Stanford Statistics 311/electrical Engineering 377


where f : R+ → R is a convex function satisfying f(1) = 0. If f is not linear, then Df (P ||Q) > 0 unless P = Q. b. Focusing on binary classification case, let us consider some example risks and see what connections they have to f -divergences. (Recall we have X ∈ X and Y ∈ {−1, 1} we would like to classify.) 1. We require a few definitions to understand… (More)