5b4a2146246bc3a3a941f32225bbb792-AuthorFeedback.pdf

We thank the reviewers for the detailed feedback. Why can we assume smoothness / differentiability of the expected utility? The paper should address if there are ways to use unbounded losses (e.g., by switching from utilities directly to inference The assumptions on utilities (and hence on losses) arise from the derivation of the optimization objective (Eq.1) In Section 3.2, we relax these assumptions and provide In practice, the procedure seems to work well for unbounded losses as well. I believe this could be possible by designing a kind of compound loss... Why exactly the utility infimum should be 0? Optimal decisions {h} in Bayesian decision theory remain invariant under linear transformations of u(.).