In machine learning, the hinge loss is a loss function used for training classifiers. The hinge loss is used for "maximum-margin" classification, most notably for support vector machines (SVMs). For an intended output t = ±1 and a classifier score y, the hinge loss of the prediction y is defined as
Note that y should be the "raw" output of the SVM's decision function, not the predicted class label. E.g., in linear SVMs, .
It can be seen that when and have the same sign (meaning predicts the right class) and , (one-sided error), but when they have opposite sign, increases linearly with .
While SVMs are commonly extended to multiclass classification in a one-vs.-all or one-vs.-one fashion, there exists a "true" multiclass version of the hinge loss due to Crammer and Singer, defined for a linear classifier as
In structured prediction, the hinge loss can be further extended to structured output spaces. Structured SVMs use the following variant, where w denotes the SVM's parameters, φ the joint feature function, and Δ the Hamming loss:
The hinge loss is a convex function, so many of the usual convex optimizers used in machine learning can work with it. It is not differentiable, but has a subgradient with respect to model parameters of a linear SVM with score function that is given by
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