Absolutely ! For squared loss almost every theorem you want to be to be true are actually true. In a way its dangerous because it sets up bad expectations (* n

Absolutely ! For squared loss almost every theorem you want to be to be true are actually true. In a way its dangerous because it sets up bad expectations (* no nerd pun intended). A result that holds for squared loss but not for others is the SVD as a low rank approximation of a matrix. *Expectation minimizes the squared loss