Initial release of version 3.10. I've incorporated some of the

Gordon's changes.

1 files changed, 110 insertions, 0 deletions

diff --git a/loss_functions.cc b/loss_functions.cc
new file mode 100644
index 00000000..6712a859
--- /dev/null
+++ b/loss_functions.cc
@@ -0,0 +1,110 @@
+/*
+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
+ */
+
+#include "loss_functions.h"
+#include<math.h>
+#include<iostream>
+
+class squaredloss : public loss_function {
+public:
+	squaredloss() {
+
+	}
+
+	double getLoss(double prediction, double label) {
+		double example_loss = (prediction - label) * (prediction - label);
+		return example_loss;
+	}
+
+	double getUpdate(double prediction, double label) {
+		return (label - prediction);
+	}
+};
+
+class hingeloss : public loss_function {
+public:
+	hingeloss() {
+
+	}
+
+	double getLoss(double prediction, double label) {
+		double y = (label == 0.0) ? -1.0 : 1.0;
+		double e = 1 - y*prediction;
+		return (e > 0) ? e : 0;
+	}
+
+	double getUpdate(double prediction, double label) {
+		double y = (label == 0.0) ? -1.0 : 1.0;
+		if(prediction == y) return 0;
+		if((1 - y*prediction) > 0)
+			return y;
+		else 
+			return 0;
+	}
+};
+
+class logloss : public loss_function {
+public:
+	logloss() {
+
+	}
+
+	double getLoss(double prediction, double label) {
+		double y = (label == 0.0) ? -1.0 : 1.0;
+		return log(1 + exp(-y * prediction));
+	}
+
+	double getUpdate(double prediction, double label) {
+		double y = (label == 0.0) ? -1.0 : 1.0;
+		double d = exp(-y * prediction);
+		return y * d / (1 + d);
+	}
+};
+
+class quantilesloss : public loss_function {
+public:
+	quantilesloss(double &tau_) : tau(tau_) {
+	}
+
+	double getLoss(double prediction, double label) {
+		double y = (label == 0.0) ? -1.0 : 1.0;
+		double e = y - prediction;
+		if(e > 0) {
+			return tau * e;
+		} else {
+			return -(1 - tau) * e;
+		}
+		
+	}
+
+	double getUpdate(double prediction, double label) {
+		double y = (label == 0.0) ? -1.0 : 1.0;
+		double e = y - prediction;
+		if(e == 0) return 0;
+		if(e > 0) {
+			return tau;
+		} else {
+			return -(1 - tau);
+		}
+	}
+
+	double tau;
+};
+
+loss_function* getLossFunction(string funcName, double function_parameter) {
+	if(funcName.compare("squaredloss") == 0) {
+		return new squaredloss();
+	} else if(funcName.compare("hingeloss") == 0) {
+		return new hingeloss();
+	} else if(funcName.compare("logloss") == 0) {
+		return new logloss();
+	} else if(funcName.compare("quantilesloss") == 0 || funcName.compare("pinballloss") == 0) {
+		return new quantilesloss(function_parameter);
+	} else {
+		return NULL;
+	}
+}
+