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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

All machine learning algorithms use a loss, cost, utility or reward function to encode the learning objective and oversee the learning process. This function that supervises learning is a frequently unrecognized hyperparameter that…

Neural and Evolutionary Computing · Computer Science 2024-11-06 Mathew Mithra Noel , Arindam Banerjee , Yug Oswal , Geraldine Bessie Amali D , Venkataraman Muthiah-Nakarajan

This paper introduces a new loss function, OSM (One-Sided Margin), to solve maximum-margin classification problems effectively. Unlike the hinge loss, in OSM the margin is explicitly determined with corresponding hyperparameters and then…

Machine Learning · Computer Science 2022-06-03 Ali Karimi , Zahra Mousavi Kouzehkanan , Reshad Hosseini , Hadi Asheri

In response to the growing importance of geospatial data, its analysis including semantic segmentation becomes an increasingly popular task in computer vision today. Convolutional neural networks are powerful visual models that yield…

Computer Vision and Pattern Recognition · Computer Science 2019-05-21 Alexey Bokhovkin , Evgeny Burnaev

Loss functions engineering and the assessment of forecasting performances are two crucial and intertwined aspects of supervised machine learning. This paper focuses on binary classification to introduce a class of loss functions that are…

Machine Learning · Computer Science 2021-03-30 Francesco Marchetti , Sabrina Guastavino , Michele Piana , Cristina Campi

This paper considers binary and multilabel classification problems in a setting where labels are missing independently and with a known rate. Missing labels are a ubiquitous phenomenon in extreme multi-label classification (XMC) tasks, such…

Machine Learning · Computer Science 2021-09-24 Erik Schultheis , Rohit Babbar

We present $\alpha$-loss, $\alpha \in [1,\infty]$, a tunable loss function for binary classification that bridges log-loss ($\alpha=1$) and $0$-$1$ loss ($\alpha = \infty$). We prove that $\alpha$-loss has an equivalent margin-based form…

Machine Learning · Computer Science 2019-03-21 Tyler Sypherd , Mario Diaz , Lalitha Sankar , Peter Kairouz

It is widely conjectured that the reason that training algorithms for neural networks are successful because all local minima lead to similar performance, for example, see (LeCun et al., 2015, Choromanska et al., 2015, Dauphin et al.,…

Machine Learning · Computer Science 2018-03-06 Shiyu Liang , Ruoyu Sun , Yixuan Li , R. Srikant

This paper studies binary classification problem associated with a family of loss functions called large-margin unified machines (LUM), which offers a natural bridge between distribution-based likelihood approaches and margin-based…

Machine Learning · Statistics 2019-08-14 Jun Fan , Dao-Hong Xiang

We construct a surrogate loss to directly optimise the significance metric used in particle physics. We evaluate our loss function for a simple event classification task using a linear model and show that it produces decision boundaries…

High Energy Physics - Phenomenology · Physics 2024-12-13 Jai Bardhan , Cyrin Neeraj , Subhadip Mitra , Tanumoy Mandal

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

We present a new machine learning approach to estimate personalized treatment effects in the classical potential outcomes framework with binary outcomes. To overcome the problem that both treatment and control outcomes for the same unit are…

Machine Learning · Statistics 2018-05-07 Siong Thye Goh , Cynthia Rudin

Most state-of-the-art machine learning techniques revolve around the optimisation of loss functions. Defining appropriate loss functions is therefore critical to successfully solving problems in this field. In this survey, we present a…

Machine Learning · Computer Science 2024-11-19 Lorenzo Ciampiconi , Adam Elwood , Marco Leonardi , Ashraf Mohamed , Alessandro Rozza

In binary classification problems, mainly two approaches have been proposed; one is loss function approach and the other is uncertainty set approach. The loss function approach is applied to major learning algorithms such as support vector…

Machine Learning · Statistics 2012-05-01 Takafumi Kanamori , Akiko Takeda , Taiji Suzuki

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

Loss functions are at the heart of deep learning, shaping how models learn and perform across diverse tasks. They are used to quantify the difference between predicted outputs and ground truth labels, guiding the optimization process to…

Machine Learning · Computer Science 2025-09-11 Omar Elharrouss , Yasir Mahmood , Yassine Bechqito , Mohamed Adel Serhani , Elarbi Badidi , Jamal Riffi , Hamid Tairi

The foundational concept of Max-Margin in machine learning is ill-posed for output spaces with more than two labels such as in structured prediction. In this paper, we show that the Max-Margin loss can only be consistent to the…

Machine Learning · Computer Science 2022-03-22 Alex Nowak-Vila , Alessandro Rudi , Francis Bach

When minimizing the empirical risk in binary classification, it is a common practice to replace the zero-one loss with a surrogate loss to make the learning objective feasible to optimize. Examples of well-known surrogate losses for binary…

Machine Learning · Statistics 2023-06-07 Nontawat Charoenphakdee , Jongyeong Lee , Masashi Sugiyama

We study losses for binary classification and class probability estimation and extend the understanding of them from margin losses to general composite losses which are the composition of a proper loss with a link function. We characterise…

Machine Learning · Statistics 2009-12-18 Mark D. Reid , Robert C. Williamson

We carefully study how well minimizing convex surrogate loss functions, corresponds to minimizing the misclassification error rate for the problem of binary classification with linear predictors. In particular, we show that amongst all…

Machine Learning · Computer Science 2012-07-03 Shai Ben-David , David Loker , Nathan Srebro , Karthik Sridharan
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