|
Some common response types and loss functions |
|
| Response type |
Loss function |
|
|
|
| Quantitative |
Sum of squares ∑j(yj-ηj)2 |
| Censored survival time |
Partial log-likelihood |
| Categorical |
Multinomial log-likelihood |
Hastie et al. Genome Biology 2001 2:research0003.1 doi:10.1186/gb-2001-2-1-research0003 |
|