This commit is contained in:
cossio 2020-05-05 18:29:51 +02:00
parent c444226db5
commit 480473a81b
2 changed files with 41 additions and 19 deletions

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@ -54,15 +54,15 @@ function huber_loss(ŷ, y; δ=eltype(ŷ)(1))
end
function _crossentropy(::AbstractVecOrMat, y::AbstractVecOrMat, weight::Nothing)
return -sum(y .* log.()) * 1 // size(y, 2)
return -sum(xlogy.(y, )) * 1 // size(y, 2)
end
function _crossentropy(::AbstractVecOrMat, y::AbstractVecOrMat, weight::Number)
return -sum(y .* log.()) .* weight * 1 // size(y, 2)
return -sum(xlogy.(y, )) .* weight * 1 // size(y, 2)
end
function _crossentropy(::AbstractVecOrMat, y::AbstractVecOrMat, weight::AbstractVector)
return -sum(y .* log.() .* weight) * 1 // size(y, 2)
return -sum(xlogy.(y, ) .* weight) * 1 // size(y, 2)
end
"""
@ -123,7 +123,7 @@ julia> Flux.binarycrossentropy.(σ.([-1.1491, 0.8619, 0.3127]), [1, 1, 0])
0.8616703662235441
```
"""
binarycrossentropy(, y; ϵ=eps()) = -y*log( + ϵ) - (1 - y)*log(1 - + ϵ)
binarycrossentropy(, y; ϵ=eps()) = -xlogy(y, + ϵ) - xlogy(1 - y, 1 - + ϵ)
# Re-definition to fix interaction with CuArrays.
CuArrays.@cufunc binarycrossentropy(, y; ϵ=eps()) = -y*log( + ϵ) - (1 - y)*log(1 - + ϵ)
@ -195,7 +195,7 @@ It is always non-negative and zero only when both the distributions are equal
everywhere.
"""
function kldivergence(, y)
entropy = sum(y .* log.(y)) * 1 //size(y,2)
entropy = sum(xlogx.(y)) * 1 //size(y,2)
cross_entropy = crossentropy(, y)
return entropy + cross_entropy
end
@ -208,7 +208,7 @@ distribution `y`; calculated as `sum(ŷ .- y .* log.(ŷ)) / size(y, 2)`.
[More information.](https://peltarion.com/knowledge-center/documentation/modeling-view/build-an-ai-model/loss-functions/poisson).
"""
poisson(, y) = sum( .- y .* log.()) * 1 // size(y,2)
poisson(, y) = sum( .- xlogy.(y, )) * 1 // size(y,2)
"""
hinge(, y)
@ -262,3 +262,16 @@ by linearizing all values for each element in the batch.
function flatten(x::AbstractArray)
return reshape(x, :, size(x)[end])
end
"""
xlogx(x::Real)
Return `x * log(x)` for `x ≥ 0`, handling `x = 0` by taking the downward limit.
"""
xlogx(x::Real) = x > zero(x) ? x * log(x) : zero(log(x))
"""
xlogy(x::Real, y::Real)
Return `x * log(y)` for `y > 0` with correct limit at `x = 0`.
"""
xlogy(x::T, y::T) where {T<:Real} = x > zero(T) ? x * log(y) : zero(log(x))
xlogy(x::Real, y::Real) = xlogy(promote(x, y)...)

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@ -1,9 +1,18 @@
using Test
using Flux: onehotbatch, mse, crossentropy, logitcrossentropy,
σ, binarycrossentropy, logitbinarycrossentropy, flatten
σ, binarycrossentropy, logitbinarycrossentropy, flatten,
xlogx, xlogy
const ϵ = 1e-7
@testset "xlogx & xlogy" begin
@test iszero(xlogx(0))
@test xlogx(2) 2.0 * log(2.0)
@test iszero(xlogy(0, 1))
@test xlogy(2, 3) 2.0 * log(3.0)
end
@testset "losses" begin
# First, regression-style y's
y = [1, 1, 0, 0]
@ -12,15 +21,15 @@ const ϵ = 1e-7
@testset "mse" begin
@test mse(ŷ, y) (.1^2 + .9^2)/2
end
@testset "mae" begin
@test Flux.mae(ŷ, y) 1/2
end
@testset "huber_loss" begin
@test Flux.huber_loss(ŷ, y) 0.20500000000000002
end
end
y = [123.0,456.0,789.0]
ŷ = [345.0,332.0,789.0]
@testset "msle" begin
@ -63,46 +72,46 @@ const ϵ = 1e-7
@testset "logitbinarycrossentropy" begin
@test logitbinarycrossentropy.(logŷ, y) binarycrossentropy.(σ.(logŷ), y; ϵ=0)
end
y = [1 2 3]
ŷ = [4.0 5.0 6.0]
@testset "kldivergence" begin
@test Flux.kldivergence(ŷ, y) -1.7661057888493457
@test Flux.kldivergence(y, y) 0
@test Flux.kldivergence(y, y) 0
end
y = [1 2 3 4]
ŷ = [5.0 6.0 7.0 8.0]
@testset "hinge" begin
@test Flux.hinge(ŷ, y) 0
@test Flux.hinge(y, 0.5 .* y) 0.125
end
@testset "squared_hinge" begin
@test Flux.squared_hinge(ŷ, y) 0
@test Flux.squared_hinge(y, 0.5 .* y) 0.0625
end
y = [0.1 0.2 0.3]
ŷ = [0.4 0.5 0.6]
@testset "poisson" begin
@test Flux.poisson(ŷ, y) 0.6278353988097339
@test Flux.poisson(y, y) 0.5044459776946685
end
y = [1.0 0.5 0.3 2.4]
ŷ = [0 1.4 0.5 1.2]
@testset "dice_coeff_loss" begin
@test Flux.dice_coeff_loss(ŷ, y) 0.2799999999999999
@test Flux.dice_coeff_loss(y, y) 0.0
end
@testset "tversky_loss" begin
@test Flux.tversky_loss(ŷ, y) -0.06772009029345383
@test Flux.tversky_loss(ŷ, y, β = 0.8) -0.09490740740740744
@test Flux.tversky_loss(y, y) -0.5576923076923075
end
@testset "no spurious promotions" begin
for T in (Float32, Float64)
y = rand(T, 2)