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. Author manuscript; available in PMC: 2021 Nov 5.
Published in final edited form as: J Mach Learn Res. 2021 Jan;22:55.

Table 1:

Different losses and their loss-specific centers. We provide all calculations associated with loss-specific centers in Appendix F. Note the Gecco problem with Hamming or Canberra distances is not convex. Though we discuss general convex losses in this paper, we list these non-convex losses for reference. For multinomial log-likelihood and multinomial deviance, we change Gecco formulation slightly to accommodate three indices; we provide a detailed formulation in Appendix E.

Data Type Loss Type Loss Function Loss-specific Center x˜
Continuous Euclidean (2) 12xiui22 x¯
Skewed continuous Manhattan (1)
Minkowski (q)
Mahalanobis (weighted 2)
Chebychev ()
Canberra (weighted 1)
j=1|xijuij|
j=1|xijuij|qq
(xiui)TC1(xiui)
maxj{|xijuij|}
j=1|xijuij||xij|+|uij|
median(x)
no closed form
no closed form
no closed form
no closed form
Binary Bernoulli log-likelihood
Binomial deviance
Hinge loss
KL divergence
Hamming (0)
xijuij+log(1+euij)
xijloguij(1xij)log(1uij)
max(0,1uijxij)
xijlog2uij
j#(xijuij)/n
logit(x¯)
x¯
mode(x)
no closed form
mode (x)
Count Poisson log-likelihood
Poisson deviance
Negative binomial log-likelihood
Negative binomial deviance
Manhattan (1)
Canberra (weighted 1)
xijuij+exp(uij)
xijloguij+uij
xijuij+(xij+1α)log(1α+euij)
xijlog(xijuij)(xij+1α)log(1+αxij1+αuij)
j=1|xijuij|
j=1|xijuij||xij|+|ui|
log(x¯)
x¯
log(x¯)
x¯
median(x)
no closed form
Categorical Multinomial log-likelihood
Multinomial deviance
{k=1Kxijkuijk+log(k=1Keuijk)}
{k=1Kxijk+log(uijk)},k=1Kuijk=1
mlogit(x¯)
x¯