Bregman Divergence Bounds and Universality Properties of the Logarithmic Loss

© 1963-2012 IEEE. A loss function measures the discrepancy between the true values and their estimated fits, for a given instance of data. In classification problems, a loss function is said to be proper if a minimizer of the expected loss is the true underlying probability. We show that for binary...

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Bibliographic Details
Main Authors: Painsky, Amichai, Wornell, Gregory W
Other Authors: Massachusetts Institute of Technology. Department of Electrical Engineering and Computer Science
Format: Article
Language:English
Published: Institute of Electrical and Electronics Engineers (IEEE) 2021
Online Access:https://hdl.handle.net/1721.1/135947