Hinge Loss

The hinge loss is a convex function, so many of the usual convex optimizers used in machine learning can work with it. It is not differentiable, but has a subgradient with respect to model parameters w of a linear SVM with score function y = mathbf{w} cdot mathbf{x} that is given by

The hinge loss is a convex function, so many of the usual convex optimizers used in machine learning can work with it. It is not differentiable, but has a subgradient with respect to model parameters w of a linear SVM with score function y = mathbf{w} cdot mathbf{x} that is given by

 or the quadratically smoothed

 

suggested by Zhang.[6] The modified Huber loss is a special case of this loss function with gamma = 2.[6]

https://ipfs.io/ipfs/QmXoypizjW3WknFiJnKLwHCnL72vedxjQkDDP1mXWo6uco/wiki/Hinge_loss.html

http://www1.inf.tu-dresden.de/~ds24/lehre/ml_ws_2013/ml_11_hinge.pdf

原文地址:https://www.cnblogs.com/rsapaper/p/7597140.html