Questions tagged [loss-functions]
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3
questions
0
votes
1answer
38 views
clarification on the definition of loss function
Given $X$ the set of all possible solutions, and $A \subseteq X$ the set of
admissible solutions; a cost function is defined like this: $f:X \rightarrow R$.
But it is not clear to me what the function ...
9
votes
1answer
216 views
How can I model regression with an asymmetric loss function?
Mosek provided a concrete example of using the Huber loss function,
Huber loss, which is great!
One problem I am trying to tackle is to use asymmetric loss, as described in the answer of asymmetric ...
10
votes
1answer
1k views
Loss functions for specific probability distributions?
For a random variable $X$ with pdf $f(x)$, the loss function* is defined as
$$n(x) = \mathbb{E}[(X-x)^+] = \int_{x}^\infty (y-x)f(y)dy,$$
where $a^+ = \max\{a,0\}$. Or, for a discrete distribution,
$...
