A novel multi-scale loss function for classification problems in machine learning

Abstract: We introduce two-scale loss functions for use in various gradient descent algorithms applied to classification problems via deep neural networks. This new method is generic in the sense that it can be applied to a wide range of machine learning architectures, from deep neural networks to support vector machines for example. These two-scale loss functions allow to focus the training onto objects in the training set which are not well classified. This leads to an increase in several measures of performance for appropriately-defined two-scale loss functions with respect to the more classical cross-entropy when tested on traditional deep neural networks on the MNIST, CIFAR10, and CIFAR100 data-sets.