Quoting from [section 4.3 in "Deep Learning"][1] book by Ian Goodfellow, Yoshua Bengio, Aaron Courville (emphasis in the original):


>The function we want to minimize or maximize is called the **objective function**, or **criterion**. When we are minimizing it, we may also call it the **cost function**, **loss function**, or **error function**. In this book, we use these terms interchangeably, though some machine learning publications assign special meaning to some of these terms.

In this book at least, loss and cost are the same. 


  [1]: https://www.deeplearningbook.org/contents/numerical.html