Let η(x)=P(Y=1∣X=x)∈[0,1]\eta(x) = \mathbb{P}(Y = 1 \mid X = x) \in [0, 1]η(x)=P(Y=1∣X=x)∈[0,1], with labels in {−1,+1}\{-1, +1\}{−1,+1} and the 0–1 loss. Let f⋆f^\starf⋆ be the Bayes classifier.
Which expression equals the Bayes risk L⋆=L(f⋆)L^\star = L(f^\star)L⋆=L(f⋆)?