svm-hinge-loss-target-is-bayes-optimal-classifier

IN premiseentries/2026/06/21/wiki-Support_vector_machine-chunk-4.md

Created 2026-06-21T09:55:54+00:00

The hinge loss target function recovers exactly the Bayes-optimal classifier f*(x) (outputs ±1 based on whether p_x >= 1/2), unlike square loss (conditional expectation) or log-loss (logit) which estimate the full conditional distribution.

Dependents

These beliefs depend on this one: