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Vapnik described the "three main learning problems" of pattern recognition, regression estimation and density estimation. These are defined in terms of the loss functions used to evaluate performance (0-1 loss, squared loss and log loss respectively). But there are many other loss functions one could use. In this chapter I will summarise some recent work by myself and colleagues studying the theoretical aspects of loss functions. The results elucidate the richness of the set of loss functionsdoi:10.1007/978-3-642-41136-6_8 dblp:conf/birthday/Williamson13 fatcat:ws5ry6sf3jbu5eoj7vcgbgelsq