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CLossFunction Class Referenceabstract

Detailed Description

Class CLossFunction is the base class of all loss functions.

The class provides the loss for one example, first and second derivates of the loss function, (used very commonly) the square of the gradient and the importance-aware weight update for the function. (used mainly for VW)

Refer: Online Importance Weight Aware Updates, Nikos Karampatziakis, John Langford http://arxiv.org/abs/1011.1576

Definition at line 57 of file LossFunction.h.

Inheritance diagram for CLossFunction:
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Public Member Functions

 CLossFunction ()
 
virtual ~CLossFunction ()
 
virtual float64_t loss (float64_t prediction, float64_t label)
 
virtual float64_t loss (float64_t z)=0
 
virtual float64_t first_derivative (float64_t prediction, float64_t label)
 
virtual float64_t first_derivative (float64_t z)=0
 
virtual float64_t second_derivative (float64_t prediction, float64_t label)
 
virtual float64_t second_derivative (float64_t z)=0
 
virtual float64_t get_update (float64_t prediction, float64_t label, float64_t eta_t, float64_t norm)=0
 
virtual float64_t get_square_grad (float64_t prediction, float64_t label)=0
 
virtual ELossType get_loss_type ()=0
 
virtual const char * get_name () const
 
virtual CSGObjectshallow_copy () const
 
virtual CSGObjectdeep_copy () const
 
virtual bool is_generic (EPrimitiveType *generic) const
 
template<class T >
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
void unset_generic ()
 
virtual void print_serializable (const char *prefix="")
 
virtual bool save_serializable (CSerializableFile *file, const char *prefix="")
 
virtual bool load_serializable (CSerializableFile *file, const char *prefix="")
 
void set_global_io (SGIO *io)
 
SGIOget_global_io ()
 
void set_global_parallel (Parallel *parallel)
 
Parallelget_global_parallel ()
 
void set_global_version (Version *version)
 
Versionget_global_version ()
 
SGStringList< char > get_modelsel_names ()
 
void print_modsel_params ()
 
char * get_modsel_param_descr (const char *param_name)
 
index_t get_modsel_param_index (const char *param_name)
 
void build_gradient_parameter_dictionary (CMap< TParameter *, CSGObject * > *dict)
 
virtual void update_parameter_hash ()
 
virtual bool parameter_hash_changed ()
 
virtual bool equals (CSGObject *other, float64_t accuracy=0.0, bool tolerant=false)
 
virtual CSGObjectclone ()
 

Public Attributes

SGIOio
 
Parallelparallel
 
Versionversion
 
Parameterm_parameters
 
Parameterm_model_selection_parameters
 
Parameterm_gradient_parameters
 
uint32_t m_hash
 

Protected Member Functions

virtual void load_serializable_pre () throw (ShogunException)
 
virtual void load_serializable_post () throw (ShogunException)
 
virtual void save_serializable_pre () throw (ShogunException)
 
virtual void save_serializable_post () throw (ShogunException)
 

Constructor & Destructor Documentation

Constructor

Definition at line 64 of file LossFunction.h.

virtual ~CLossFunction ( )
virtual

Destructor

Definition at line 69 of file LossFunction.h.

Member Function Documentation

void build_gradient_parameter_dictionary ( CMap< TParameter *, CSGObject * > *  dict)
inherited

Builds a dictionary of all parameters in SGObject as well of those of SGObjects that are parameters of this object. Dictionary maps parameters to the objects that own them.

Parameters
dictdictionary of parameters to be built.

Definition at line 597 of file SGObject.cpp.

CSGObject * clone ( )
virtualinherited

Creates a clone of the current object. This is done via recursively traversing all parameters, which corresponds to a deep copy. Calling equals on the cloned object always returns true although none of the memory of both objects overlaps.

Returns
an identical copy of the given object, which is disjoint in memory. NULL if the clone fails. Note that the returned object is SG_REF'ed

Definition at line 714 of file SGObject.cpp.

CSGObject * deep_copy ( ) const
virtualinherited

A deep copy. All the instance variables will also be copied.

Definition at line 198 of file SGObject.cpp.

bool equals ( CSGObject other,
float64_t  accuracy = 0.0,
bool  tolerant = false 
)
virtualinherited

Recursively compares the current SGObject to another one. Compares all registered numerical parameters, recursion upon complex (SGObject) parameters. Does not compare pointers!

May be overwritten but please do with care! Should not be necessary in most cases.

Parameters
otherobject to compare with
accuracyaccuracy to use for comparison (optional)
tolerantallows linient check on float equality (within accuracy)
Returns
true if all parameters were equal, false if not

Definition at line 618 of file SGObject.cpp.

virtual float64_t first_derivative ( float64_t  prediction,
float64_t  label 
)
virtual

Get first derivative of the loss function

Parameters
predictionprediction
labellabel
Returns
first derivative

Reimplemented in CHuberLoss, CAbsoluteDeviationLoss, CExponentialLoss, CHingeLoss, and CSquaredLoss.

