shark::NegativeLogLikelihood Class Reference

Computes the negative log likelihood of a dataset under a model. More...

#include <shark/ObjectiveFunctions/NegativeLogLikelihood.h>

+ Inheritance diagram for shark::NegativeLogLikelihood:

Public Types

typedef UnlabeledData< RealVector > DatasetType
 
- Public Types inherited from shark::AbstractObjectiveFunction< RealVector, double >
enum  Feature
 List of features that are supported by an implementation. More...
 
typedef RealVector SearchPointType
 
typedef double ResultType
 
typedef boost::mpl::if_< std::is_arithmetic< double >, SearchPointType, RealMatrix >::type FirstOrderDerivative
 
typedef TypedFlags< FeatureFeatures
 This statement declares the member m_features. See Core/Flags.h for details. More...
 
typedef TypedFeatureNotAvailableException< FeatureFeatureNotAvailableException
 

Public Member Functions

 NegativeLogLikelihood (DatasetType const &data, AbstractModel< RealVector, RealVector > *model)
 
std::string name () const
 From INameable: return the class name. More...
 
SearchPointType proposeStartingPoint () const
 Proposes a starting point in the feasible search space of the function. More...
 
std::size_t numberOfVariables () const
 Accesses the number of variables. More...
 
ResultType eval (RealVector const &input) const
 Evaluates the objective function for the supplied argument. More...
 
ResultType evalDerivative (SearchPointType const &input, FirstOrderDerivative &derivative) const
 Evaluates the objective function and calculates its gradient. More...
 
- Public Member Functions inherited from shark::AbstractObjectiveFunction< RealVector, double >
const Featuresfeatures () const
 
virtual void updateFeatures ()
 
bool hasValue () const
 returns whether this function can calculate it's function value More...
 
bool hasFirstDerivative () const
 returns whether this function can calculate the first derivative More...
 
bool hasSecondDerivative () const
 returns whether this function can calculate the second derivative More...
 
bool canProposeStartingPoint () const
 returns whether this function can propose a starting point. More...
 
bool isConstrained () const
 returns whether this function can return More...
 
bool hasConstraintHandler () const
 returns whether this function can return More...
 
bool canProvideClosestFeasible () const
 Returns whether this function can calculate thee closest feasible to an infeasible point. More...
 
bool isThreadSafe () const
 Returns true, when the function can be usd in parallel threads. More...
 
bool isNoisy () const
 Returns true, when the function can be usd in parallel threads. More...
 
 AbstractObjectiveFunction ()
 Default ctor. More...
 
virtual ~AbstractObjectiveFunction ()
 Virtual destructor. More...
 
virtual void init ()
 
void setRng (random::rng_type *rng)
 Sets the Rng used by the objective function. More...
 
virtual bool hasScalableDimensionality () const
 
virtual void setNumberOfVariables (std::size_t numberOfVariables)
 Adjusts the number of variables if the function is scalable. More...
 
virtual std::size_t numberOfObjectives () const
 
virtual bool hasScalableObjectives () const
 
virtual void setNumberOfObjectives (std::size_t numberOfObjectives)
 Adjusts the number of objectives if the function is scalable. More...
 
std::size_t evaluationCounter () const
 Accesses the evaluation counter of the function. More...
 
AbstractConstraintHandler< SearchPointType > const & getConstraintHandler () const
 Returns the constraint handler of the function if it has one. More...
 
virtual bool isFeasible (const SearchPointType &input) const
 Tests whether a point in SearchSpace is feasible, e.g., whether the constraints are fulfilled. More...
 
virtual void closestFeasible (SearchPointType &input) const
 If supported, the supplied point is repaired such that it satisfies all of the function's constraints. More...
 
ResultType operator() (SearchPointType const &input) const
 Evaluates the function. Useful together with STL-Algorithms like std::transform. More...
 
virtual ResultType evalDerivative (SearchPointType const &input, SecondOrderDerivative &derivative) const
 Evaluates the objective function and calculates its gradient. More...
 
- Public Member Functions inherited from shark::INameable
virtual ~INameable ()
 

Additional Inherited Members

- Protected Member Functions inherited from shark::AbstractObjectiveFunction< RealVector, double >
void announceConstraintHandler (AbstractConstraintHandler< SearchPointType > const *handler)
 helper function which is called to announce the presence of an constraint handler. More...
 
