LogLossMargin.cpp

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/*
 * 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.
 *
 * Written (W) 2011 Shashwat Lal Das
 * Copyright (c) 2011 Berlin Institute of Technology and Max-Planck-Society.
 */

#include <shogun/loss/LogLossMargin.h>

using namespace shogun;

float64_t CLogLossMargin::loss(float64_t prediction, float64_t label)
{
    float64_t z = prediction * label;
    if (z >= 1)
        return log(1+exp(1-z));
    return 1-z + log(1+exp(z-1));
}

float64_t CLogLossMargin::first_derivative(float64_t prediction, float64_t label)
{
    float64_t z = prediction * label;
    if (z < 1)
        return -1 / (exp(z-1) + 1);
    float64_t ez = exp(1-z);
    return -ez / (ez + 1);
}

float64_t CLogLossMargin::second_derivative(float64_t prediction, float64_t label)
{
    float64_t z = prediction * label;
    float64_t ez = exp(z-1);

    return ez / (ez + 1)*(ez + 1);
}

float64_t CLogLossMargin::get_update(float64_t prediction, float64_t label, float64_t eta_t, float64_t norm)
{
    SG_NOTIMPLEMENTED;
    return -1;
}

float64_t CLogLossMargin::get_square_grad(float64_t prediction, float64_t label)
{
    SG_NOTIMPLEMENTED;
    return -1;
}