Lasso type classifiers with a reject option

Marten Wegkamp
2007 Electronic Journal of Statistics  
We consider the problem of binary classification where one can, for a particular cost, choose not to classify an observation. We present a simple proof for the oracle inequality for the excess risk of structural risk minimizers using a lasso type penalty.
doi:10.1214/07-ejs058 fatcat:c7zi3litk5g4zj5pbozn2hbldm