On Tue, Mar 20, 2012 at 09:05:01PM +0100, David Marek wrote:

> I found loss functions in sgd_fast.pyx. Shouldn't they be used?

SGD is a minimization strategy, independent of any particular loss function.
The hinge loss and log loss are implemented but other losses are possible,
e.g. multiclass cross-entropy is very popular in the neural networks
literature (moreso than one-vs-all or one-vs-one hinge loss), squared error
or absolute error for regression tasks, etc.

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