- Protected Attributes inherited from shark::AbstractObjectiveFunction< RealVector, double >
Features m_features
 
std::size_t m_evaluationCounter
 Evaluation counter, default value: 0. More...
 
AbstractConstraintHandler< SearchPointType > const * m_constraintHandler
 
random::rng_type * mep_rng
 

Detailed Description

Computes the negative log likelihood of a dataset under a model.

The negative log likelihood is defined as

\[ L(\theta) = -\frac 1 N \sum_{i=1}^N log(p_{\theta}(x_i)) \]

where \( \theta \) is the vector of parameters of the model \( p \) and \( x \) are the datapoints of the training set. Minimizing this maximizes the probability of the datast under p. This error measure is closely related to the Kulback-Leibler-Divergence.

For this error function, the model is only allowed to have a single output

  • the probability of the sample. The distribution must be normalized as otherwise the likeelihood does not mean anything.

Definition at line 55 of file NegativeLogLikelihood.h.

Member Typedef Documentation

◆ DatasetType

Definition at line 58 of file NegativeLogLikelihood.h.

Constructor & Destructor Documentation

◆ NegativeLogLikelihood()

Member Function Documentation

◆ eval()

ResultType shark::NegativeLogLikelihood::eval ( RealVector const &  input) const
inlinevirtual

Evaluates the objective function for the supplied argument.

Parameters
[in]inputThe argument for which the function shall be evaluated.
Returns
The result of evaluating the function for the supplied argument.
Exceptions
FeatureNotAvailableExceptionin the default implementation and if a function does not support this feature.

Reimplemented from shark::AbstractObjectiveFunction< RealVector, double >.

Definition at line 81 of file NegativeLogLikelihood.h.

References shark::Data< Type >::batch(), shark::AbstractObjectiveFunction< RealVector, double >::m_evaluationCounter, shark::Data< Type >::numberOfBatches(), numberOfVariables(), shark::IParameterizable< VectorType >::setParameterVector(), SHARK_PARALLEL_FOR, and SIZE_CHECK.

◆ evalDerivative()

ResultType shark::NegativeLogLikelihood::evalDerivative ( SearchPointType const &  input,
FirstOrderDerivative derivative 
) const
inlinevirtual

Evaluates the objective function and calculates its gradient.

Parameters
[in]inputThe argument to eval the function for.
[out]derivativeThe derivate is placed here.
Returns
The result of evaluating the function for the supplied argument.
Exceptions
FeatureNotAvailableExceptionin the default implementation and if a function does not support this feature.

Reimplemented from shark::AbstractObjectiveFunction< RealVector, double >.

Definition at line 99 of file NegativeLogLikelihood.h.

References shark::AbstractObjectiveFunction< RealVector, double >::m_evaluationCounter, shark::Data< Type >::numberOfBatches(), shark::Data< Type >::numberOfElements(), numberOfVariables(), shark::IParameterizable< VectorType >::setParameterVector(), and SIZE_CHECK.

◆ name()

std::string shark::NegativeLogLikelihood::name ( ) const
inlinevirtual

From INameable: return the class name.

Reimplemented from shark::INameable.

Definition at line 70 of file NegativeLogLikelihood.h.

◆ numberOfVariables()

std::size_t shark::NegativeLogLikelihood::numberOfVariables ( ) const
inlinevirtual

Accesses the number of variables.

Implements shark::AbstractObjectiveFunction< RealVector, double >.

Definition at line 77 of file NegativeLogLikelihood.h.

References shark::IParameterizable< VectorType >::numberOfParameters().

Referenced by eval(), and evalDerivative().

◆ proposeStartingPoint()

SearchPointType shark::NegativeLogLikelihood::proposeStartingPoint ( ) const
inlinevirtual

Proposes a starting point in the feasible search space of the function.

Returns
The generated starting point.
Exceptions
FeatureNotAvailableExceptionin the default implementation and if a function does not support this feature.

Reimplemented from shark::AbstractObjectiveFunction< RealVector, double >.

Definition at line 73 of file NegativeLogLikelihood.h.

References shark::IParameterizable< VectorType >::parameterVector().


The documentation for this class was generated from the following file: