## 目标函数、代价函数和损失函数

What is a loss function in decision theory?

Objective function, cost function, loss function: are they the same thing?

What is the difference between a cost function and a loss function in machine learning?

CS231n笔记|3 损失函数和最优化

• 损失函数用于评判单个训练数据计算结果的好坏

• 代价函数用于评判整个训练数据计算结果的好坏

## 关联

$S$就是成绩函数，又称为评分函数，其目的是原始数据到类别的映射

$O$就是目标函数，其目的是量化预测分类结果和真实结果之间的的距离

$$O(\theta) = L(\theta)+\Omega(\theta) =\frac{1}{N} \sum_{j=1}^{N}loss(y_{j},f(x_{j}))+\lambda R(W)$$