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Virtually all machine learning tasks are characterized using some form of loss function, and "good performance" is typically stated in terms of a sufficiently small average loss, taken over the random draw of test data. While optimizing for…

Machine Learning · Statistics 2023-12-01 Matthew J. Holland , Kazuki Tanabe

Deep neural networks are currently among the most commonly used classifiers. Despite easily achieving very good performance, one of the best selling points of these models is their modular design - one can conveniently adapt their…

Machine Learning · Computer Science 2017-02-21 Katarzyna Janocha , Wojciech Marian Czarnecki

Accurately forecasting the probability distribution of phenomena of interest is a classic and ever more widespread goal in statistics and decision theory. In comparison to point forecasts, probabilistic forecasts aim to provide a more…

Statistics Theory · Mathematics 2025-05-05 Erez Buchweitz , João Vitor Romano , Ryan J. Tibshirani

This paper presents a comprehensive review of loss functions and performance metrics in deep learning, highlighting key developments and practical insights across diverse application areas. We begin by outlining fundamental considerations…

This paper illustrates the central role of loss functions in data-driven decision making, providing a comprehensive survey on their influence in cost-sensitive classification (CSC) and reinforcement learning (RL). We demonstrate how…

Machine Learning · Statistics 2025-04-07 Kaiwen Wang , Nathan Kallus , Wen Sun

Strategic classification, i.e. classification under possible strategic manipulations of features, has received a lot of attention from both the machine learning and the game theory community. Most works focus on analysing properties of the…

Machine Learning · Computer Science 2022-03-28 Tosca Lechner , Ruth Urner

Robust loss functions are essential for training deep neural networks with better generalization power in the presence of noisy labels. Symmetric loss functions are confirmed to be robust to label noise. However, the symmetric condition is…

Machine Learning · Computer Science 2021-06-08 Xiong Zhou , Xianming Liu , Junjun Jiang , Xin Gao , Xiangyang Ji

We consider training decision trees using noisily labeled data, focusing on loss functions that can lead to robust learning algorithms. Our contributions are threefold. First, we offer novel theoretical insights on the robustness of many…

Machine Learning · Computer Science 2024-01-24 Jonathan Wilton , Nan Ye

The standard loss functions used in the literature on probabilistic prediction are the log loss function, the Brier loss function, and the spherical loss function; however, any computable proper loss function can be used for comparison of…

Machine Learning · Computer Science 2015-06-30 Vladimir Vovk

The loss function is arguably among the most important hyperparameters for a neural network. Many loss functions have been designed to date, making a correct choice nontrivial. However, elaborate justifications regarding the choice of the…

Machine Learning · Computer Science 2022-10-31 Simon Dräger , Jannik Dunkelau

This paper analyzes a popular loss function used in machine learning called the log-cosh loss function. A number of papers have been published using this loss function but, to date, no statistical analysis has been presented in the…

Machine Learning · Statistics 2024-03-19 Resve A. Saleh , A. K. Md. Ehsanes Saleh

Significant advances have been made recently on training neural networks, where the main challenge is in solving an optimization problem with abundant critical points. However, existing approaches to address this issue crucially rely on a…

Machine Learning · Computer Science 2019-02-28 Weihao Gao , Ashok Vardhan Makkuva , Sewoong Oh , Pramod Viswanath

Over the past decades, numerous loss functions have been been proposed for a variety of supervised learning tasks, including regression, classification, ranking, and more generally structured prediction. Understanding the core principles…

Machine Learning · Statistics 2020-03-03 Mathieu Blondel , André F. T. Martins , Vlad Niculae

Despite its empirical success, deep learning still lacks a comprehensive theoretical understanding of model fitting and generalization. This paper proposes the probability distribution (PD) learning framework to analyze the optimization and…

Machine Learning · Computer Science 2025-10-09 Binchuan Qi , Wei Gong , Li Li

This work proposes a new loss function targeting classification problems, utilizing a source of information overlooked by cross entropy loss. First, we derive a series of the tightest upper and lower bounds for the probability of a random…

Computer Vision and Pattern Recognition · Computer Science 2021-10-26 Ali Ghobadzadeh , Amir Lashkari

Estimating the ratio of two probability densities from a finite number of observations is a central machine learning problem. A common approach is to construct estimators using binary classifiers that distinguish observations from the two…

Machine Learning · Computer Science 2025-01-28 Werner Zellinger

Issues of safety, explainability, and efficiency are of increasing concern in learning systems deployed with hard and soft constraints. Symbolic Constrained Learning and Knowledge Distillation techniques have shown promising results in this…

Artificial Intelligence · Computer Science 2024-05-28 Miguel Angel Mendez-Lucero , Enrique Bojorquez Gallardo , Vaishak Belle

Imbalanced data distributions are prevalent in real-world scenarios, posing significant challenges in both imbalanced classification and imbalanced regression tasks. They often cause deep learning models to overfit in areas of high sample…

Machine Learning · Computer Science 2025-03-31 Guangkun Nie , Gongzheng Tang , Shenda Hong

We consider the problem of estimating the joint distribution of $n$ independent random variables. Our approach is based on a family of candidate probabilities that we shall call a model and which is chosen to either contain the true…

Statistics Theory · Mathematics 2021-06-01 Yannick Baraud

Most classification models can be considered as the process of matching templates. However, when intra-class uncertainty/variability is not considered, especially for datasets containing unbalanced classes, this may lead to classification…

Computer Vision and Pattern Recognition · Computer Science 2021-04-13 He Zhu , Shan Yu
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