A composite loss assigns a penalty to a realvalued prediction by associating the prediction with a probability via a link function then applying a class probability estimation (CP...
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 compos...
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...