Some Thoughts About the Design of Loss Functions
The choice and design of loss functions is discussed. Particularly when computational methods like cross-validation are applied, there is no need to stick to “standard” loss functions such as the L2-loss (squared loss). Our main message is that the choice of a loss function in a practical situation...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Instituto Nacional de Estatística | Statistics Portugal
2007-03-01
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| Series: | Revstat Statistical Journal |
| Subjects: | |
| Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/40 |