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记录一下我遇到的各种在SVM、LDM中遇到的各种loss。
Hinge Loss
l_1 Loss
UP Loss
全称：Unified Pinball Loss
Generally, UP loss is defined as:
where τ ∈ [−1,0) or τ ∈ (0,1] is a parameter that determines the penalty ratio. When τ = 0 and τ = 1, UP loss degenerates into the hinge loss and the l_1 loss.
