MullOverThings

Useful tips for everyday

# What is surrogate loss in machine learning?

## What is surrogate loss in machine learning?

For computational reasons this is usually convex function \Psi: \mathbb{R} \to \mathbb{R}_+. An example of such surrogate loss functions is the hinge loss, \Psi(t) = \max(1-t, 0), which is the loss used by Support Vector Machines (SVMs).

## Why surrogate loss function?

In general, the loss function that we care about cannot be optimized efficiently. For example, the 0-1 loss function is discontinuous. So, we consider another loss function that will make our life easier, which we call the surrogate loss function.

## How does imitation learning work?

Imitation learning techniques aim to mimic human behavior in a given task. An agent (a learning machine) is trained to perform a task from demonstrations by learning a mapping between observations and actions.

## What is squared loss?

Squared loss is a loss function that can be used in the learning setting in which we are predicting a real-valued variable y given an input variable x.

## What is the loss function for logistic regression?

Log Loss is the loss function for logistic regression. Logistic regression is widely used by many practitioners.