mirror of
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152 lines
7.8 KiB
C++
152 lines
7.8 KiB
C++
#ifndef MLPP_COST_H
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#define MLPP_COST_H
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/*************************************************************************/
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/* cost.h */
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/*************************************************************************/
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/* This file is part of: */
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/* PMLPP Machine Learning Library */
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/* https://github.com/Relintai/pmlpp */
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/*************************************************************************/
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/* Copyright (c) 2023-present Péter Magyar. */
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/* Copyright (c) 2022-2023 Marc Melikyan */
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/* */
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/* Permission is hereby granted, free of charge, to any person obtaining */
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/* a copy of this software and associated documentation files (the */
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/* "Software"), to deal in the Software without restriction, including */
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/* without limitation the rights to use, copy, modify, merge, publish, */
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/* distribute, sublicense, and/or sell copies of the Software, and to */
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/* permit persons to whom the Software is furnished to do so, subject to */
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/* the following conditions: */
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/* */
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/* The above copyright notice and this permission notice shall be */
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/* included in all copies or substantial portions of the Software. */
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/* */
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/* THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, */
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/* EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF */
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/* MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT.*/
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/* IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY */
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/* CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, */
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/* TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE */
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/* SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE. */
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/*************************************************************************/
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#include "core/math/math_defs.h"
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#include "core/object/reference.h"
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#include <vector>
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#include "../lin_alg/mlpp_matrix.h"
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#include "../lin_alg/mlpp_vector.h"
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//void set_weights(const Ref<MLPPMatrix> &val);
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//void set_bias(const Ref<MLPPVector> &val);
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class MLPPCost : public Reference {
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GDCLASS(MLPPCost, Reference);
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public:
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enum CostTypes {
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COST_TYPE_MSE = 0,
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COST_TYPE_RMSE,
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COST_TYPE_MAE,
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COST_TYPE_MBE,
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COST_TYPE_LOGISTIC_LOSS,
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COST_TYPE_CROSS_ENTROPY,
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COST_TYPE_HINGE_LOSS,
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COST_TYPE_WASSERSTEIN_LOSS,
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};
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public:
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real_t msev(const Ref<MLPPVector> &y_hat, const Ref<MLPPVector> &y);
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real_t msem(const Ref<MLPPMatrix> &y_hat, const Ref<MLPPMatrix> &y);
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Ref<MLPPVector> mse_derivv(const Ref<MLPPVector> &y_hat, const Ref<MLPPVector> &y);
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Ref<MLPPMatrix> mse_derivm(const Ref<MLPPMatrix> &y_hat, const Ref<MLPPMatrix> &y);
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real_t rmsev(const Ref<MLPPVector> &y_hat, const Ref<MLPPVector> &y);
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real_t rmsem(const Ref<MLPPMatrix> &y_hat, const Ref<MLPPMatrix> &y);
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Ref<MLPPVector> rmse_derivv(const Ref<MLPPVector> &y_hat, const Ref<MLPPVector> &y);
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Ref<MLPPMatrix> rmse_derivm(const Ref<MLPPMatrix> &y_hat, const Ref<MLPPMatrix> &y);
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real_t maev(const Ref<MLPPVector> &y_hat, const Ref<MLPPVector> &y);
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real_t maem(const Ref<MLPPMatrix> &y_hat, const Ref<MLPPMatrix> &y);
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Ref<MLPPVector> mae_derivv(const Ref<MLPPVector> &y_hat, const Ref<MLPPVector> &y);
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Ref<MLPPMatrix> mae_derivm(const Ref<MLPPMatrix> &y_hat, const Ref<MLPPMatrix> &y);
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real_t mbev(const Ref<MLPPVector> &y_hat, const Ref<MLPPVector> &y);
