poisson_loss Class Reference

Inheritance diagram for poisson_loss:

Public Member Functions
std::string	getType ()
float	getLoss (shared_data *, float prediction, float label)
float	getUpdate (float prediction, float label, float update_scale, float pred_per_update)
float	getUnsafeUpdate (float prediction, float label, float update_scale)
float	getRevertingWeight (shared_data *, float, float)
float	getSquareGrad (float prediction, float label)
float	first_derivative (shared_data *, float prediction, float label)
float	second_derivative (shared_data *, float prediction, float)
Public Member Functions inherited from loss_function
virtual	~loss_function ()

Detailed Description

Definition at line 305 of file loss_functions.cc.

Member Function Documentation

first_derivative()

float poisson_loss::first_derivative ( shared_data *  , float  prediction, float  label  )

inlinevirtual

Implements loss_function.

Definition at line 350 of file loss_functions.cc.

  {
    float exp_prediction = expf(prediction);
    return (exp_prediction - label);
  }

getLoss()

float poisson_loss::getLoss ( shared_data *  , float  prediction, float  label  )

inlinevirtual

Implements loss_function.

Definition at line 310 of file loss_functions.cc.

References f.

  {
    if (label < 0.f)
      std::cout << "You are using label " << label << " but loss function expects label >= 0!" << std::endl;
    float exp_prediction = expf(prediction);
    // deviance is used instead of log-likelihood
    return 2 * (label * (logf(label + 1e-6f) - prediction) - (label - exp_prediction));
  }

getRevertingWeight()

float poisson_loss::getRevertingWeight ( shared_data *  , float  , float    )

inlinevirtual

Implements loss_function.

Definition at line 339 of file loss_functions.cc.

References THROW.

  {
    THROW("Active learning not supported by poisson loss");
  }

getSquareGrad()

float poisson_loss::getSquareGrad ( float  prediction, float  label  )

inlinevirtual

Implements loss_function.

Definition at line 344 of file loss_functions.cc.

  {
    float exp_prediction = expf(prediction);
    return (exp_prediction - label) * (exp_prediction - label);
  }

getType()

std::string poisson_loss::getType ( )

inlinevirtual

Implements loss_function.

Definition at line 308 of file loss_functions.cc.

{ return "poisson"; }

getUnsafeUpdate()

float poisson_loss::getUnsafeUpdate ( float  prediction, float  label, float  update_scale  )

inlinevirtual

Implements loss_function.

Definition at line 333 of file loss_functions.cc.

  {
    float exp_prediction = expf(prediction);
    return (label - exp_prediction) * update_scale;
  }

getUpdate()

float poisson_loss::getUpdate ( float  prediction, float  label, float  update_scale, float  pred_per_update  )

inlinevirtual

Implements loss_function.

Definition at line 319 of file loss_functions.cc.

  {
    float exp_prediction = expf(prediction);
    if (label > 0)
    {
      return label * update_scale -
          log1p(exp_prediction * expm1(label * update_scale * pred_per_update) / label) / pred_per_update;
    }
    else
    {
      return -log1p(exp_prediction * update_scale * pred_per_update) / pred_per_update;
    }
  }

second_derivative()

float poisson_loss::second_derivative ( shared_data *  , float  prediction, float    )

inlinevirtual

Implements loss_function.

Definition at line 356 of file loss_functions.cc.

  {
    float exp_prediction = expf(prediction);
    return exp_prediction;
  }

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

• /mnt/c/w/linux/vowpal_wabbit/vowpalwabbit/loss_functions.cc