12 Dec 2012 sness   » (Journeyer)

Machine Learning, etc: Log loss or hinge loss?

Machine Learning, etc: Log loss or hinge loss?: "Hinge loss is less sensitive to exact probabilities. In particular, minimizer of hinge loss over probability densities will be a function that returns returns 1 over the region where true p(y=1|x) is greater than 0.5, and 0 otherwise. If we are fitting functions of the form above, then once hinge-loss minimizer attains the minimum, adding extra degrees of freedom will never increase approximation error.
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Syndicated 2012-12-12 15:27:00 from sness

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