Definition at line 101 of file LossFunction.h.

virtual float64_t first_derivative ( float64_t  z)
pure virtual

Get first derivative of the loss function

Parameters
zwhere to evaluate the derivative of the loss
Returns
first derivative

Implemented in CHuberLoss, CAbsoluteDeviationLoss, CExponentialLoss, CHingeLoss, CSquaredLoss, CLogLoss, CLogLossMargin, CSmoothHingeLoss, and CSquaredHingeLoss.

SGIO * get_global_io ( )
inherited

get the io object

Returns
io object

Definition at line 235 of file SGObject.cpp.

Parallel * get_global_parallel ( )
inherited

get the parallel object

Returns
parallel object

Definition at line 277 of file SGObject.cpp.

Version * get_global_version ( )
inherited

get the version object

Returns
version object

Definition at line 290 of file SGObject.cpp.

virtual ELossType get_loss_type ( )
pure virtual

Get loss type

abstract base method

Returns
loss type as enum

Implemented in CHuberLoss, CHingeLoss, CSquaredLoss, CAbsoluteDeviationLoss, CExponentialLoss, CLogLoss, CLogLossMargin, CSmoothHingeLoss, and CSquaredHingeLoss.

SGStringList< char > get_modelsel_names ( )
inherited
Returns
vector of names of all parameters which are registered for model selection

Definition at line 498 of file SGObject.cpp.

char * get_modsel_param_descr ( const char *  param_name)
inherited

Returns description of a given parameter string, if it exists. SG_ERROR otherwise

Parameters
param_namename of the parameter
Returns
description of the parameter

Definition at line 522 of file SGObject.cpp.

index_t get_modsel_param_index ( const char *  param_name)
inherited

Returns index of model selection parameter with provided index

Parameters
param_namename of model selection parameter
Returns
index of model selection parameter with provided name, -1 if there is no such

Definition at line 535 of file SGObject.cpp.

virtual const char* get_name ( ) const
virtual

Return the name of the object

Returns
LossFunction

Implements CSGObject.

Reimplemented in CHuberLoss, CHingeLoss, CSquaredLoss, CAbsoluteDeviationLoss, CExponentialLoss, CSquaredHingeLoss, CLogLoss, CLogLossMargin, and CSmoothHingeLoss.

Definition at line 173 of file LossFunction.h.

virtual float64_t get_square_grad ( float64_t  prediction,
float64_t  label 
)
pure virtual

Get square of gradient, used for adaptive learning

Parameters
predictionprediction
labellabel
Returns
square of gradient

Implemented in CHuberLoss, CHingeLoss, CSquaredLoss, CAbsoluteDeviationLoss, CExponentialLoss, CLogLoss, CLogLossMargin, CSmoothHingeLoss, and CSquaredHingeLoss.

virtual float64_t get_update ( float64_t  prediction,
float64_t  label,
float64_t  eta_t,
float64_t  norm 
)
pure virtual

Get importance aware weight update for this loss function

Parameters
predictionprediction
labellabel
eta_tlearning rate at update number t
normscale value
Returns
update

Implemented in CHuberLoss, CHingeLoss, CSquaredLoss, CAbsoluteDeviationLoss, CExponentialLoss, CLogLoss, CLogLossMargin, CSmoothHingeLoss, and CSquaredHingeLoss.

bool is_generic ( EPrimitiveType *  generic) const
virtualinherited

If the SGSerializable is a class template then TRUE will be returned and GENERIC is set to the type of the generic.

Parameters
genericset to the type of the generic if returning TRUE
Returns
TRUE if a class template.

Definition at line 296 of file SGObject.cpp.

bool load_serializable ( CSerializableFile file,
const char *  prefix = "" 
)
virtualinherited

Load this object from file. If it will fail (returning FALSE) then this object will contain inconsistent data and should not be used!

Parameters
filewhere to load from
prefixprefix for members
Returns
TRUE if done, otherwise FALSE

Definition at line 369 of file SGObject.cpp.

void load_serializable_post ( )
throw (ShogunException
)
protectedvirtualinherited

Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_POST is called.

Exceptions
ShogunExceptionwill be thrown if an error occurs.

Reimplemented in CKernel, CWeightedDegreePositionStringKernel, CList, CAlphabet, CLinearHMM, CGaussianKernel, CInverseMultiQuadricKernel, CCircularKernel, and CExponentialKernel.

Definition at line 426 of file SGObject.cpp.

void load_serializable_pre ( )
throw (ShogunException
)
protectedvirtualinherited

Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_PRE is called.

Exceptions
ShogunExceptionwill be thrown if an error occurs.

Reimplemented in CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, and CDynamicObjectArray.

