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