Optimal features for a broad family of losses, including cross entropy and hinge loss, factor as a loss-dependent function composed with the HGR maximal correlation functions, making them dependence induced and minimal sufficient.
Statistical modeling: The two cultures (wi th comments and a rejoinder by the author),
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Dependence Induced Representations
Optimal features for a broad family of losses, including cross entropy and hinge loss, factor as a loss-dependent function composed with the HGR maximal correlation functions, making them dependence induced and minimal sufficient.