Mastering Machine Learning Algorithms - Second Edition

2

Loss Functions and Regularization

Loss functions are proxies that allow us to measure the error made by a machine learning model. They define the very structure of the problem to solve, and prepare the algorithm for an optimization step aimed at maximizing or minimizing the loss function. Through this process, we make sure that all our parameters are chosen in order to reduce the error as much as possible. In this chapter, we're going to discuss the fundamental loss functions and their properties. I've also included a dedicated section about the concept of regularization; regularized models are more resilient to overfitting, and can achieve results beyond the limits of a simple loss function.

In particular, we'll discuss:

• Defining loss and ...