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LossFunction.h
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1 /*
2  Copyright (c) 2009 Yahoo! Inc. All rights reserved. The copyrights
3  embodied in the content of this file are licensed under the BSD
4  (revised) open source license.
5 
6  Copyright (c) 2011 Berlin Institute of Technology and Max-Planck-Society.
7 
8  This program is free software; you can redistribute it and/or modify
9  it under the terms of the GNU General Public License as published by
10  the Free Software Foundation; either version 3 of the License, or
11  (at your option) any later version.
12 
13  Modifications (w) 2011 Shashwat Lal Das
14 */
15 
16 #ifndef _LOSSFUNCTION_H__
17 #define _LOSSFUNCTION_H__
18 
19 #include <shogun/base/SGObject.h>
20 #include <shogun/lib/common.h>
21 #include <math.h>
22 
23 namespace shogun
24 {
26  enum ELossType
27  {
32  L_LOGLOSS = 100,
34  };
35 }
36 
37 namespace shogun
38 {
52 class CLossFunction: public CSGObject
53 {
54 public:
55 
60 
64  virtual ~CLossFunction() {};
65 
74  virtual float64_t loss(float64_t prediction, float64_t label) = 0;
75 
84  virtual float64_t first_derivative(float64_t prediction, float64_t label) = 0;
85 
94  virtual float64_t second_derivative(float64_t prediction, float64_t label) = 0;
95 
106  virtual float64_t get_update(float64_t prediction, float64_t label, float64_t eta_t, float64_t norm) = 0;
107 
116  virtual float64_t get_square_grad(float64_t prediction, float64_t label) = 0;
117 
125  virtual ELossType get_loss_type()=0;
126 
132  virtual const char* get_name() const { return "LossFunction"; }
133 };
134 }
135 #endif // _LOSSFUNCTION_H__

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