Loss functions for classification - Wikipedia
https://en.wikipedia.org/wiki/Loss_functions_for_classification
OverviewBayes consistencyLogistic lossExponential lossSavage lossTangent lossHinge lossGeneralized smooth hinge lossUtilizing Bayes' theorem, it can be shown that the optimal , i.e., the one that minimizes the expected risk associated with the zero-one loss, implements the Bayes optimal decision rule for a binary classification problem and is in the form of .A loss function is said to be classification-calibrated or Bayes consistent if its optimal is such that and …
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