Multiclass classification, information, divergence and surrogate risk
Multiclass classification, information, divergence and surrogate risk
We provide a unifying view of statistical information measures, multiway Bayesian hypothesis testing, loss functions for multiclass classification problems and multidistribution $f$-divergences, elaborating equivalence results between all of these objects, and extending existing results for binary outcome spaces to more general ones. We consider a generalization of $f$-divergences to multiple …