1 /**
2 * Copyright (c) 2011, The University of Southampton and the individual contributors.
3 * All rights reserved.
4 *
5 * Redistribution and use in source and binary forms, with or without modification,
6 * are permitted provided that the following conditions are met:
7 *
8 * * Redistributions of source code must retain the above copyright notice,
9 * this list of conditions and the following disclaimer.
10 *
11 * * 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.
14 *
15 * * Neither the name of the University of Southampton nor the names of its
16 * contributors may be used to endorse or promote products derived from this
17 * software without specific prior written permission.
18 *
19 * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
20 * ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
21 * WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
22 * DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
23 * ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
24 * (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
25 * LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
26 * ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
27 * (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
28 * SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
29 */
30 package org.openimaj.workinprogress.sgdsvm;
31
32 import static java.lang.Math.exp;
33 import static java.lang.Math.log;
34
35 public enum LossFunctions implements Loss {
36 LogLoss
37 {
38 // logloss(a,y) = log(1+exp(-a*y))
39 @Override
40 public double loss(double a, double y) {
41 final double z = a * y;
42 if (z > 18)
43 return exp(-z);
44 if (z < -18)
45 return -z;
46 return log(1 + exp(-z));
47 }
48
49 // -dloss(a,y)/da
50 @Override
51 public double dloss(double a, double y) {
52 final double z = a * y;
53 if (z > 18)
54 return y * exp(-z);
55 if (z < -18)
56 return y;
57 return y / (1 + exp(z));
58 }
59 },
60 HingeLoss
61 {
62 // hingeloss(a,y) = max(0, 1-a*y)
63 @Override
64 public double loss(double a, double y) {
65 final double z = a * y;
66 if (z > 1)
67 return 0;
68 return 1 - z;
69 }
70
71 // -dloss(a,y)/da
72 @Override
73 public double dloss(double a, double y) {
74 final double z = a * y;
75 if (z > 1)
76 return 0;
77 return y;
78 }
79 },
80 SquaredHingeLoss
81 {
82 // squaredhingeloss(a,y) = 1/2 * max(0, 1-a*y)^2
83 @Override
84 public double loss(double a, double y) {
85 final double z = a * y;
86 if (z > 1)
87 return 0;
88 final double d = 1 - z;
89 return 0.5 * d * d;
90
91 }
92
93 // -dloss(a,y)/da
94 @Override
95 public double dloss(double a, double y) {
96 final double z = a * y;
97 if (z > 1)
98 return 0;
99 return y * (1 - z);
100 }
101 },
102 SmoothHingeLoss
103 {
104 // smoothhingeloss(a,y) = ...
105 @Override
106 public double loss(double a, double y) {
107 final double z = a * y;
108 if (z > 1)
109 return 0;
110 if (z < 0)
111 return 0.5 - z;
112 final double d = 1 - z;
113 return 0.5 * d * d;
114 }
115
116 // -dloss(a,y)/da
117 @Override
118 public double dloss(double a, double y) {
119 final double z = a * y;
120 if (z > 1)
121 return 0;
122 if (z < 0)
123 return y;
124 return y * (1 - z);
125 }
126 };
127 }