Expected Loss Function
- (Chen et al., 2009) ⇒ Bo Chen, Wai Lam, Ivor Tsang, and Tak-Lam Wong. (2009). “Extracting Discrimininative Concepts for Domain Adaptation in Text Mining.” In: Proceedings of ACM SIGKDD Conference (KDD-2009). doi:10.1145/1557019.1557045
- As the result of the decision rule depends on the outcome of a random variable [math]X[/math], the value of the loss function itself is a random quantity. Both frequentist and Bayesian statistical theory involve making a decision based on the expected value of the loss function: however this quantity is defined differently under both paradigms.