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HuberLoss.cpp
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1 /*
2  * Copyright (c) The Shogun Machine Learning Toolbox
3  * Written (w) 2014 Parijat Mazumdar
4  * All rights reserved.
5  *
6  * Redistribution and use in source and binary forms, with or without
7  * modification, are permitted provided that the following conditions are met:
8  *
9  * 1. Redistributions of source code must retain the above copyright notice, this
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11  * 2. Redistributions in binary form must reproduce the above copyright notice,
12  * this list of conditions and the following disclaimer in the documentation
13  * and/or other materials provided with the distribution.
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15  * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
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17  * WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
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21  * LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
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29  */
30 
31 #include <shogun/loss/HuberLoss.h>
32 #include <shogun/base/Parameter.h>
33 
34 using namespace shogun;
35 
37 : CLossFunction()
38 {
39  init();
40  m_delta=delta;
41 }
42 
44 {
45  return loss(prediction-label);
46 }
47 
49 {
50  if (CMath::abs(z)<m_delta)
51  return z*z;
52  else
53  return m_delta*(CMath::abs(z)-m_delta/2.0);
54 }
55 
57 {
58  return first_derivative(prediction-label);
59 }
60 
62 {
63  if (CMath::abs(z)<m_delta)
64  return 2*z;
65  else
66  return (z>0)?m_delta:-m_delta;
67 }
68 
70 {
71  return second_derivative(prediction-label);
72 }
73 
75 {
76  if (CMath::abs(z)<m_delta)
77  return 2;
78  else
79  return 0;
80 }
81 
83 {
85  return 0;
86 }
87 
89 {
91  return 0;
92 }
93 
94 void CHuberLoss::init()
95 {
96  m_delta=0;
97 
98  SG_ADD(&m_delta,"m_delta","delta",MS_NOT_AVAILABLE);
99 }

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