Statistical Learning Theory - Loss Functions

Loss Functions

The choice of loss function is a determining factor on the function that will be chosen by the learning algorithm. The loss function also affects the convergence rate for an algorithm. It is important for the loss function to be convex.

Different loss functions are used depending on whether the problem is one of regression or one of classification.

Read more about this topic:  Statistical Learning Theory

Famous quotes containing the words loss and/or functions:

    Begin with loss and see
    how the world contradicts you,
    how the horizon implies that beyond it
    the water is not empty
    but full of ships
    all docking at another island.
    Lynn Emanuel (b. 1949)

    One of the most highly valued functions of used parents these days is to be the villains of their children’s lives, the people the child blames for any shortcomings or disappointments. But if your identity comes from your parents’ failings, then you remain forever a member of the child generation, stuck and unable to move on to an adulthood in which you identify yourself in terms of what you do, not what has been done to you.
    Frank Pittman (20th century)