Robust Loss Functions
Overview
Robust loss functions study how to train models when data contain outliers, incorrect labels, heavy-tailed noise, or other unreliable observations. Common approaches include bounded or truncated residual losses, symmetric and generalized cross-entropy losses, divergence-based objectives, and sample reweighting; they are used in settings from regression and image classification to scientific estimation. These methods can improve performance under contamination, but their results depend on the type and level of noise and on choices such as loss shape and scale. A central challenge is gaining robustness without sacrificing clean-data accuracy, calibration, or efficiency, while establishing guarantees that match real-world benchmarks.
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