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Composite binary losses

Reid, Mark; Williamson, Robert


We study losses for binary classification and class probability estimation and extend the understanding of them from margin losses to general composite losses which are the composition of a proper loss with a link function. We characterise when margin losses can be proper composite losses, explicitly show how to determine a symmetric loss in full from half of one of its partial losses, introduce an intrinsic parametrisation of composite binary losses and give a complete characterisation of the...[Show more]

CollectionsANU Research Publications
Date published: 2010
Type: Journal article
Source: Journal of Machine Learning Research


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