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.
