Loss_Functions
Loss_Functions
Dr. V. Sowmya,
Associate Professor,
Amrita School of Artificial
Intelligence,
Coimbatore,
Amrita Vishwa Vidyapeetham,
India.
27-01-2025.
Loss Functions
Properties:
• Non-negative.
• Sensitive to Outliers.
• Differentiable.
• Convex (non-convex due to the multiple layers of
non-linear activation functions in DL).
• Susceptible to outliers in the data.
• Loss function and performance metric.
• Scale-dependent.
Mean Absolute Error (MSE) / L1 Loss
Properties:
• Non-negative.
• Robust to Outliers.
• Non-Differentiable.
• Convex (non-convex due to the
multiple layers of non-linear activation
functions in DL).
• Loss function and performance metric.
• Scale Dependent.
Mean Absolute Percentage Error (MAPE) or Normalized Mean Absolute Error (NMAE) to
compare models across different scales or units.
Huber Loss
Properties:
• Robust to Outliers.
• Differentiable.
• Used in time series
forecasting.
Properties:
• Smooth and Differentiable.
• Less Sensitive to Outliers than MSE.
• More sensitive to small errors than the
Huber loss.
Huber Loss - when we have a reason to define a specific point where the loss
function should switch from quadratic to linear, depending on the noise
characteristics of the data.
Log – Cosh Loss - when we do not have clear reasons to manually set a transition
threshold as in Huber loss.
Quantile Loss
Squared Hinge
Loss