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multinomial logistic loss

Multinomial logistic loss, commonly known as categorical cross-entropy loss or multiclass log loss, is a performance metric and optimization objective used in machine learning and statistics for multiclass classification problems. It measures the discrepancy between the true categorical label of an input and the predicted probability distribution generated by a model, which is typically computed across multiple mutually exclusive classes using the softmax function. Formally derived as the negative log-likelihood of the correct class under a multinomial distribution, the function assigns a severe penalty to predictions that assign low probability to the actual target. Because it provides a continuous, differentiable, and convex surrogate for discrete classification error, it is widely utilized for parameter estimation via gradient-based optimization in multinomial logistic regression and deep neural networks.

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