The Geometry and Calculus of Losses. (arXiv:2209.00238v1 [cs.LG])

Statistical decision problems are the foundation of statistical machine
learning. The simplest problems are binary and multiclass classification and
class probability estimation. Central to their definition is the choice of loss
function, which is the means by which the quality of a solution is evaluated.
In this paper we systematically develop the theory of loss functions for such
problems from a novel perspective whose basic ingredients are convex sets with
a particular structure. The loss function is defined as the …

arxiv calculus geometry losses