Loss functions for calculating prediction error. More...

#include "xcsf.h"

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Macros
#define	LOSS_INVALID (-1)
	Error code for invalid loss type. More...

#define	LOSS_MAE (0)
	Mean absolute error. More...

#define	LOSS_MSE (1)
	Mean squared error. More...

#define	LOSS_RMSE (2)
	Root mean squared error. More...

#define	LOSS_LOG (3)
	Log loss. More...

#define	LOSS_BINARY_LOG (4)
	Binary log loss. More...

#define	LOSS_ONEHOT (5)
	One-hot encoding classification error. More...

#define	LOSS_HUBER (6)
	Huber loss. More...

#define	LOSS_NUM (7)
	Total number of selectable loss functions. More...

#define	LOSS_STRING_MAE ("mae\0")
	Mean absolute error. More...

#define	LOSS_STRING_MSE ("mse\0")
	Mean squared error. More...

#define	LOSS_STRING_RMSE ("rmse\0")
	Root mean squared error. More...

#define	LOSS_STRING_LOG ("log\0")
	Log loss. More...

#define	LOSS_STRING_BINARY_LOG ("binary_log\0")
	Binary log loss. More...

#define	LOSS_STRING_ONEHOT ("onehot\0")
	One-hot classification error. More...

#define	LOSS_STRING_HUBER ("huber\0")
	Huber loss. More...

#define	LOSS_OPTIONS "mae, mse, rmse, log, binary_log, one_hot, huber"

Functions
double	loss_huber (const struct XCSF xcsf, const double pred, const double *y)
	Huber loss function. More...

double	loss_mae (const struct XCSF xcsf, const double pred, const double *y)
	Mean absolute error loss function. More...

double	loss_mse (const struct XCSF xcsf, const double pred, const double *y)
	Mean squared error loss function. More...

double	loss_rmse (const struct XCSF xcsf, const double pred, const double *y)
	Root mean squared error loss function. More...

double	loss_log (const struct XCSF xcsf, const double pred, const double *y)
	Logistic log loss for multi-class classification. More...

double	loss_binary_log (const struct XCSF xcsf, const double pred, const double *y)
	Binary logistic log loss for binary-class classification. More...

double	loss_onehot (const struct XCSF xcsf, const double pred, const double *y)
	One-hot classification error. More...

int	loss_set_func (struct XCSF *xcsf)
	Sets the XCSF error function to the implemented function. More...

const char *	loss_type_as_string (const int type)
	Returns a string representation of a loss type from the integer. More...

int	loss_type_as_int (const char *type)
	Returns the integer representation of a loss type given a name. More...

Detailed Description

Loss functions for calculating prediction error.

Author: Richard Preen rpree.nosp@m.n@gm.nosp@m.ail.c.nosp@m.om

Copyright: The Authors.

Date: 2019–2022.

Definition in file loss.h.

Macro Definition Documentation

◆ LOSS_BINARY_LOG

#define LOSS_BINARY_LOG (4)

Binary log loss.

Definition at line 33 of file loss.h.

◆ LOSS_HUBER

#define LOSS_HUBER (6)

Huber loss.

Definition at line 35 of file loss.h.

◆ LOSS_INVALID

#define LOSS_INVALID (-1)

Error code for invalid loss type.

Definition at line 28 of file loss.h.

◆ LOSS_LOG

#define LOSS_LOG (3)

Log loss.

Definition at line 32 of file loss.h.

◆ LOSS_MAE

#define LOSS_MAE (0)

Mean absolute error.

Definition at line 29 of file loss.h.

◆ LOSS_MSE

#define LOSS_MSE (1)

Mean squared error.

Definition at line 30 of file loss.h.

◆ LOSS_NUM

#define LOSS_NUM (7)

Total number of selectable loss functions.

Definition at line 36 of file loss.h.

◆ LOSS_ONEHOT

#define LOSS_ONEHOT (5)

One-hot encoding classification error.

Definition at line 34 of file loss.h.

◆ LOSS_OPTIONS

#define LOSS_OPTIONS "mae, mse, rmse, log, binary_log, one_hot, huber"

Definition at line 46 of file loss.h.

◆ LOSS_RMSE

#define LOSS_RMSE (2)

Root mean squared error.

Definition at line 31 of file loss.h.

◆ LOSS_STRING_BINARY_LOG

#define LOSS_STRING_BINARY_LOG ("binary_log\0")

Binary log loss.

Definition at line 42 of file loss.h.

◆ LOSS_STRING_HUBER

#define LOSS_STRING_HUBER ("huber\0")

Huber loss.

Definition at line 44 of file loss.h.

◆ LOSS_STRING_LOG

#define LOSS_STRING_LOG ("log\0")

Log loss.

Definition at line 41 of file loss.h.

◆ LOSS_STRING_MAE

#define LOSS_STRING_MAE ("mae\0")

Mean absolute error.

Definition at line 38 of file loss.h.

◆ LOSS_STRING_MSE

#define LOSS_STRING_MSE ("mse\0")

Mean squared error.

Definition at line 39 of file loss.h.

◆ LOSS_STRING_ONEHOT

#define LOSS_STRING_ONEHOT ("onehot\0")

One-hot classification error.

Definition at line 43 of file loss.h.

◆ LOSS_STRING_RMSE

#define LOSS_STRING_RMSE ("rmse\0")

Root mean squared error.

Definition at line 40 of file loss.h.

Function Documentation

◆ loss_binary_log()

double loss_binary_log	(	const struct XCSF *	xcsf,
		const double *	pred,
		const double *	y
	)

Binary logistic log loss for binary-class classification.

Parameters

[in]	xcsf	The XCSF data structure.
[in]	pred	The predicted values.
[in]	y	The true values.

Returns: The log error.

