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notes

Reading notes on loss functions.

Proper loss

Reference

  • Buja, A., Stuetzle, W., & Shen, Y. (2005). Loss functions for binary class probability estimation and classification: Structure and applications. https://pdfs.semanticscholar.org/d670/6b6e626c15680688b0774419662f2341caee.pdf
  • Reid, M. D., & Williamson, R. C. (2009). Surrogate regret bounds for proper losses. Proceedings of the 26th Annual International Conference on Machine Learning - ICML ’09, 1–8. https://doi.org/10.1145/1553374.1553489

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