Merge pull request #306 from maetshju/pull-request/e08fd7a6

Add epsilon term to binarycrossentropy

src/layers/stateless.jl

@@ -15,9 +15,9 @@ function logitcrossentropy(logŷ::AbstractVecOrMat, y::AbstractVecOrMat; weight
 end
 
 """
-    binarycrossentropy(ŷ, y)
+    binarycrossentropy(ŷ, y; ϵ=eps(ŷ))
 
-Return `-y*log(ŷ) - (1-y)*log(1-ŷ)`.
+Return `-y*log(ŷ + ϵ) - (1-y)*log(1-ŷ + ϵ)`. The ϵ term provides numerical stability.
 
     julia> binarycrossentropy.(σ.([-1.1491, 0.8619, 0.3127]), [1, 1, 0.])
     3-element Array{Float64,1}:
@@ -25,7 +25,7 @@ Return `-y*log(ŷ) - (1-y)*log(1-ŷ)`.
     0.352317
     0.86167
 """
-binarycrossentropy(ŷ, y) = -y*log(ŷ) - (1 - y)*log(1 - ŷ)
+binarycrossentropy(ŷ, y; ϵ=eps(ŷ)) = -y*log(ŷ + ϵ) - (1 - y)*log(1 - ŷ + ϵ)
 
 """
     logitbinarycrossentropy(logŷ, y)

src/tracker/scalar.jl

@@ -31,6 +31,8 @@ Base.convert(::Type{TrackedReal{T}}, x::TrackedReal{S}) where {T,S} =
 Base.:(<)(x::TrackedReal, y::TrackedReal) = data(x) < data(y)
 Base.:(==)(x::TrackedReal, y::TrackedReal) = data(x) == data(y)
 
+Base.eps(x::TrackedReal) = eps(data(x))
+
 for f in :[isinf, isnan, isfinite].args
   @eval Base.$f(x::TrackedReal) = Base.$f(data(x))
 end

test/layers/stateless.jl

@@ -1,7 +1,9 @@
 using Base.Test
-using Flux: onehotbatch, mse, crossentropy, logitcrossentropy, 
+using Flux: onehotbatch, mse, crossentropy, logitcrossentropy,
             σ, binarycrossentropy, logitbinarycrossentropy
 
+const ϵ = 1e-7
+
 @testset "losses" begin
   # First, regression-style y's
   y = [1, 1, 0, 0]
@@ -40,10 +42,11 @@ using Flux: onehotbatch, mse, crossentropy, logitcrossentropy,
 
   logŷ, y = randn(3), rand(3)
   @testset "binarycrossentropy" begin
-    @test binarycrossentropy.(σ.(logŷ), y) ≈ -y.*log.(σ.(logŷ)) - (1 - y).*log.(1 - σ.(logŷ))
+    @test binarycrossentropy.(σ.(logŷ), y; ϵ=0) ≈ -y.*log.(σ.(logŷ)) - (1 - y).*log.(1 - σ.(logŷ))
+    @test binarycrossentropy.(σ.(logŷ), y) ≈ -y.*log.(σ.(logŷ) .+ eps.(σ.(logŷ))) - (1 - y).*log.(1 - σ.(logŷ) .+ eps.(σ.(logŷ)))
   end
-  
+
   @testset "logitbinarycrossentropy" begin
-    @test logitbinarycrossentropy.(logŷ, y) ≈ binarycrossentropy.(σ.(logŷ), y)
+    @test logitbinarycrossentropy.(logŷ, y) ≈ binarycrossentropy.(σ.(logŷ), y; ϵ=0)
   end
 end