using NNlib: logsoftmax, logσ # Cost functions mse(ŷ, y; efftype = eltype(ŷ)) = sum((ŷ .- y).^2)/convert(efftype, length(y)) function crossentropy(ŷ::AbstractVecOrMat, y::AbstractVecOrMat; weight = 1, efftype = eltype(ŷ)) -sum(y .* log.(ŷ) .* weight) / convert(efftype, size(y, 2)) end @deprecate logloss(x, y) crossentropy(x, y) function logitcrossentropy(logŷ::AbstractVecOrMat, y::AbstractVecOrMat; weight = 1, efftype = eltype(ŷ)) return -sum(y .* logsoftmax(logŷ) .* weight) / convert(efftype, size(y, 2)) end """ binarycrossentropy(ŷ, y; ϵ=eps(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}: 1.4244 0.352317 0.86167 """ binarycrossentropy(ŷ, y; ϵ=eps(ŷ)) = -y*log(ŷ + ϵ) - (1 - y)*log(1 - ŷ + ϵ) """ logitbinarycrossentropy(logŷ, y) `logitbinarycrossentropy(logŷ, y)` is mathematically equivalent to `binarycrossentropy(σ(logŷ), y)` but it is more numerically stable. julia> logitbinarycrossentropy.([-1.1491, 0.8619, 0.3127], [1, 1, 0.]) 3-element Array{Float64,1}: 1.4244 0.352317 0.86167 """ logitbinarycrossentropy(logŷ, y) = (1 - y)*logŷ - logσ(logŷ) """ normalise(x::AbstractVecOrMat) Normalise each column of `x` to mean 0 and standard deviation 1. """ function normalise(x::AbstractVecOrMat) μ′ = mean(x, dims = 1) σ′ = std(x, dims = 1, mean = μ′) return (x .- μ′) ./ σ′ end