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2007 Lasso type classifiers with a reject option
Marten Wegkamp
Electron. J. Statist. 1: 155-168 (2007). DOI: 10.1214/07-EJS058

Abstract

We consider the problem of binary classification where one can, for a particular cost, choose not to classify an observation. We present a simple proof for the oracle inequality for the excess risk of structural risk minimizers using a lasso type penalty.

Citation

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Marten Wegkamp. "Lasso type classifiers with a reject option." Electron. J. Statist. 1 155 - 168, 2007. https://doi.org/10.1214/07-EJS058

Information

Published: 2007
First available in Project Euclid: 16 May 2007

zbMATH: 1320.62153
MathSciNet: MR2312148
Digital Object Identifier: 10.1214/07-EJS058

Subjects:
Primary: 62C05
Secondary: 62G05 , 62G08

Keywords: Bayes classifiers , ‎classification‎ , convex surrogate loss , empirical risk minimization , hinge loss , ℓ_{1} penalties , large margin classifiers , local mutual coherence , margin condition , reject option , Support vector machines

Rights: Copyright © 2007 The Institute of Mathematical Statistics and the Bernoulli Society

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