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Old 09-04-2018, 10:31 PM
v_venky v_venky is offline
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Default 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.
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Old 09-08-2018, 04:23 PM
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htlin htlin is offline
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Default Re: Error measure and Hoeffding inequality

Yes, putting in the weights is certainly possible. This lecture

https://www.csie.ntu.edu.tw/~htlin/m...08_handout.pdf

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

Hope this helps.
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