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ICML
2009
IEEE

Surrogate regret bounds for proper losses

10 years 10 months ago
Surrogate regret bounds for proper losses
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 canonical link functions.
Mark D. Reid, Robert C. Williamson
Added 17 Nov 2009
Updated 17 Nov 2009
Type Conference
Year 2009
Where ICML
Authors Mark D. Reid, Robert C. Williamson
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