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real_t mbem(const Ref<MLPPMatrix> &y_hat, const Ref<MLPPMatrix> &y);
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Ref<MLPPVector> mbe_derivv(const Ref<MLPPVector> &y_hat, const Ref<MLPPVector> &y);
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Ref<MLPPMatrix> mbe_derivm(const Ref<MLPPMatrix> &y_hat, const Ref<MLPPMatrix> &y);
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// Classification Costs
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real_t log_lossv(const Ref<MLPPVector> &y_hat, const Ref<MLPPVector> &y);
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real_t log_lossm(const Ref<MLPPMatrix> &y_hat, const Ref<MLPPMatrix> &y);
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Ref<MLPPVector> log_loss_derivv(const Ref<MLPPVector> &y_hat, const Ref<MLPPVector> &y);
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Ref<MLPPMatrix> log_loss_derivm(const Ref<MLPPMatrix> &y_hat, const Ref<MLPPMatrix> &y);
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real_t cross_entropyv(const Ref<MLPPVector> &y_hat, const Ref<MLPPVector> &y);
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real_t cross_entropym(const Ref<MLPPMatrix> &y_hat, const Ref<MLPPMatrix> &y);
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Ref<MLPPVector> cross_entropy_derivv(const Ref<MLPPVector> &y_hat, const Ref<MLPPVector> &y);
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Ref<MLPPMatrix> cross_entropy_derivm(const Ref<MLPPMatrix> &y_hat, const Ref<MLPPMatrix> &y);
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real_t huber_lossv(const Ref<MLPPVector> &y_hat, const Ref<MLPPVector> &y, real_t delta);
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real_t huber_lossm(const Ref<MLPPMatrix> &y_hat, const Ref<MLPPMatrix> &y, real_t delta);
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Ref<MLPPVector> huber_loss_derivv(const Ref<MLPPVector> &y_hat, const Ref<MLPPVector> &y, real_t delta);
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Ref<MLPPMatrix> huber_loss_derivm(const Ref<MLPPMatrix> &y_hat, const Ref<MLPPMatrix> &y, real_t delta);
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real_t hinge_lossv(const Ref<MLPPVector> &y_hat, const Ref<MLPPVector> &y);
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real_t hinge_lossm(const Ref<MLPPMatrix> &y_hat, const Ref<MLPPMatrix> &y);
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Ref<MLPPVector> hinge_loss_derivv(const Ref<MLPPVector> &y_hat, const Ref<MLPPVector> &y);
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Ref<MLPPMatrix> hinge_loss_derivm(const Ref<MLPPMatrix> &y_hat, const Ref<MLPPMatrix> &y);
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real_t hinge_losswv(const Ref<MLPPVector> &y_hat, const Ref<MLPPVector> &y, const Ref<MLPPVector> &weights, real_t C);
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real_t hinge_losswm(const Ref<MLPPMatrix> &y_hat, const Ref<MLPPMatrix> &y, const Ref<MLPPMatrix> &weights, real_t C);
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Ref<MLPPVector> hinge_loss_derivwv(const Ref<MLPPVector> &y_hat, const Ref<MLPPVector> &y, real_t C);
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Ref<MLPPMatrix> hinge_loss_derivwm(const Ref<MLPPMatrix> &y_hat, const Ref<MLPPMatrix> &y, real_t C);
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real_t wasserstein_lossv(const Ref<MLPPVector> &y_hat, const Ref<MLPPVector> &y);
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real_t wasserstein_lossm(const Ref<MLPPMatrix> &y_hat, const Ref<MLPPMatrix> &y);
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Ref<MLPPVector> wasserstein_loss_derivv(const Ref<MLPPVector> &y_hat, const Ref<MLPPVector> &y);
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Ref<MLPPMatrix> wasserstein_loss_derivm(const Ref<MLPPMatrix> &y_hat, const Ref<MLPPMatrix> &y);
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real_t dual_form_svm(const Ref<MLPPVector> &alpha, const Ref<MLPPMatrix> &X, const Ref<MLPPVector> &y); // TO DO: DON'T forget to add non-linear kernelizations.
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Ref<MLPPVector> dual_form_svm_deriv(const Ref<MLPPVector> &alpha, const Ref<MLPPMatrix> &X, const Ref<MLPPVector> &y);
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typedef real_t (MLPPCost::*VectorCostFunctionPointer)(const Ref<MLPPVector> &, const Ref<MLPPVector> &);
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typedef real_t (MLPPCost::*MatrixCostFunctionPointer)(const Ref<MLPPMatrix> &, const Ref<MLPPMatrix> &);
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typedef Ref<MLPPVector> (MLPPCost::*VectorDerivCostFunctionPointer)(const Ref<MLPPVector> &, const Ref<MLPPVector> &);
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typedef Ref<MLPPMatrix> (MLPPCost::*MatrixDerivCostFunctionPointer)(const Ref<MLPPMatrix> &, const Ref<MLPPMatrix> &);
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VectorCostFunctionPointer get_cost_function_ptr_normal_vector(const CostTypes cost);
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MatrixCostFunctionPointer get_cost_function_ptr_normal_matrix(const CostTypes cost);
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VectorDerivCostFunctionPointer get_cost_function_ptr_deriv_vector(const CostTypes cost);
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MatrixDerivCostFunctionPointer get_cost_function_ptr_deriv_matrix(const CostTypes cost);
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real_t run_cost_norm_vector(const CostTypes cost, const Ref<MLPPVector> &y_hat, const Ref<MLPPVector> &y);
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real_t run_cost_norm_matrix(const CostTypes cost, const Ref<MLPPMatrix> &y_hat, const Ref<MLPPMatrix> &y);
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Ref<MLPPVector> run_cost_deriv_vector(const CostTypes cost, const Ref<MLPPVector> &y_hat, const Ref<MLPPVector> &y);
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Ref<MLPPMatrix> run_cost_deriv_matrix(const CostTypes cost, const Ref<MLPPMatrix> &y_hat, const Ref<MLPPMatrix> &y);
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protected:
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static void _bind_methods();
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};
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VARIANT_ENUM_CAST(MLPPCost::CostTypes);
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#endif /* Cost_hpp */
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