Loss.h

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

namespace CNum::Model::Loss {
  using GHFunction = std::function< double(double, double) >;
  using LossFunction = std::function< double(const CNum::DataStructs::Matrix<double> &,
                         const CNum::DataStructs::Matrix<double> &) >;
  

  struct LossProfile {
    LossFunction loss_func;
    GHFunction gradient_func;
    GHFunction hessian_func;
  };
  
  double MSE_loss(const CNum::DataStructs::Matrix<double> &y,
          const CNum::DataStructs::Matrix<double> &y_pred);

  double MSE_gradient(double y,
              double y_pred);

  double MSE_hessian(double y,
             double y_pred);

  double RMSE_loss(const CNum::DataStructs::Matrix<double> &y,
           const CNum::DataStructs::Matrix<double> &y_pred);

  double binary_crossentropy_loss(const CNum::DataStructs::Matrix<double> &y,
                  const CNum::DataStructs::Matrix<double> &y_pred);

  double binary_crossentropy_gradient(double y,
                      double y_pred);

  double binary_crossentropy_hessian(double y,
                     double y_pred);
  
  void 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);

  double get_loss(const CNum::DataStructs::Matrix<double> &y,
          const CNum::DataStructs::Matrix<double> &y_pred,
          LossFunction &loss_func);

  LossProfile get_loss_profile(::std::string loss);
  
};
 
#endif