Definition at line 421 of file SGObject.cpp.

virtual float64_t loss ( float64_t  prediction,
float64_t  label 
)
virtual

Get loss for an example

Parameters
predictionprediction
labellabel
Returns
loss

Reimplemented in CHuberLoss, CAbsoluteDeviationLoss, CExponentialLoss, CHingeLoss, and CSquaredLoss.

Definition at line 79 of file LossFunction.h.

virtual float64_t loss ( float64_t  z)
pure virtual

Get loss for an example

Parameters
zwhere to evaluate the loss
Returns
loss

Implemented in CHuberLoss, CAbsoluteDeviationLoss, CExponentialLoss, CHingeLoss, CSquaredLoss, CLogLoss, CLogLossMargin, CSmoothHingeLoss, and CSquaredHingeLoss.

bool parameter_hash_changed ( )
virtualinherited
Returns
whether parameter combination has changed since last update

Definition at line 262 of file SGObject.cpp.

void print_modsel_params ( )
inherited

prints all parameter registered for model selection and their type

Definition at line 474 of file SGObject.cpp.

void print_serializable ( const char *  prefix = "")
virtualinherited

prints registered parameters out

Parameters
prefixprefix for members

Definition at line 308 of file SGObject.cpp.

bool save_serializable ( CSerializableFile file,
const char *  prefix = "" 
)
virtualinherited

Save this object to file.

Parameters
filewhere to save the object; will be closed during returning if PREFIX is an empty string.
prefixprefix for members
Returns
TRUE if done, otherwise FALSE

Definition at line 314 of file SGObject.cpp.

void save_serializable_post ( )
throw (ShogunException
)
protectedvirtualinherited

Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_POST is called.

Exceptions
ShogunExceptionwill be thrown if an error occurs.

Reimplemented in CKernel.

Definition at line 436 of file SGObject.cpp.

void save_serializable_pre ( )
throw (ShogunException
)
protectedvirtualinherited

Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_PRE is called.

Exceptions
ShogunExceptionwill be thrown if an error occurs.

Reimplemented in CKernel, CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, and CDynamicObjectArray.

Definition at line 431 of file SGObject.cpp.

virtual float64_t second_derivative ( float64_t  prediction,
float64_t  label 
)
virtual

Get second derivative of the loss function

Parameters
predictionprediction
labellabel
Returns
second derivative

Reimplemented in CHuberLoss, CHingeLoss, CAbsoluteDeviationLoss, CExponentialLoss, and CSquaredLoss.

Definition at line 123 of file LossFunction.h.

virtual float64_t second_derivative ( float64_t  z)
pure virtual

Get second derivative of the loss function

Parameters
zwhere to evaluate the second derivative of the loss
Returns
second derivative

Implemented in CHuberLoss, CHingeLoss, CSquaredLoss, CAbsoluteDeviationLoss, CExponentialLoss, CLogLoss, CLogLossMargin, CSmoothHingeLoss, and CSquaredHingeLoss.

void set_generic ( )
inherited

Definition at line 41 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 46 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 51 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 56 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 61 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 66 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 71 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 76 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 81 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 86 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 91 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 96 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 101 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 106 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 111 of file SGObject.cpp.

void set_generic ( )
inherited

set generic type to T

void set_global_io ( SGIO io)
inherited

set the io object

Parameters
ioio object to use

Definition at line 228 of file SGObject.cpp.

void set_global_parallel ( Parallel parallel)
inherited

set the parallel object

Parameters
parallelparallel object to use

Definition at line 241 of file SGObject.cpp.

void set_global_version ( Version version)
inherited

set the version object

Parameters
versionversion object to use

Definition at line 283 of file SGObject.cpp.

CSGObject * shallow_copy ( ) const
virtualinherited

A shallow copy. All the SGObject instance variables will be simply assigned and SG_REF-ed.

Reimplemented in CGaussianKernel.

Definition at line 192 of file SGObject.cpp.

void unset_generic ( )
inherited

unset generic type

this has to be called in classes specializing a template class

Definition at line 303 of file SGObject.cpp.

void update_parameter_hash ( )
virtualinherited

Updates the hash of current parameter combination

Definition at line 248 of file SGObject.cpp.

Member Data Documentation

SGIO* io
inherited

io

Definition at line 369 of file SGObject.h.

Parameter* m_gradient_parameters
inherited

parameters wrt which we can compute gradients

Definition at line 384 of file SGObject.h.

uint32_t m_hash
inherited

Hash of parameter values

Definition at line 387 of file SGObject.h.

Parameter* m_model_selection_parameters
inherited

model selection parameters

Definition at line 381 of file SGObject.h.

Parameter* m_parameters
inherited

parameters

Definition at line 378 of file SGObject.h.

Parallel* parallel
inherited

parallel

Definition at line 372 of file SGObject.h.

Version* version
inherited

version

Definition at line 375 of file SGObject.h.


The documentation for this class was generated from the following file:

SHOGUN Machine Learning Toolbox - Documentation