相关论文: Loss Functions for Measuring the Accuracy of Nonne…

The total loss function associated with a set of cross-sectional predictions, that is, estimates or forecasts, summarizes the set's overall accuracy. Its arguments are the individual cross-sectional units' loss functions. Under general…

We consider supervised learning problems in which set predictions provide explicit uncertainty estimates. Using Choquet integrals (a.k.a. Lov{\'a}sz extensions), we propose a convex loss function for nondecreasing subset-valued functions…

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…

In this work we study loss functions for learning and evaluating probability distributions over large discrete domains. Unlike classification or regression where a wide variety of loss functions are used, in the distribution learning and…

The study of a machine learning problem is in many ways is difficult to separate from the study of the loss function being used. One avenue of inquiry has been to look at these loss functions in terms of their properties as scoring rules…

We consider a regression model with errors that are a.s. negative. Thus the regression function is not the expected value of the observations but the right endpoint of their support. We develop two goodness-of-fit tests for the hypotheses…

We study the problem of multiset prediction. The goal of multiset prediction is to train a predictor that maps an input to a multiset consisting of multiple items. Unlike existing problems in supervised learning, such as classification,…

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…

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…

A loss function measures the discrepancy between the true values (observations) and their estimated fits, for a given instance of data. A loss function is said to be proper (unbiased, Fisher consistent) if the fits are defined over a unit…

Linear regression is a frequently used tool in statistics, however, its validity and interpretability relies on strong model assumptions. While robust estimates of the coefficients' covariance extend the validity of hypothesis tests and…

Statistical decision problems lie at the heart of statistical machine learning. The simplest problems are binary and multiclass classification and class probability estimation. Central to their definition is the choice of loss function,…

The predictive quality of machine learning models is typically measured in terms of their (approximate) expected prediction accuracy or the so-called Area Under the Curve (AUC). Minimizing the reciprocals of these measures are the goals of…

This article describes a multivariate polynomial regression method where the uncertainty of the input parameters are approximated with Gaussian distributions, derived from the central limit theorem for large weighted sums, directly from the…

To address model uncertainty under flexible loss functions in prediction problems, we propose a model averaging method that accommodates various loss functions, including asymmetric linear and quadratic loss functions, as well as many other…

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…

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…

The earth system is exceedingly complex and often chaotic in nature, making prediction incredibly challenging: we cannot expect to make perfect predictions all of the time. Instead, we look for specific states of the system that lead to…

A simple test is proposed for examining the correctness of a given completely specified response function against unspecified general alternatives in the context of univariate regression. The usual diagnostic tools based on residuals plots…

This paper seeks to answer the following question: \textit{"What can we learn by predicting accuracy?"}. Indeed, classification is one of the most popular tasks in machine learning, and many loss functions have been developed to maximize…