Skip to content
fest edited this page Mar 25, 2011 · 26 revisions

VW currently supports these loss functions:

  1. Squared loss [\ell(p,y)=\frac{1}{2}(p-y)^2]
  2. Logistic loss [\ell(p,y)=\log(1+\exp(-yp))]
  3. Hinge loss [\ell(p,y)=\max(0,1-yp)]
  4. (\tau)-Quantile loss [\ell(p,y)=\tau(p-y)\mathbb{I}(y<p) +(1-\tau)(y-p)\mathbb{I}(y \geq p) ]