Deep Learning, Ian Goodfellow, Yoshua Bengio, and Aaron Courville, 2016 (MIT Press) - A foundational textbook that covers loss functions, their types, and their role in training deep neural networks.
Pattern Recognition and Machine Learning, Christopher M. Bishop, 2006 (Springer)DOI: 10.1007/bpa28_b13998 - A classic machine learning textbook providing a comprehensive statistical understanding of various loss functions, including those used in regression and classification.