The asymmetric loss is \(\ell_\tau(r) = {{c1::\tau \max\{r,0\} + (1-\tau)\max\{-r,0\}}}\). A higher \(\tau\) means steeper penalty for over-shooting (positive residual), lower \(\tau\) means steeper penalty for under-shooting.
Note 1: ETH::Major: Information and Data Processing::IML
Deck: ETH::Major: Information and Data Processing::IML
Note Type: Horvath Cloze
GUID:
modified
Note Type: Horvath Cloze
GUID:
xwS2i87ME6
Before
Front
Back
The asymmetric loss is \(\ell_\tau(r) = {{c1::\tau \max\{r,0\} + (1-\tau)\max\{-r,0\}}}\). A higher \(\tau\) means steeper penalty for over-shooting (positive residual), lower \(\tau\) means steeper penalty for under-shooting.
Like absolute loss, but with two different slopes on each side of the y-axis.
After
Front
The asymmetric loss is \(\ell_\tau(r) = {{c1::\tau \max\{r,0\} + (1-\tau)\max\{-r,0\} }}\). A higher \(\tau\) means steeper penalty for over-shooting (positive residual), lower \(\tau\) means steeper penalty for under-shooting.
Back
The asymmetric loss is \(\ell_\tau(r) = {{c1::\tau \max\{r,0\} + (1-\tau)\max\{-r,0\} }}\). A higher \(\tau\) means steeper penalty for over-shooting (positive residual), lower \(\tau\) means steeper penalty for under-shooting.
Like absolute loss, but with two different slopes on each side of the y-axis.
Field-by-field Comparison
| Field | Before | After |
|---|---|---|
| Text | The asymmetric loss is \(\ell_\tau(r) = {{c1::\tau \max\{r,0\} + (1-\tau)\max\{-r,0\}}}\). A higher \(\tau\) means {{c2::steeper penalty for over-shooting (positive residual)}}, lower \(\tau\) means {{c3::steeper penalty for under-shooting}}. | The asymmetric loss is \(\ell_\tau(r) = {{c1::\tau \max\{r,0\} + (1-\tau)\max\{-r,0\} }}\). A higher \(\tau\) means {{c2::steeper penalty for over-shooting (positive residual)}}, lower \(\tau\) means {{c3::steeper penalty for under-shooting}}. |