pmlpp/mlpp/cost/cost.h

#ifndef MLPP_COST_H
#define MLPP_COST_H

//
//  Cost.hpp
//
//  Created by Marc Melikyan on 1/16/21.
//

#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:
};
} //namespace MLPP

#endif /* Cost_hpp */