Questions tagged [cost-function]
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75 questions
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Taking into account instance cost in learning?
I am generally trying to take into account costs in learning. The set-up is as follows: a statistical learning problem with usuall X and y, where y is imbalanced (roughly 1% of ones).
Scikit learn ...
- 2,683
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What exactly is a true distribution in ML problems?
I define a classification problem as a problem of calculating a function $h$ that approximates a function $f$ that classifies data. The approximation is calculated by taking a set of training samples ...
- 25
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How to tune the classification threshold in a cost-sensitive manner?
I have trained a classifier outputting probabilities for each class. I want to tune the decision threshold in such a way that it accounts for different costs/gains assigned to false positives ($FP$), $...
- 1,989
4
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What cost optimisation problem is solved by F score?
I know the general expression of the F1-score:
$$F1 = \frac{precision * recall}{precision + recall}$$
And its $F_{beta}$ variants (see: https://en.wikipedia.org/wiki/F-score):
$$F_{beta} = (1+\beta^2) ...
- 2,683
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Why COST FUNCTION AND MSE IS CALLED THE SAME?
Why are the cost function and mean squared errors called the same thing? WHEN THE COST FUNCTION IS 1/2M AND THE MSE IS 1/N. AND M=N
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Are there any error functions with imbalanced negative/positive impact
I have a regression task, where positive error should be much worse than negative one. It means the importance of positive error bigger. For example, If real value is less than predicted one weights ...
- 23
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2
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552
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How to assign costs to the confusion matrix
I am trying to assign costs to the confusion matrix. That is, in my problem, a FP does not have the same cost as a FN, so I want to assign to these cases a cost "x" so that the algorithm ...
- 334
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Are cost functions typically normalized?
I'm very new to writing cost functions for optimization and I have what may be a basic question or just a misinterpretation.
I have multiple cost functions that I'd like to add up into one total cost ...
3
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2
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377
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Difference between loss and cost function in the specific context of MAE in multiple-regression?
I've often met with the Mean Absolute Error loss function when dealing with regression problems in Artificial Neural Networks, but I'm still slightly confused about the difference between the word '...
- 133
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In practice, what is the cost function of a neural network?
I want to ask a fairly simple question I think. I have a deep background in pure mathematics, so I don't have too much trouble understanding the mathematics of the cost function, but I would just like ...
- 101
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Can anyone help me about cost function in linear regression. As from the below plot we have input values and predicted value there is no Y value, help
Can anyone help out please? I don't understand this
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Finding global optimum of unknown and expensive function
I would like to find optimal combination of parameters for the algorithm affecting the disk space used by some storage. Therefore, several algorithm parameters (...
- 103
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Cost function - Log Loss query
What is the purpose of using "log" in the logistic regression cost function "log loss"?
- 337
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The formula of loss function uses '(i)' as power of expected and real variables. What does that mean?
In the formula below, could one understand $y^{(i)}$ as $y_i$ ? If not, what is the fundamental difference ?
$$ j(\theta_0, \theta_1) = \frac{1}{2m}\sum_{i=1}^m(h_{\theta}(x^{(i)})-y^{(i)})^2 $$
1
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What's the correct cost function for Linear Regression
As we all know the cost function for linear regression is:
Where as when we use Ridge Regression we simply add lambda*slope**2 but there I always seee the below as cost function of linear Regression ...
- 193