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What is log loss (cross-entropy) and what does a specific value mean?

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Answer

  • For binary: log loss = -1/n * sum [y log(p) + (1-y) log(1-p)].
  • It's the negative log-likelihood of the observed labels under the predicted probabilities — proper scoring rule that rewards well-calibrated confident predictions and heavily punishes confident mistakes. log(0.5)\operatorname{log}(0.5) ≈ 0.693 is the loss of always predicting 0.5 (max-uncertainty baseline).
  • Above that, your model is worse than uninformative; below, it's actually learning something.
  • Never use log loss for evaluation on a mis-calibrated model.
Check yourself — multiple choice
  • Log loss ignores predicted probabilities
  • It's the negative log-likelihood; log(0.5)\operatorname{log}(0.5) ≈ 0.693 is the uninformative baseline
  • Log loss can be negative
  • It only works for regression

Log loss = NLL. 0.693 ≈ always-0.5 baseline. Proper scoring rule.

#metrics#classification#calibration

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