Skip navigation
Skip navigation

Surrogate regret bounds for proper losses

Reid, Mark; Williamson, Robert


We present tight surrogate regret bounds for the class of proper (i.e., Fisher consistent) losses. The bounds generalise the margin-based bounds due to Bartlett et al. (2006). The proof uses Taylor's theorem and leads to new representations for loss and regret and a simple proof of the integral representation of proper losses. We also present a different formulation of a duality result of Bregman divergences which leads to a simple demonstration of the convexity of composite losses using...[Show more]

CollectionsANU Research Publications
Date published: 2009
Type: Conference paper
Source: Proceedings of The 26th Annual International Conference on Machine Learning (ICML-2009)
DOI: 10.1145/1553374.1553489


File Description SizeFormat Image
01_Reid_Surrogate_regret_bounds_for_2009.pdf388.93 kBAdobe PDF    Request a copy
02_Reid_Surrogate_regret_bounds_for_2009.pdf150.39 kBAdobe PDF    Request a copy
03_Reid_Surrogate_regret_bounds_for_2009.pdf685.61 kBAdobe PDF    Request a copy
04_Reid_Surrogate_regret_bounds_for_2009.pdf74.45 kBAdobe PDF    Request a copy
05_Reid_Surrogate_regret_bounds_for_2009.pdf2.31 MBAdobe PDF    Request a copy
06_Reid_Surrogate_regret_bounds_for_2009.pdf57.11 kBAdobe PDF    Request a copy
07_Reid_Surrogate_regret_bounds_for_2009.pdf120.99 kBAdobe PDF    Request a copy

Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  20 July 2017/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator