Questions tagged [loss-functions]
The loss-functions tag has no usage guidance.
2
questions
9
votes
1answer
182 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 ...
9
votes
1answer
122 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,
$...
