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Setting a proper cost objective function is critical to design a machine.

In applications, it maybe is impossible to compare every different cost functions because there would be really many if one goes in detail.

So where do you think that I can find such a good reference to learn the basics of different cost functions? Starting from well-known cost functions like

1) Square Loss 2) Logistic Loss, Exponential Loss 3) Hinge Loss, Truncated Hinge Loss 4) Cross Entropy,... Bla Bla

Extending to its variations and applications. Possibly it will be very nice, if a reference try to introduce more applied cost functions for some applications followingly.

The key point here is, the reference should try to offer some structured-intuitions for them. Trying to offer real motivations inside, and proper assignment of them for specific applications.

Is there any Entry-Level Reference for this interest? I found How to compare different loss functions and their risks But it doesn't feel like an Entry-Level :)

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I think a good beginner guide is the Kaggle wiki: https://www.kaggle.com/wiki/Metrics

You can get an idea of application based on what they have used in various competitions.

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  • $\begingroup$ This is very nice pal !! $\endgroup$ – Robin Feb 13 '17 at 22:29

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