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  2. Loss functions for classification - Wikipedia

    en.wikipedia.org/wiki/Loss_functions_for...

    A loss function is said to be classification-calibrated or Bayes consistent if its optimal is such that / = ⁡ (()) and is thus optimal under the Bayes decision rule. A Bayes consistent loss function allows us to find the Bayes optimal decision function by directly minimizing the expected risk and without having to explicitly model the ...

  3. Logistic regression - Wikipedia

    en.wikipedia.org/wiki/Logistic_regression

    Log loss is always greater than or equal to 0, equals 0 only in case of a perfect prediction (i.e., when = and =, or = and =), and approaches infinity as the prediction gets worse (i.e., when = and or = and ), meaning the actual outcome is "more surprising". Since the value of the logistic function is always strictly between zero and one, the ...

  4. Cross-entropy - Wikipedia

    en.wikipedia.org/wiki/Cross-entropy

    This is also known as the log loss (or logarithmic loss [4] or logistic loss); [5] the terms "log loss" and "cross-entropy loss" are used interchangeably. [ 6 ] More specifically, consider a binary regression model which can be used to classify observations into two possible classes (often simply labelled 0 {\displaystyle 0} and 1 ...

  5. Decision tree - Wikipedia

    en.wikipedia.org/wiki/Decision_tree

    Decision trees can also be seen as generative models of induction rules from empirical data. An optimal decision tree is then defined as a tree that accounts for most of the data, while minimizing the number of levels (or "questions"). [8] Several algorithms to generate such optimal trees have been devised, such as ID3/4/5, [9] CLS, ASSISTANT ...

  6. Decision tree learning - Wikipedia

    en.wikipedia.org/wiki/Decision_tree_learning

    The problem of learning an optimal decision tree is known to be NP-complete under several aspects of optimality and even for simple concepts. [35] [36] Consequently, practical decision-tree learning algorithms are based on heuristics such as the greedy algorithm where locally optimal decisions are made at each node. Such algorithms cannot ...

  7. Decision tree model - Wikipedia

    en.wikipedia.org/wiki/Decision_tree_model

    Decision Tree Model. In computational complexity theory, the decision tree model is the model of computation in which an algorithm can be considered to be a decision tree, i.e. a sequence of queries or tests that are done adaptively, so the outcome of previous tests can influence the tests performed next.

  8. Loss function - Wikipedia

    en.wikipedia.org/wiki/Loss_function

    In many applications, objective functions, including loss functions as a particular case, are determined by the problem formulation. In other situations, the decision maker’s preference must be elicited and represented by a scalar-valued function (called also utility function) in a form suitable for optimization — the problem that Ragnar Frisch has highlighted in his Nobel Prize lecture. [4]

  9. Negative log predictive density - Wikipedia

    en.wikipedia.org/wiki/Negative_log_predictive...

    It is used extensively in probabilistic modelling research. Examples include: - Candela, Joaquin Quinonero, et al. "Propagation of uncertainty in bayesian kernel models-application to multiple-step ahead forecasting."