LossFunction.h

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/*
  Copyright (c) 2009 Yahoo! Inc.  All rights reserved.  The copyrights
  embodied in the content of this file are licensed under the BSD
  (revised) open source license.

  Copyright (c) 2011 Berlin Institute of Technology and Max-Planck-Society.

  This program is free software; you can redistribute it and/or modify
  it under the terms of the GNU General Public License as published by
  the Free Software Foundation; either version 3 of the License, or
  (at your option) any later version.

  Modifications (w) 2011 Shashwat Lal Das
  Modifications (w) 2012 Fernando José Iglesias García
*/

#ifndef _LOSSFUNCTION_H__
#define _LOSSFUNCTION_H__

#include <shogun/lib/config.h>

#include <shogun/base/SGObject.h>
#include <shogun/lib/common.h>

namespace shogun
{
    enum ELossType
    {
        L_HINGELOSS = 0,
        L_SMOOTHHINGELOSS = 10,
        L_SQUAREDHINGELOSS = 20,
        L_SQUAREDLOSS = 30,
        L_EXPONENTIALLOSS = 40,
        L_ABSOLUTEDEVIATIONLOSS = 50,
        L_HUBERLOSS = 60,
        L_LOGLOSS = 100,
        L_LOGLOSSMARGIN = 110
    };
}

namespace shogun
{
class CLossFunction: public CSGObject
{
public:

    CLossFunction(): CSGObject() {}

    virtual ~CLossFunction() {};

    virtual float64_t loss(float64_t prediction, float64_t label)
    {
        return loss(prediction * label);
    }

    virtual float64_t loss(float64_t z) = 0;

    virtual float64_t first_derivative(float64_t prediction, float64_t label)
    {
        return loss(prediction * label);
    }

    virtual float64_t first_derivative(float64_t z) = 0;

    virtual float64_t second_derivative(float64_t prediction, float64_t label)
    {
        return loss(prediction * label);
    }

    virtual float64_t second_derivative(float64_t z) = 0;

    virtual float64_t get_update(float64_t prediction, float64_t label, float64_t eta_t, float64_t norm) = 0;

    virtual float64_t get_square_grad(float64_t prediction, float64_t label) = 0;

    virtual ELossType get_loss_type()=0;

    virtual const char* get_name() const { return "LossFunction"; }
};
}
#endif // _LOSSFUNCTION_H__