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Loss function
In
mathematical optimization
,
statistics
,
decision theory
and
machine learning
, a
loss function
or
cost function
is a function that maps an
event
or values of one or more variables onto a
real number
intuitively representing some "cost" associated with the event. An
optimization problem
seeks to minimize a loss function. An
objective function
is either a loss function or its negative (sometimes called a
reward function
, a
profit function
, a
utility function
, a
fitness function
, etc.), in which case it is to be maximized.
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