Binary Classification with Bounded Abstention Rate

@article{Shekhar2019BinaryCW,
  title={Binary Classification with Bounded Abstention Rate},
  author={Shubhanshu Shekhar and Mohammad Ghavamzadeh and Tara Javidi},
  journal={ArXiv},
  year={2019},
  volume={abs/1905.09561}
}
We consider the problem of binary classification with abstention in the relatively less studied \emph{bounded-rate} setting. We begin by obtaining a characterization of the Bayes optimal classifier for an arbitrary input-label distribution $P_{XY}$. Our result generalizes and provides an alternative proof for the result first obtained by \cite{chow1957optimum}, and then re-derived by \citet{denis2015consistency}, under a continuity assumption on $P_{XY}$. We then propose a plug-in classifier… CONTINUE READING
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