Reviews: On Binary Classification in Extreme Regions

This paper proposes a formalism for understanding and guaranteeing generalization in extreme regions of feature space. On the applied side, it is a very welcome and timely contribution, as it touches upon the safety and robustness of learning. On the methodological side, machine learning is bound to benefit from the years of experience of probabilists in extreme value theory. I only have minor comments. In light of Remark 2, one sees that we need to assume the /- case \alpha to be the same.