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Loss functions

Robert C. Williamson*

*Corresponding author for this work

    Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

    4 Citations (Scopus)

    Abstract

    Vapnik described the “three main learning problems” of pattern recognition, regression estimation and density estimation. These are defined in terms of the loss functions used to evaluate performance (0-1 loss, squared loss, and log loss, respectively). But there are many other loss functions one could use. In this chapter I will summarise some recent work by me and colleagues studying the theoretical aspects of loss functions. The results elucidate the richness of the set of loss functions and explain some of the implications of their choice.

    Original languageEnglish
    Title of host publicationEmpirical Inference
    Subtitle of host publicationFestschrift in Honor of Vladimir N. Vapnik
    PublisherSpringer Berlin
    Pages71-80
    Number of pages10
    ISBN (Electronic)9783642411366
    ISBN (Print)9783642411359
    DOIs
    Publication statusPublished - 1 Jan 2013

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