A known necessary condition for Fisher consistency of the structured support vector machine requires the task loss to be a metric for which every output triple has a common geodesic point. We show that this condition is not sufficient for the canonical coordinate-wise argmax decoder. A four-output unit star admits an exactly optimal score vector whose maximizers are all strictly non-Bayes, and four outputs are minimal among metrics satisfying the condition. We then completely classify positively weighted tree metrics whose vertex set is the output space: argmax consistency holds if and only if the tree is a path. The failure on branching trees is confined to boundary distributions; every tree retains the argmax property at every full-support distribution. Among metrics satisfying the common-geodesic condition, five outputs are necessary and sufficient for a full-support counterexample; $K_{2,3}$ is the smallest member of an infinite $K_{m,n}$ family. We additionally give a full-support counterexample for the three-dimensional Hamming cube. All optimality claims have exact primal-dual certificates. The counterexamples expose a concrete decoder gap: in this polyhedral setting, an embedding can guarantee the existence of a calibrated link without validating a prescribed argmax link on every surrogate-risk minimizer.
The choice of loss function in classification involves a fundamental trade-off: smooth losses (like Cross-Entropy) enable fast optimization rates but yield slow square-root consistency bounds, while piecewise-linear losses (like Hinge) offer fast linear consistency rates but suffer from non-differentiability. We propose Linear-Core (LC) Surrogates, a new family of convex loss functions that resolve this tension by stitching a linear core to a smooth tail. We prove that these surrogates are differentiable everywhere while retaining strict linear $H$-consistency bounds, effectively combining the optimization benefits of smoothness with the statistical efficiency of margin-based losses. In the structured prediction setting, we show that this smoothness unlocks a massive computational and energy advantage: it allows for an unbiased stochastic gradient estimator that bypasses the quadratic complexity $O(|\mathscr{Y}|^2)$ of exact inference (e.g., Viterbi). Empirically, our method achieves a 23$\times$ speedup over Structured SVMs on large-vocabulary sequence tagging tasks and demonstrates superior robustness to instance-dependent label noise, outperforming Cross-Entropy by 2.6% on corrupted CIFAR-10.