Convexity of Proper Composite Binary Losses
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Reid, Mark; Williamson, Robert
Description
A composite loss assigns a penalty to a real-valued prediction by associating the prediction with a probability via a link function then applying a class probability estimation (CPE) loss. If the risk for a composite loss is always minimised by predicting the value associated with the true class probability the composite loss is proper. We provide a novel, explicit and complete characterisation of the convexity of any proper composite loss in terms of its link and its \weight function"...[Show more]
Collections | ANU Research Publications |
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Date published: | 2010 |
Type: | Conference paper |
URI: | http://hdl.handle.net/1885/21866 |
Source: | Proceedings of The 13th International Conference on Artificial Intelligence and Statistics(AISTATS-2010) |
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01_Reid_Convexity_of_Proper_Composite_2010.pdf | 1.3 MB | Adobe PDF | ![]() |
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