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A best estimator wrt. some loss function is an estimator that minimizes the average value of that loss function.

Optimizing (ie. training) an estimator with input data will result in different results depending on the distribution of data points: wherever there is a high density of data points, the optimizer will reduce the error there, possibly incurring greater error where the density of data points is lower.

Given probability density functions (PDF) $P(X)$ and $P(X\mid M)$ for a latent variable $X$ and an observable $M$, an optimal estimator for $X$ wrt. the loss function $F$ is given by $$f_{opt} = \mathrm{arg min}_f \int P(x) \int P(x\mid m) L(x,f(m))\;dx\;dm$$