An exploration of nine cost functions.
Note: the terms cost function, loss function and error function are synonymous.
Cost functions for regression (regression_cost)
The following cost functions for regression are explored:
1. Mean Absolute Error (MAE) (L1)
2. Mean Squared Error (MSE) (L2)
3. Root Mean Squared Error (RMSE)
4. Mean Squared Log Error (MSLE)
5. Root Mean Squared Log Error (RMSLE)
6. Huber Loss
Cost functions for classification (classification_cost)
The following cost functions for classification are explored:
8. Hinge Loss
9. Cross-entropy Loss (log loss)