Loss Functions - UDL

Below are some brief notes on loss functions from Understanding Deep Learning.

• Most losses are some form of negative log likelihood.
• There is a ‘formula’ for writing loss functions:
  • Model predicts parameters of a distribution, on which the probability of data is evaluated.
  • Maximize probability of data, or minimize negative log probability of data.
• Assume data is independent
  • Assume the value of one datapoint does not affect the value of another (after the model is optimized)
  • The probability of observing all your datapoints is the product of the probabilities of observing each of your individual datapoints.

MSE Loss

• MSE results from assuming y is sampled from gaussians with means determined by x
• In the heterodastic MSE, the variance of the output varies with the input

BCE Loss

• BCE loss comes from assuming the distribution $p(y \mid x)$ is Bernoulli (there’s a visualization)
• Multiclass cross entropy loss is discussed here as well
• There is a table of distributions, and their usage in different tasks.

Other Notes

• In multi-output situations, assume different outputs are conditionally independent given the input.
• NLL minimization is the same as minimizing cross entropy between (possibly conditional on input) data distributions. This is really cool!

Reference Sheet: UDL Chapter 5 Last Reviewed: 11/1/24