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HuberLoss.h
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1 /*
2  * Copyright (c) The Shogun Machine Learning Toolbox
3  * Written (w) 2014 Parijat Mazumdar
4  * All rights reserved.
5  *
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7  * modification, are permitted provided that the following conditions are met:
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9  * 1. Redistributions of source code must retain the above copyright notice, this
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30 
31 #ifndef _HUBERLOSS_H__
32 #define _HUBERLOSS_H__
33 
34 #include <shogun/lib/config.h>
35 
37 
38 namespace shogun
39 {
45 {
46 public:
48  CHuberLoss() { init(); }
49 
55 
58 
63  void set_delta(float64_t delta) { m_delta=delta; }
64 
69  float64_t get_delta() const { return m_delta; }
70 
77  float64_t loss(float64_t prediction, float64_t label);
78 
85 
92  float64_t first_derivative(float64_t prediction, float64_t label);
93 
100 
107  float64_t second_derivative(float64_t prediction, float64_t label);
108 
115 
125  virtual float64_t get_update(float64_t prediction, float64_t label, float64_t eta_t, float64_t norm);
126 
134  virtual float64_t get_square_grad(float64_t prediction, float64_t label);
135 
140  virtual ELossType get_loss_type() { return L_HUBERLOSS; }
141 
146  virtual const char* get_name() const { return "HuberLoss"; }
147 
148 private:
150  void init();
151 
152 private:
154  float64_t m_delta;
155 };
156 
157 } /* shogun */
158 
159 #endif /* _HUBER_LOSS__ */

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