Definition at line 102 of file loss.c.

Referenced by loss_set_func().

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◆ loss_huber()

double loss_huber	(	const struct XCSF *	xcsf,
		const double *	pred,
		const double *	y
	)

Huber loss function.

Parameters

[in]	xcsf	The XCSF data structure.
[in]	pred	The predicted values.
[in]	y	The true values.

Returns: The Huber loss.

Definition at line 137 of file loss.c.

Referenced by loss_set_func().

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◆ loss_log()

double loss_log	(	const struct XCSF *	xcsf,
		const double *	pred,
		const double *	y
	)

Logistic log loss for multi-class classification.

Precondition: The sum of predictions = 1 and a single target y_i has a value of 1.

Parameters

[in]	xcsf	The XCSF data structure.
[in]	pred	The predicted values.
[in]	y	The true values.

Returns: The log error.

Definition at line 85 of file loss.c.

Referenced by loss_set_func().

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◆ loss_mae()

double loss_mae	(	const struct XCSF *	xcsf,
		const double *	pred,
		const double *	y
	)

Mean absolute error loss function.

Parameters

[in]	xcsf	The XCSF data structure.
[in]	pred	The predicted values.
[in]	y	The true values.

Returns: The mean absolute error.

Definition at line 35 of file loss.c.

Referenced by loss_set_func().

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◆ loss_mse()

double loss_mse	(	const struct XCSF *	xcsf,
		const double *	pred,
		const double *	y
	)

Mean squared error loss function.

Parameters

[in]	xcsf	The XCSF data structure.
[in]	pred	The predicted values.
[in]	y	The true values.

Returns: The mean squared error.

Definition at line 53 of file loss.c.

Referenced by loss_rmse(), and loss_set_func().

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◆ loss_onehot()

double loss_onehot	(	const struct XCSF *	xcsf,
		const double *	pred,
		const double *	y
	)

One-hot classification error.

Parameters

[in]	xcsf	The XCSF data structure.
[in]	pred	The predicted values.
[in]	y	The true values.

Returns: The one-hot classification error.

Definition at line 120 of file loss.c.

References argmax().

Referenced by loss_set_func().

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◆ loss_rmse()

double loss_rmse	(	const struct XCSF *	xcsf,
		const double *	pred,
		const double *	y
	)

Root mean squared error loss function.

Parameters

[in]	xcsf	The XCSF data structure.
[in]	pred	The predicted values.
[in]	y	The true values.

Returns: The root mean squared error.

Definition at line 71 of file loss.c.

References loss_mse().

Referenced by loss_set_func().

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◆ loss_set_func()

int loss_set_func ( struct XCSF * xcsf )

Sets the XCSF error function to the implemented function.

Parameters

[in] xcsf The XCSF data structure.

Returns: Integer representation of the loss function.

Definition at line 159 of file loss.c.

References loss_binary_log(), LOSS_BINARY_LOG, loss_huber(), LOSS_HUBER, LOSS_INVALID, loss_log(), LOSS_LOG, loss_mae(), LOSS_MAE, loss_mse(), LOSS_MSE, loss_onehot(), LOSS_ONEHOT, loss_rmse(), and LOSS_RMSE.

Referenced by param_load(), param_set_loss_func(), and param_set_loss_func_string().

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◆ loss_type_as_int()

int loss_type_as_int ( const char * type )

Returns the integer representation of a loss type given a name.

Parameters

[in] type String representation of a loss function type.

Returns: Integer representing the loss function type.

Definition at line 223 of file loss.c.

References LOSS_BINARY_LOG, LOSS_HUBER, LOSS_INVALID, LOSS_LOG, LOSS_MAE, LOSS_MSE, LOSS_ONEHOT, LOSS_RMSE, LOSS_STRING_BINARY_LOG, LOSS_STRING_HUBER, LOSS_STRING_LOG, LOSS_STRING_MAE, LOSS_STRING_MSE, LOSS_STRING_ONEHOT, and LOSS_STRING_RMSE.

Referenced by param_set_loss_func_string().

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◆ loss_type_as_string()

const char* loss_type_as_string ( const int type )

Returns a string representation of a loss type from the integer.

Parameters

[in] type Integer representation of a loss function type.

Returns: String representing the name of the loss function type.

Definition at line 194 of file loss.c.

References LOSS_BINARY_LOG, LOSS_HUBER, LOSS_LOG, LOSS_MAE, LOSS_MSE, LOSS_ONEHOT, LOSS_RMSE, LOSS_STRING_BINARY_LOG, LOSS_STRING_HUBER, LOSS_STRING_LOG, LOSS_STRING_MAE, LOSS_STRING_MSE, LOSS_STRING_ONEHOT, and LOSS_STRING_RMSE.

Referenced by param_json_export().

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Macros

Functions

Detailed Description

Macro Definition Documentation

◆ LOSS_BINARY_LOG

◆ LOSS_HUBER

◆ LOSS_INVALID

◆ LOSS_LOG

◆ LOSS_MAE

◆ LOSS_MSE

◆ LOSS_NUM

◆ LOSS_ONEHOT

◆ LOSS_OPTIONS

◆ LOSS_RMSE

◆ LOSS_STRING_BINARY_LOG

◆ LOSS_STRING_HUBER

◆ LOSS_STRING_LOG

◆ LOSS_STRING_MAE

◆ LOSS_STRING_MSE

◆ LOSS_STRING_ONEHOT

◆ LOSS_STRING_RMSE

Function Documentation

◆ loss_binary_log()

◆ loss_huber()

◆ loss_log()

◆ loss_mae()

◆ loss_mse()

◆ loss_onehot()

◆ loss_rmse()

◆ loss_set_func()

◆ loss_type_as_int()

◆ loss_type_as_string()