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While it is possible to define some arbitrary, ad hoc cost function, frequently a particular cost will be used, either because it has desirable properties ( such as convexity ) or because it arises naturally from a particular formulation of the problem ( e. g., in a probabilistic formulation the posterior probability of the model can be used as an inverse cost ).
Ultimately, the cost function will depend on the desired task.
An overview of the three main categories of learning tasks is provided below.

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