Flux.jl/previews/PR1150/models/losses/index.html

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<html lang="en"><head><meta charset="UTF-8"/><meta name="viewport" content="width=device-width, initial-scale=1.0"/><title>Loss Functions · Flux</title><script>(function(i,s,o,g,r,a,m){i['GoogleAnalyticsObject']=r;i[r]=i[r]||function(){
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</script><link href="https://fonts.googleapis.com/css?family=Lato|Roboto+Mono" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/5.11.2/css/fontawesome.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/5.11.2/css/solid.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/font-awesome/5.11.2/css/brands.min.css" rel="stylesheet" type="text/css"/><link href="https://cdnjs.cloudflare.com/ajax/libs/KaTeX/0.11.1/katex.min.css" rel="stylesheet" type="text/css"/><script>documenterBaseURL="../.."</script><script src="https://cdnjs.cloudflare.com/ajax/libs/require.js/2.3.6/require.min.js" data-main="../../assets/documenter.js"></script><script src="../../siteinfo.js"></script><script src="../../../versions.js"></script><link href="../../assets/flux.css" rel="stylesheet" type="text/css"/><link class="docs-theme-link" rel="stylesheet" type="text/css" href="../../assets/themes/documenter-dark.css" data-theme-name="documenter-dark"/><link class="docs-theme-link" rel="stylesheet" type="text/css" href="../../assets/themes/documenter-light.css" data-theme-name="documenter-light" data-theme-primary/><script src="../../assets/themeswap.js"></script></head><body><div id="documenter"><nav class="docs-sidebar"><div class="docs-package-name"><span class="docs-autofit">Flux</span></div><form class="docs-search" action="../../search/"><input class="docs-search-query" id="documenter-search-query" name="q" type="text" placeholder="Search docs"/></form><ul class="docs-menu"><li><a class="tocitem" href="../../">Home</a></li><li><span class="tocitem">Building Models</span><ul><li><a class="tocitem" href="../basics/">Basics</a></li><li><a class="tocitem" href="../recurrence/">Recurrence</a></li><li><a class="tocitem" href="../layers/">Model Reference</a></li><li class="is-active"><a class="tocitem" href>Loss Functions</a><ul class="internal"><li><a class="tocitem" href="#Loss-Functions-1"><span>Loss Functions</span></a></li></ul></li><li><a class="tocitem" href="../regularisation/">Regularisation</a></li><li><a class="tocitem" href="../advanced/">Advanced Model Building</a></li><li><a class="tocitem" href="../nnlib/">NNlib</a></li></ul></li><li><span class="tocitem">Handling Data</span><ul><li><a class="tocitem" href="../../data/onehot/">One-Hot Encoding</a></li><li><a class="tocitem" href="../../data/dataloader/">DataLoader</a></li></ul></li><li><span class="tocitem">Training Models</span><ul><li><a class="tocitem" href="../../training/optimisers/">Optimisers</a></li><li><a class="tocitem" href="../../training/training/">Training</a></li></ul></li><li><a class="tocitem" href="../../gpu/">GPU Support</a></li><li><a class="tocitem" href="../../saving/">Saving &amp; Loading</a></li><li><a class="tocitem" href="../../ecosystem/">The Julia Ecosystem</a></li><li><a class="tocitem" href="../../utilities/">Utility Functions</a></li><li><a class="tocitem" href="../../performance/">Performance Tips</a></li><li><a class="tocitem" href="../../datasets/">Datasets</a></li><li><a class="tocitem" href="../../community/">Community</a></li></ul><div class="docs-version-selector field has-addons"><div class="control"><span class="docs-label button is-static is-size-7">Version</span></div><div class="docs-selector control is-expanded"><div class="select is-fullwidth is-size-7"><select id="documenter-version-selector"></select></div></div></div></nav><div class="docs-main"><header class="docs-navbar"><nav class="breadcrumb"><ul class="is-hidden-mobile"><li><a class="is-disabled">Building Models</a></li><li class="is-active"><a href>Loss Functions</a></li></ul><ul class="is-hidden-tablet"><li class="is-active"><a href>Loss Functions</a></li></ul></nav><div class="docs-right"><a class="docs-edit-link" href="https://github.com/FluxML/Flux.jl/blob/master/docs/src/models/losses.md" title="Edit on GitHub"><span class="docs-icon fab"></span><span class="docs-label is-hidden-touch">Edit on GitHub</span></a><a class="docs-settings-b
loss(ŷ, y, agg=sum) # use `sum` for reduction
loss(ŷ, y, agg=x-&gt;sum(x, dims=2)) # partial reduction
loss(ŷ, y, agg=x-&gt;mean(w .* x)) # weighted mean
