Writing your own loss function for system identification

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I'm working on a problem of system identification. The documentation for SI in 'Loss Function and Model Quality Metrics' illustrates a general form of the loss function used to estimate the parameters of the system. I was curious to know if we can write our own loss function which can be minimised by the solver?

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Ashwini Venkatappa
Ashwini Venkatappa 2017-5-15
The function to specify the original loss\evaluation function is not provided.

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