In mathematical optimization, statistics, decision theory and machine learning, a loss function or cost function is a function that maps an event or values of one or more variables onto a real number intuitively representing some "cost" associated with the event.
Source: Loss function on Wikipedia
Sagt man tatsächlich "Verlustfunktion" wie z.B. auf statsoft.de?
Duden.de kennt "Verlustfunktion" jedenfalls nicht.