Source code for a convex surrogate operator for non-modular loss function described in:
Yu, J. and M. B. Blaschko: A Convex Surrogate Operator for General Non-Modular Loss Functions. AISTATS, 2016
An example implementation is in main.m which trains with the non-modular loss function(s) defined in testLossFunc.m
See the comments in each script for details.
If you use this code please cite the paper above.