@inproceedings{6fab10cfb85d481ea8e4a9c45c8dc1b4,
title = "Surrogate regret bounds for proper losses",
abstract = "We present tight surrogate regret bounds for the class of proper (i.e., Fisher consistent) losses. The bounds generalise the margin-based bounds due to Bartlett et al. (2006). The proof uses Taylor's theorem and leads to new representations for loss and regret and a simple proof of the integral representation of proper losses. We also present a different formulation of a duality result of Bregman divergences which leads to a simple demonstration of the convexity of composite losses using canonical link functions.",
author = "Reid, \{Mark D.\} and Williamson, \{Robert C.\}",
year = "2009",
language = "English",
isbn = "9781605585161",
series = "Proceedings of the 26th International Conference On Machine Learning, ICML 2009",
pages = "897--904",
booktitle = "Proceedings of the 26th International Conference On Machine Learning, ICML 2009",
note = "26th International Conference On Machine Learning, ICML 2009 ; Conference date: 14-06-2009 Through 18-06-2009",
}