shark::TukeyBiweightLoss Class Reference

Tukey's Biweight-loss for robust regression. More...

#include <shark/ObjectiveFunctions/Loss/TukeyBiweightLoss.h>

+ Inheritance diagram for shark::TukeyBiweightLoss:

Public Member Functions

 TukeyBiweightLoss (double k=1.0)
 constructor More...
 
std::string name () const
 Returns class name "HuberLoss". More...
 
double eval (BatchLabelType const &labels, BatchOutputType const &predictions) const
 calculates the sum of all More...
 
double evalDerivative (BatchLabelType const &labels, BatchOutputType const &predictions, BatchOutputType &gradient) const
 evaluate the loss and the derivative w.r.t. the prediction More...
 
- Public Member Functions inherited from shark::AbstractLoss< RealVector, RealVector >
 AbstractLoss ()
 
virtual double eval (ConstLabelReference target, ConstOutputReference prediction) const
 evaluate the loss for a target and a prediction More...
 
double eval (Data< LabelType > const &targets, Data< OutputType > const &predictions) const
 
virtual double evalDerivative (ConstLabelReference target, ConstOutputReference prediction, OutputType &gradient) const
 evaluate the loss and its derivative for a target and a prediction More...
 
virtual double evalDerivative (ConstLabelReference target, ConstOutputReference prediction, OutputType &gradient, MatrixType &hessian) const
 evaluate the loss and its first and second derivative for a target and a prediction More...
 
double operator() (LabelType const &target, OutputType const &prediction) const
 evaluate the loss for a target and a prediction More...
 
double operator() (BatchLabelType const &target, BatchOutputType const &prediction) const
 
- Public Member Functions inherited from shark::AbstractCost< RealVector, RealVector >
virtual ~AbstractCost ()
 
const Featuresfeatures () const
 
virtual void updateFeatures ()
 
bool hasFirstDerivative () const
 returns true when the first parameter derivative is implemented More...
 
bool isLossFunction () const
 returns true when the cost function is in fact a loss function More...
 
double operator() (Data< LabelType > const &targets, Data< OutputType > const &predictions) const
 
- Public Member Functions inherited from shark::INameable
virtual ~INameable ()
 

Additional Inherited Members

- Public Types inherited from shark::AbstractLoss< RealVector, RealVector >
typedef RealVector OutputType
 
typedef RealVector LabelType
 
typedef RealMatrix MatrixType
 
typedef Batch< OutputType >::type BatchOutputType
 
typedef Batch< LabelType >::type BatchLabelType
 
typedef ConstProxyReference< LabelType const >::type ConstLabelReference
 Const references to LabelType. More...
 
typedef ConstProxyReference< OutputType const >::type ConstOutputReference
 Const references to OutputType. More...
 
- Public Types inherited from shark::AbstractCost< RealVector, RealVector >
enum  Feature
 list of features a cost function can have More...
 
typedef RealVector OutputType
 
typedef RealVector LabelType
 
typedef Batch< OutputType >::type BatchOutputType
 
typedef Batch< LabelType >::type BatchLabelType
 
typedef TypedFlags< FeatureFeatures
 
typedef TypedFeatureNotAvailableException< FeatureFeatureNotAvailableException
 
- Protected Attributes inherited from shark::AbstractCost< RealVector, RealVector >
Features m_features
 

Detailed Description

Tukey's Biweight-loss for robust regression.

Tukey's Biweight-loss is a robust regression function. For predictions close to the correct classification, it is convex, but close to a value k, it approaches a constant value. for differences greater than k, the function is constant and has gradient 0. This effectively ignores large outliers at the cost of loosing the convexity of the loss function. The 1-dimensional loss is defined as

\[ f(x)= \frac {x^6}{6k^4} - \frac {x^4} {2k^2}+\frac {x^2} {2} \]

for \( x \in [-k,k]\). outside it is the constant function \(\frac {k^2}{6}\).

For multidimensional problems we define it with x being the two-norm of the difference between the label and predicted values.

Definition at line 50 of file TukeyBiweightLoss.h.

Constructor & Destructor Documentation

◆ TukeyBiweightLoss()

shark::TukeyBiweightLoss::TukeyBiweightLoss ( double  k = 1.0)
inline

constructor

Definition at line 54 of file TukeyBiweightLoss.h.

References shark::AbstractCost< RealVector, RealVector >::m_features.

Member Function Documentation

◆ eval()

double shark::TukeyBiweightLoss::eval ( BatchLabelType const &  labels,
BatchOutputType const &  predictions 
) const
inlinevirtual

calculates the sum of all

Implements shark::AbstractLoss< RealVector, RealVector >.

Definition at line 64 of file TukeyBiweightLoss.h.

References SIZE_CHECK, and shark::sqr().

◆ evalDerivative()

double shark::TukeyBiweightLoss::evalDerivative ( BatchLabelType const &  target,
BatchOutputType const &  prediction,
BatchOutputType gradient 
) const
inlinevirtual

evaluate the loss and the derivative w.r.t. the prediction

The default implementations throws an exception. If you overwrite this method, don't forget to set the flag HAS_FIRST_DERIVATIVE.
Parameters
targettarget value
predictionprediction, typically made by a model
gradientthe gradient of the loss function with respect to the prediction

Reimplemented from shark::AbstractLoss< RealVector, RealVector >.

Definition at line 87 of file TukeyBiweightLoss.h.

References SIZE_CHECK, and shark::sqr().

◆ name()

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

Returns class name "HuberLoss".

Reimplemented from shark::INameable.

Definition at line 59 of file TukeyBiweightLoss.h.


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