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Lasso type classifiers with a reject option

Presented by: 
M Wegkamp [Florida State]
Thursday 8th May 2008 - 11:00 to 12:00
INI Seminar Room 2

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.

Presentation Material: 
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons