Table 1:
Data Type | Loss Type | Loss Function | Loss-specific Center |
---|---|---|---|
Continuous | Euclidean (ℓ2) | ||
Skewed continuous | Manhattan (ℓ1) Minkowski (ℓq) Mahalanobis (weighted ℓ2) Chebychev (ℓ∞) Canberra (weighted ℓ1) |
|
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 (ℓ0) |
|
logit() mode(x) no closed form mode (x) |
Count | Poisson log-likelihood Poisson deviance Negative binomial log-likelihood Negative binomial deviance Manhattan (ℓ1) Canberra (weighted ℓ1) |
|
log() log() median(x) no closed form |
Categorical | Multinomial log-likelihood Multinomial deviance |
|
mlogit() |