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loss(ŷ, y, agg=identity) # no aggregation. </code></pre><h3 id="Losses-Reference-1"><a class="docs-heading-anchor" href="#Losses-Reference-1">Losses Reference</a><a class="docs-heading-anchor-permalink" href="#Losses-Reference-1" title="Permalink"></a></h3><article class="docstring"><header><a class="docstring-binding" id="Flux.mae" href="#Flux.mae"><code>Flux.mae</code></a><span class="docstring-category">Function</span></header><section><div><pre><code class="language-julia">mae(ŷ, y; agg=mean)</code></pre><p>Return the loss corresponding to mean absolute error: </p><pre><code class="language-none">agg(abs.(ŷ .- y))</code></pre></div><a class="docs-sourcelink" target="_blank" href="https://github.com/FluxML/Flux.jl/blob/8e9cce94e9496c0de96ef85d7da676a1a5387565/src/layers/stateless.jl#L1-L7">source</a></section></article><article class="docstring"><header><a class="docstring-binding" id="Flux.mse" href="#Flux.mse"><code>Flux.mse</code></a><span class="docstring-category">Function</span></header><section><div><pre><code class="language-julia">mse(ŷ, y; agg=mean)</code></pre><p>Return the loss corresponding to mean square error: </p><pre><code class="language-none">agg((ŷ .- y).^2)</code></pre></div><a class="docs-sourcelink" target="_blank" href="https://github.com/FluxML/Flux.jl/blob/8e9cce94e9496c0de96ef85d7da676a1a5387565/src/layers/stateless.jl#L10-L16">source</a></section></article><article class="docstring"><header><a class="docstring-binding" id="Flux.msle" href="#Flux.msle"><code>Flux.msle</code></a><span class="docstring-category">Function</span></header><section><div><pre><code class="language-julia">msle(ŷ, y; agg=mean, ϵ=eps(eltype(ŷ)))</code></pre><p>The loss corresponding to mean squared logarithmic errors, calculated as</p><pre><code class="language-none">agg((log.(ŷ .+ ϵ) .- log.(y .+ ϵ)).^2)</code></pre><p>The <code>ϵ</code> term provides numerical stability. Penalizes an under-predicted estimate more than an over-predicted estimate.</p></div><a class="docs-sourcelink" target="_blank" href="https://github.com/FluxML/Flux.jl/blob/8e9cce94e9496c0de96ef85d7da676a1a5387565/src/layers/stateless.jl#L19-L28">source</a></section></article><article class="docstring"><header><a class="docstring-binding" id="Flux.huber_loss" href="#Flux.huber_loss"><code>Flux.huber_loss</code></a><span class="docstring-category">Function</span></header><section><div><pre><code class="language-julia">huber_loss(ŷ, y; δ=1, agg=mean)</code></pre><p>Return the mean of the <a href="https://en.wikipedia.org/wiki/Huber_loss">Huber loss</a> given the prediction <code></code> and true values <code>y</code>.</p><pre><code class="language-none"> | 0.5 * |ŷ - y|, for |ŷ - y| &lt;= δ
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Huber loss = |
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| δ * (|ŷ - y| - 0.5 * δ), otherwise</code></pre></div><a class="docs-sourcelink" target="_blank" href="https://github.com/FluxML/Flux.jl/blob/8e9cce94e9496c0de96ef85d7da676a1a5387565/src/layers/stateless.jl#L31-L40">source</a></section></article><article class="docstring"><header><a class="docstring-binding" id="Flux.crossentropy" href="#Flux.crossentropy"><code>Flux.crossentropy</code></a><span class="docstring-category">Function</span></header><section><div><pre><code class="language-julia">crossentropy(ŷ, y; weight=nothing, dims=1, ϵ=eps(eltype(ŷ)),
logits=false, agg=mean)</code></pre><p>Return the cross entropy between the given probability distributions; calculated as</p><pre><code class="language-none">agg(.-sum(weight .* y .* log.(ŷ .+ ϵ); dims=dims))agg=mean,</code></pre><p><code>weight</code> can be <code>nothing</code>, a number or an array. <code>weight=nothing</code> acts like <code>weight=1</code> but is faster.</p><p>If <code>logits=true</code>, the input <code>̂y</code> is first fed to a <a href="../nnlib/#NNlib.softmax"><code>softmax</code></a> layer.</p><p>See also: <a href="#Flux.logitcrossentropy"><code>Flux.logitcrossentropy</code></a>, <a href="#Flux.binarycrossentropy"><code>Flux.binarycrossentropy</code></a>, <a href="#Flux.logitbinarycrossentropy"><code>Flux.logitbinarycrossentropy</code></a></p></div><a class="docs-sourcelink" target="_blank" href="https://github.com/FluxML/Flux.jl/blob/8e9cce94e9496c0de96ef85d7da676a1a5387565/src/layers/stateless.jl#L52-L67">source</a></section></article><article class="docstring"><header><a class="docstring-binding" id="Flux.logitcrossentropy" href="#Flux.logitcrossentropy"><code>Flux.logitcrossentropy</code></a><span class="docstring-category">Function</span></header><section><div><pre><code class="language-julia">logitcrossentropy(ŷ, y; weight=nothing, agg=mean, dims=1)</code></pre><p>Return the crossentropy computed after a <a href="../nnlib/#NNlib.logsoftmax"><code>Flux.logsoftmax</code></a> operation; calculated as</p><pre><code class="language-none">agg(.