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Lasso type classifiers with a reject option

Wegkamp, M (Florida State)
Thursday 08 May 2008, 11:00-12:00

Seminar Room 2, Newton Institute Gatehouse


We consider the problem of binary classification where one can, for a particular cost, choose not to classify an observation. We present a simple oracle inequality for the excess risk of structural risk minimizers using a generalized lasso penalty.


[pdf ]

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