Lasso type classifiers with a reject option

Details Lasso type classifiers with a reject option Lasso type classifiers with a reject option

2007-05-16

arxiv.org/abs/0705.2363v1

Electronic Journal of Statistics 2007, Vol. 1, 155-168

Statistics

Machine Learning

Published at http://dx.doi.org/10.1214/07-EJS058 in the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by t

Scientific paper

10.1214/07-EJS058

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.

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