Lasso type classifiers with a reject option
Machine Learning
2009-09-29 v1
Abstract
We consider the problem of binary classification where one can, for a particular cost, choose not to classify an observation. We present a simple proof for the oracle inequality for the excess risk of structural risk minimizers using a lasso type penalty.
Cite
@article{arxiv.0705.2363,
title = {Lasso type classifiers with a reject option},
author = {Marten Wegkamp},
journal= {arXiv preprint arXiv:0705.2363},
year = {2009}
}