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. |
|
inline |
Get the value of delta.
Definition at line 78 of file huber_loss.hpp.
|
inline |
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. |
|
inline |
Get the value of reduction type.
Definition at line 83 of file huber_loss.hpp.
|
inline |
Set the value of reduction type.
Definition at line 85 of file huber_loss.hpp.
References HuberLoss< InputDataType, OutputDataType >::serialize().
|
inline |
Get the output parameter.
Definition at line 73 of file huber_loss.hpp.
|
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().