Do you have any experience with unexplained weight loss?
No, is it a health challenge? 
No, unexplained weight loss is not caused by dieting, but can be a symptom of a serious medical condition.
You mean one would just loose weight simply by starving  his or herself? 
no it usually happens when someone is sick - like cancer - it happens when the body is expending more energy in work than absorbing in food.
So are there  treatment of such cases?
Cancer
Cancer is a group of diseases involving abnormal cell growth with the potential to invade or spread to other parts of the body. These contrast with benign tumors, which do not spread. Possible signs and symptoms include a lump, abnormal bleeding, prolonged cough, unexplained weight loss, and a change in bowel movements. While these symptoms may indicate cancer, they can also have other causes. Over 100 types of cancers affect humans.
Tobacco use is the cause of about 22% of cancer deaths. Another 10
a dental problem that requires floating of the teeth. Sometimes, weight loss is a symptom of a more serious medical condition. Any horse with an unexplained weight loss usually should be examined by a veterinarian.
A normal horse may become a hard keeper when it becomes older, particularly when over the age of 20 to 25 years. There are some body weight distribution changes that are linked to age, including a loss of muscle tone along the spine and hip that lead to somewhat more visible withers, hipbones, and ribs