平方损失函数
L ( y i , f ( x i ) ) = ∑ i = 1 n ( y i − f ( x i ) ) 2 L(y_i, f(x_i))=\sum_{i=1}^{n}(y_i-f(x_i))^2 L(yi,f(xi))=∑i=1n(yi−f(xi))2
适用于回归预测
延伸
MSE(Mean Square Error)
M S E = L n MSE = \frac{L}{n} MSE=nL
绝对值损失函数
L ( y i , f ( x i ) ) = ∣ y i − f ( x i ) ∣ L(y_i, f(x_i))=|y_i-f(x_i)| L(yi,f(xi