I am self-studying elements of statistical learning. I got stuck in the following equations: The expected prediction error for classification is given as:
$$G(x) = argmin_{g \in G} \sum _{k=1}^K L(G_k,g) Pr (G_k|X=x) $$ where L is the loss function, G is the set of possible classes, g is our predictions. Then the book says:
with the 0-1 loss function this fun simplifies to:
$$G(x) = argmin_{g \in G}[1-Pr(g|X=x)] $$
I could not understand the simplification.
If we use the 0/1 loss, the expected error becomes the sum of the probabilities to have a different class than g :
$$G(x) = argmin_{g \in G} \sum _{1 \le k \le K,G_{k}\ne g} Pr (G_k|X=x) $$
Using P(E) = 1 - P(complement of E) :
$$G(x) = argmin_{g \in G}[1-Pr(g|X=x)] $$