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