The generalization performance of deep neural networks in classification tasks is a major concern in machine learning research. Despite widespread techniques used to diminish the over-fitting issue such as data augmentation, pseudo-labeling, regularization, and ensemble learning, this performance still needs to be enhanced with other approaches. In recent years, it has been theoretically demonstrated that the loss function characteristics i.e. its Lipschitzness and maximum value affect the generalization performance of deep neural networks which can be utilized as a guidance to propose novel distance measures. In this paper, by analyzing the aforementioned characteristics, we introduce a distance called Reduced Jeffries-Matusita as a loss function for training deep classification models to reduce the over-fitting issue. In our experiments, we evaluate the new loss function in two different problems: image classification in computer vision and node classification in the context of graph learning. The results show that the new distance measure stabilizes the training process significantly, enhances the generalization ability, and improves the performance of the models in the Accuracy and F1-score metrics, even if the training set size is small.
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