111 reputation
3
bio website mark.reid.name
location Australia
age 37
visits member for 2 years, 8 months
seen Dec 7 '11 at 6:07
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Australian post-doctoral researcher in statistical machine learning with a penchant for hacking in a variety of languages including Java, Ruby, Haskell and Prolog.

Jul
22
awarded  Teacher
Sep
12
comment Good introduction into different kinds of entropy
Yes. The entropy for square loss is constant and the entropy for 0-1 loss is min(p,1-p). What's also interesting is that these have strong correspondences to divergences too. The square loss to the Hellinger divergence and 0-1 loss to variational divergence. Since entropies defined like this they are necessarily concave functions and it turns out the f-divergence built using f(p) = -entropy(p). Bob Williamson and I have explored some of this in our paper: arxiv.org/abs/0901.0356 . It's fun stuff.
Sep
5
awarded  Autobiographer
Sep
5
awarded  Supporter
Sep
5
answered Good introduction into different kinds of entropy