using NNlib: logsoftmax, logσ # Cost functions mse(ŷ, y) = sum((ŷ .- y).^2) * 1 // length(y) function crossentropy(ŷ::AbstractVecOrMat, y::AbstractVecOrMat; weight = 1) -sum(y .* log.(ŷ) .* weight) * 1 // size(y, 2) end function logitcrossentropy(logŷ::AbstractVecOrMat, y::AbstractVecOrMat; weight = 1) return -sum(y .* logsoftmax(logŷ) .* weight) * 1 // 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::AbstractArray; dims=1) Normalises x to mean 0 and standard deviation 1, across the dimensions given by dims. Defaults to normalising over columns. """ function normalise(x::AbstractArray; dims=1) μ′ = mean(x, dims = dims) σ′ = std(x, dims = dims, mean = μ′, corrected=false) return (x .- μ′) ./ σ′ end function normalise(x::AbstractArray, dims) Base.depwarn("`normalise(x::AbstractArray, dims)` is deprecated, use `normalise(a, dims=dims)` instead.", :normalise) normalise(x, dims = dims) end """ Kullback Leibler Divergence(KL Divergence) KLDivergence is a measure of how much one probability distribution is different from the other. It is always non-negative and zero only when both the distributions are equal everywhere. https://en.wikipedia.org/wiki/Kullback%E2%80%93Leibler_divergence """ function kldivergence(ŷ, y) entropy = sum(y .* log.(y)) *1 //size(y,2) cross_entropy = crossentropy(ŷ, y) return entropy + cross_entropy end """ Poisson Loss function Poisson loss function is a measure of how the predicted distribution diverges from the expected distribution. https://isaacchanghau.github.io/post/loss_functions/ """ poisson(ŷ, y) = sum(ŷ .- y .* log.(ŷ)) *1 // size(y,2) """ Logcosh Loss function """ logcosh(ŷ, y) = sum(log.(cosh.(ŷ .- y))) hinge(ŷ, y) = sum(max.(0.0, 1 .- ŷ .* y)) *1 // size(y,2)