Python: Advanced Guide to Artificial Intelligence

Loss and cost functions

At the beginning of this chapter, we discussed the concept of generic target function so as to optimize in order to solve a machine learning problem. More formally, in a supervised scenario, where we have finite datasets X and Y:

We can define the generic loss function for a single sample as:

J is a function of the whole parameter set, and must be proportional to the error between the true label and the predicted. Another ...