[mathcass]

I came here to upvote this and add on some more resources. (I read the main comment and literally thought "reductions.")

John Langford of Microsoft Research (and formerly of Yahoo! Research) has some some extensive theoretical and practical work here. In particular as they apply to machine learning problems. Check out his page on this[1]. I'd also recommend checking out Vowpal Wabbit[2] which is essentially a working implementation of many of these reductions in ML.

1. https://hunch.net/~jl/projects/reductions/reductions.html

2. https://vowpalwabbit.org/