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-   -   Error measure and Hoeffding inequality (http://book.caltech.edu/bookforum/showthread.php?t=4851)

v_venky 09-04-2018 10:31 PM

Error measure and Hoeffding inequality
In the 1st chapter when Hoeffding is used, the error measure is simple mismatch -- there is no penalty associated with the different flavors of mismatch as in error measures. Is there a version of Hoeffding which we could use with error measure as well? If so how does it look? I imagine the red balls would now have weights of some sort -- two types of red balls for the two kinds of errors in a binary classifier.

htlin 09-08-2018 04:23 PM

Re: Error measure and Hoeffding inequality
Yes, putting in the weights is certainly possible. This lecture


contains some discussions. It was taught in Mandarin (on Youtube) though.

Hope this helps.

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