-sum(weight .* y .* logsoftmax(ŷ; dims=dims); dims=dims))</code></pre><p><code>logitcrossentropy(ŷ, y)</code> is mathematically equivalent to <a href="#Flux.crossentropy"><code>Flux.crossentropy(softmax(log.(ŷ)), y)</code></a> but it is more numerically stable.</p><p>See also: <a href="#Flux.crossentropy"><code>Flux.crossentropy</code></a>, <a href="#Flux.binarycrossentropy"><code>Flux.binarycrossentropy</code></a>, <a href="#Flux.logitbinarycrossentropy"><code>Flux.logitbinarycrossentropy</code></a></p></div><a class="docs-sourcelink" target="_blank" href="https://github.com/FluxML/Flux.jl/blob/8e9cce94e9496c0de96ef85d7da676a1a5387565/src/layers/stateless.jl#L76-L88">source</a></section></article><article class="docstring"><header><a class="docstring-binding" id="Flux.binarycrossentropy" href="#Flux.binarycrossentropy"><code>Flux.binarycrossentropy</code></a><span class="docstring-category">Function</span></header><section><div><pre><code class="language-julia">binarycrossentropy(ŷ, y; agg=mean, ϵ=epseltype(ŷ), logits=false)</code></pre><p>Return <span>$-y*\log(ŷ + ϵ) - (1-y)*\log(1-ŷ + ϵ)$</span>. The <code>ϵ</code> term provides numerical stability.</p><p>Typically, the prediction <code></code> is given by the output of a <a href="../nnlib/#NNlib.sigmoid"><code>sigmoid</code></a> activation. If <code>logits=true</code>, the input <code>̂y</code> is first fed to a <a href="../nnlib/#NNlib.sigmoid"><code>sigmoid</code></a> activation. See also: <a href="#Flux.crossentropy"><code>Flux.crossentropy</code></a>, <a href="#Flux.logitcrossentropy"><code>Flux.logitcrossentropy</code></a>, <a href="#Flux.logitbinarycrossentropy"><code>Flux.logitbinarycrossentropy</code></a></p></div><a class="docs-sourcelink" target="_blank" href="https://github.com/FluxML/Flux.jl/blob/8e9cce94e9496c0de96ef85d7da676a1a5387565/src/layers/stateless.jl#L93-L101">source</a></section></article><article class="docstring"><header><a class="docstring-binding" id="Flux.logitbinarycrossentropy" href="#Flux.logitbinarycrossentropy"><code>Flux.logitbinarycrossentropy</code></a><span class="docstring-category">Function</span></header><section><div><pre><code class="language-julia">logitbinarycrossentropy(ŷ, y; agg=mean)</code></pre><p><code>logitbinarycrossentropy(ŷ, y)</code> is mathematically equivalent to <a href="#Flux.binarycrossentropy"><code>Flux.binarycrossentropy(σ(log(ŷ)), y)</code></a> but it is more numerically stable.</p><p>See also: <a href="#Flux.crossentropy"><code>Flux.crossentropy</code></a>, <a href="#Flu
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den = sum(@.(ŷ*y + α*ŷ*(1-y) + β*(1-ŷ)*y)), dims=dims)
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tversky_loss = 1 - num/den</code></pre><p>and then aggregated with <code>agg</code> over the batch.</p><p>When <code>α+β=1</code>, it is equal to <code>1-F_β</code>, where <code>F_β</code> is an F-score.</p></div><a class="docs-sourcelink" target="_blank" href="https://github.com/FluxML/Flux.jl/blob/8e9cce94e9496c0de96ef85d7da676a1a5387565/src/layers/stateless.jl#L197-L214">source</a></section></article></article><nav class="docs-footer"><a class="docs-footer-prevpage" href="../layers/">« Model Reference</a><a class="docs-footer-nextpage" href="../regularisation/">Regularisation »</a></nav></div><div class="modal" id="documenter-settings"><div class="modal-background"></div><div class="modal-card"><header class="modal-card-head"><p class="modal-card-title">Settings</p><button class="delete"></button></header><section class="modal-card-body"><p><label class="label">Theme</label><div class="select"><select id="documenter-themepicker"><option value="documenter-light">documenter-light</option><option value="documenter-dark">documenter-dark</option></select></div></p><hr/><p>This document was generated with <a href="https://github.com/JuliaDocs/Documenter.jl">Documenter.jl</a> on <span class="colophon-date" title="Tuesday 5 May 2020 14:57">Tuesday 5 May 2020</span>. Using Julia version 1.3.1.</p></section><footer class="modal-card-foot"></footer></div></div></div></body></html>