Github user chiwanpark commented on a diff in the pull request:
https://github.com/apache/flink/pull/1985#discussion_r65291461
--- Diff:
flink-libraries/flink-ml/src/main/scala/org/apache/flink/ml/optimization/PartialLossFunction.scala
---
@@ -47,21 +47,106 @@ object SquaredLoss extends PartialLossFunction {
/** Calculates the loss depending on the label and the prediction
*
- * @param prediction
- * @param label
- * @return
+ * @param prediction The predicted value
+ * @param label The true value
+ * @return The loss
*/
override def loss(prediction: Double, label: Double): Double = {
0.5 * (prediction - label) * (prediction - label)
}
/** Calculates the derivative of the [[PartialLossFunction]]
*
- * @param prediction
- * @param label
- * @return
+ * @param prediction The predicted value
+ * @param label The true value
+ * @return The derivative of the loss function
*/
override def derivative(prediction: Double, label: Double): Double = {
(prediction - label)
}
}
+
+/** Logistic loss function which can be used with the
[[GenericLossFunction]]
+ *
+ *
+ * The [[LogisticLoss]] function implements `log(1 +
-exp(prediction*label))`
+ * for binary classification with label in {-1, 1}
+ */
+object LogisticLoss extends PartialLossFunction {
+
+ /** Calculates the loss depending on the label and the prediction
+ *
+ * @param prediction The predicted value
+ * @param label The true value
+ * @return The loss
+ */
+ override def loss(prediction: Double, label: Double): Double = {
+ val z = prediction * label
+
+ // based on implementation in scikit-learn
+ // approximately equal and saves the computation of the log
+ if (z > 18) {
+ return math.exp(-z)
+ }
+ else if (z < -18) {
+ return -z
+ }
+
+ math.log(1 + math.exp(-z))
+ }
+
+ /** Calculates the derivative of the loss function with respect to the
prediction
+ *
+ * @param prediction The predicted value
+ * @param label The true value
+ * @return The derivative of the loss function
+ */
+ override def derivative(prediction: Double, label: Double): Double = {
+ val z = prediction * label
+
+ // based on implementation in scikit-learn
+ // approximately equal and saves the computation of the log
+ if (z > 18) {
+ return -label * math.exp(-z)
+ }
+ else if (z < -18) {
+ return -label
+ }
+
+ -label/(math.exp(z) + 1)
+ }
--- End diff --
As I said above, following is better:
```scala
if (z > 18) {
-label * math.exp(-z)
} else if (z < -18) {
-label
} else {
-label / (math.exp(z) + 1)
}
```
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