Jesse Hoogland comments on Empirical risk minimization is fundamentally confused

[Jesse Hoogland]

You’re right, thanks for pointing that out! I fixed the notation. Like you say, the difference of risks doesn’t even qualify as a metric (the other choices mentioned do, however).

[dsj]

Thanks! This is clearer. (To be pedantic, the ${\ell }^p$ distance should have a $p^{\text{th}}$ root around the integral, but it’s clear what you mean.)

[Jesse Hoogland]

Thank you. Pedantic is good (I fixed the root)!