pmlpp/mlpp/cost/cost.h

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//
// Cost.hpp
//
// Created by Marc Melikyan on 1/16/21.
//
#ifndef Cost_hpp
#define Cost_hpp
#include <vector>
namespace MLPP{
class Cost{
public:
// Regression Costs
double MSE(std::vector <double> y_hat, std::vector<double> y);
double MSE(std::vector<std::vector<double>> y_hat, std::vector<std::vector<double>> y);
std::vector<double> MSEDeriv(std::vector <double> y_hat, std::vector<double> y);
std::vector<std::vector<double>> MSEDeriv(std::vector<std::vector<double>> y_hat, std::vector<std::vector<double>> y);
double RMSE(std::vector <double> y_hat, std::vector<double> y);
double RMSE(std::vector<std::vector<double>> y_hat, std::vector<std::vector<double>> y);
std::vector<double> RMSEDeriv(std::vector <double> y_hat, std::vector<double> y);
std::vector<std::vector<double>> RMSEDeriv(std::vector<std::vector<double>> y_hat, std::vector<std::vector<double>> y);
double MAE(std::vector <double> y_hat, std::vector<double> y);
double MAE(std::vector<std::vector<double>> y_hat, std::vector<std::vector<double>> y);
std::vector<double> MAEDeriv(std::vector <double> y_hat, std::vector <double> y);
std::vector<std::vector<double>> MAEDeriv(std::vector<std::vector<double>> y_hat, std::vector<std::vector<double>> y);
double MBE(std::vector <double> y_hat, std::vector <double> y);
double MBE(std::vector<std::vector<double>> y_hat, std::vector<std::vector<double>> y);
std::vector<double> MBEDeriv(std::vector <double> y_hat, std::vector <double> y);
std::vector<std::vector<double>> MBEDeriv(std::vector<std::vector<double>> y_hat, std::vector<std::vector<double>> y);
// Classification Costs
double LogLoss(std::vector <double> y_hat, std::vector<double> y);
double LogLoss(std::vector<std::vector<double>> y_hat, std::vector<std::vector<double>> y);
std::vector<double> LogLossDeriv(std::vector <double> y_hat, std::vector<double> y);
std::vector<std::vector<double>> LogLossDeriv(std::vector<std::vector<double>> y_hat, std::vector<std::vector<double>> y);
double CrossEntropy(std::vector<double> y_hat, std::vector<double> y);
double CrossEntropy(std::vector<std::vector<double>> y_hat, std::vector<std::vector<double>> y);
std::vector<double> CrossEntropyDeriv(std::vector<double> y_hat, std::vector<double> y);
std::vector<std::vector<double>> CrossEntropyDeriv(std::vector<std::vector<double>> y_hat, std::vector<std::vector<double>> y);
double HuberLoss(std::vector <double> y_hat, std::vector<double> y, double delta);
double HuberLoss(std::vector<std::vector<double>> y_hat, std::vector<std::vector<double>> y, double delta);
std::vector<double> HuberLossDeriv(std::vector <double> y_hat, std::vector<double> y, double delta);
std::vector<std::vector<double>> HuberLossDeriv(std::vector<std::vector<double>> y_hat, std::vector<std::vector<double>> y, double delta);
double HingeLoss(std::vector <double> y_hat, std::vector<double> y);
double HingeLoss(std::vector<std::vector<double>> y_hat, std::vector<std::vector<double>> y);
std::vector<double> HingeLossDeriv(std::vector <double> y_hat, std::vector<double> y);
std::vector<std::vector<double>> HingeLossDeriv(std::vector<std::vector<double>> y_hat, std::vector<std::vector<double>> y);
double HingeLoss(std::vector <double> y_hat, std::vector<double> y, std::vector<double> weights, double C);
double HingeLoss(std::vector<std::vector<double>> y_hat, std::vector<std::vector<double>> y, std::vector<std::vector<double>> weights, double C);
std::vector<double> HingeLossDeriv(std::vector <double> y_hat, std::vector<double> y, double C);
std::vector<std::vector<double>> HingeLossDeriv(std::vector<std::vector<double>> y_hat, std::vector<std::vector<double>> y, double C);
double WassersteinLoss(std::vector<double> y_hat, std::vector<double> y);
double WassersteinLoss(std::vector<std::vector<double>> y_hat, std::vector<std::vector<double>> y);
std::vector<double> WassersteinLossDeriv(std::vector<double> y_hat, std::vector<double> y);
std::vector<std::vector<double>> WassersteinLossDeriv(std::vector<std::vector<double>> y_hat, std::vector<std::vector<double>> y);
double dualFormSVM(std::vector<double> alpha, std::vector<std::vector<double>> X, std::vector<double> y); // TO DO: DON'T forget to add non-linear kernelizations.
std::vector<double> dualFormSVMDeriv(std::vector<double> alpha, std::vector<std::vector<double>> X, std::vector<double> y);
private:
};
}
#endif /* Cost_hpp */