The Huber loss is a loss function used in robust regression, that is less sensitive to outliers in data than the squared error loss. More...
Public Member Functions | |
HuberLoss (const double delta=1.0, const bool mean=true) | |
Create the HuberLoss object. More... | |
template < typename PredictionType , typename TargetType , typename LossType > | |
void | Backward (const PredictionType &prediction, const TargetType &target, LossType &loss) |
Ordinary feed backward pass of a neural network. More... | |
double | Delta () const |
Get the value of delta. More... | |
double & | Delta () |
Set the value of delta. More... | |
template < typename PredictionType , typename TargetType > | |
PredictionType::elem_type | Forward (const PredictionType &prediction, const TargetType &target) |
Computes the Huber Loss function. More... | |
bool | Mean () const |
Get the value of reduction type. More... | |
bool & | Mean () |
Set the value of reduction type. More... | |
OutputDataType & | OutputParameter () const |
Get the output parameter. More... | |
OutputDataType & | OutputParameter () |
Modify the output parameter. More... | |
template < typename Archive > | |
void | serialize (Archive &ar, const uint32_t) |
Serialize the layer. More... | |
The Huber loss is a loss function used in robust regression, that is less sensitive to outliers in data than the squared error loss.
This function is quadratic for small values of , and linear for large values, with equal values and slopes of the different sections at the two points where .
InputDataType | Type of the input data (arma::colvec, arma::mat, arma::sp_mat or arma::cube). |
OutputDataType | Type of the output data (arma::colvec, arma::mat, arma::sp_mat or arma::cube). |
Definition at line 36 of file huber_loss.hpp.
HuberLoss | ( | const double | delta = 1.0 , |
const bool | mean = true |
||
) |
Create the HuberLoss object.
delta | The threshold value upto which squared error is followed and after which absolute error is considered. |
mean | If true then mean loss is computed otherwise sum. |
void Backward | ( | const PredictionType & | prediction, |
const TargetType & | target, | ||
LossType & | loss | ||
) |
Ordinary feed backward pass of a neural network.
prediction | Predictions used for evaluating the specified loss function. |
target | The target vector. |
loss | The calculated error. |
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Get the value of delta.
Definition at line 78 of file huber_loss.hpp.
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Set the value of delta.
Definition at line 80 of file huber_loss.hpp.
PredictionType::elem_type Forward | ( | const PredictionType & | prediction, |
const TargetType & | target | ||
) |
Computes the Huber Loss function.
prediction | Predictions used for evaluating the specified loss function. |
target | The target vector. |
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inline |
Get the value of reduction type.
Definition at line 83 of file huber_loss.hpp.
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inline |
Set the value of reduction type.
Definition at line 85 of file huber_loss.hpp.
References HuberLoss< InputDataType, OutputDataType >::serialize().
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Get the output parameter.
Definition at line 73 of file huber_loss.hpp.
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inline |
Modify the output parameter.
Definition at line 75 of file huber_loss.hpp.
void serialize | ( | Archive & | ar, |
const uint32_t | |||
) |
Serialize the layer.
Referenced by HuberLoss< InputDataType, OutputDataType >::Mean().