Loss.h File Reference

#include "CNum/Model/Activation.h"
#include <string>
#include <functional>
#include <cmath>

Go to the source code of this file.

Classes
struct	CNum::Model::Loss::LossProfile
	The loss, gradient, and hessian functions associated with a loss function. More...

Namespaces
namespace	CNum::Model::Loss
	Loss functions.
namespace	CNum
	The umbrella namespace from which you can access all modules of CNum.
namespace	CNum::Model
	The namespace containing the ML models in CNum.

Typedefs
using	CNum::Model::Loss::GHFunction = std::function< double(double, double) >
using	CNum::Model::Loss::LossFunction

Functions
double	CNum::Model::Loss::MSE_loss (const CNum::DataStructs::Matrix< double > &y, const CNum::DataStructs::Matrix< double > &y_pred)
	Mean squared error.
double	CNum::Model::Loss::MSE_gradient (double y, double y_pred)
	Calculate the gradient value of the mean squared error.
double	CNum::Model::Loss::MSE_hessian (double y, double y_pred)
	Calculate the hessian (second order derivative) value of the mean squared error.
double	CNum::Model::Loss::RMSE_loss (const CNum::DataStructs::Matrix< double > &y, const CNum::DataStructs::Matrix< double > &y_pred)
	Root mean squared error.
double	CNum::Model::Loss::binary_crossentropy_loss (const CNum::DataStructs::Matrix< double > &y, const CNum::DataStructs::Matrix< double > &y_pred)
	Binary crossentropy (log loss).
double	CNum::Model::Loss::binary_crossentropy_gradient (double y, double y_pred)
	Calculate the gradient of the log loss.
double	CNum::Model::Loss::binary_crossentropy_hessian (double y, double y_pred)
	Calculate the hessian (second order derivative) of the log loss.
void	CNum::Model::Loss::get_gradients_hessians (const CNum::DataStructs::Matrix< double > &y, const CNum::DataStructs::Matrix< double > &y_pred, arena_view_t &g_out, arena_view_t &h_out, const arena_view_t &position_array, GHFunction &grad_func, GHFunction &hess_func)
	Get the Gradients and Hessians of a Matrix.
double	CNum::Model::Loss::get_loss (const CNum::DataStructs::Matrix< double > &y, const CNum::DataStructs::Matrix< double > &y_pred, LossFunction &loss_func)
	Get the loss of a matrix of values.
LossProfile	CNum::Model::Loss::get_loss_profile (::std::string loss)
	Get the LossProfile associated with a string (i.e. "MSE" -> mean squared error function).