Batch-to-Population Gradient Estimators for Non-Decomposable Correlation Losses
Jingquan Yan ⋅ Yuwei Miao ⋅ Peiran Yu ⋅ Junzhou Huang
Abstract
Correlation metrics such as the Pearson Correlation Coefficient (PCC) and Concordance Correlation Coefficient (CCC) are standard regression metrics and learning objectives, but their non-decomposable nature poses a challenge for stochastic optimization. Since these metrics depend on dataset-level moments (mean, variance, covariance), naive mini-batch training with local statistics yields biased, high-variance gradients whose expectation does not align with the population gradient. To bridge this "batch-to-population'' (B2P) gap, we propose **B2P-Corr**, a novel framework that transforms correlation objectives into decomposable pseudo-losses driven by lightweight global "moment sketches''. We introduce two efficient variants: **B2P-EMA**, which utilizes exponential moving averages and stop-gradient operators to ensure asymptotic gradient tracking with $O(B)$ cost ($B$ is batch size); and **B2P-U**, which uses sampled cross-batch U-statistic estimators and a reservoir-based stabilization with an $O(B)$ implementation. Theoretically, we quantify the $O(B^{-1})$ bias of naive mini-batch optimization, prove a moving-target tracking result for B2P-EMA under a fast-sketch / slow-parameter regime, and provide an idealized control-variate analysis for B2P-U. Experiments on two synthetic and three real-world datasets demonstrate B2P-Corr achieves stable optimization and higher correlation than naive mini-batch optimization with negligible overhead.
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