8000 ENH add common loss function submodule · scikit-learn/scikit-learn@a8692c3 · GitHub
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lorentzenchrlorentzenchr
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ENH add common loss function submodule
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‎sklearn/_loss/_loss.pxd

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# cython: language_level=3
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import numpy as np
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cimport numpy as np
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np.import_array()
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# Fused types for y_true, y_pred, raw_prediction
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ctypedef fused Y_DTYPE_C:
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np.npy_float64
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np.npy_float32
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# Fused types for gradient and hessian
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ctypedef fused G_DTYPE_C:
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np.npy_float64
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np.npy_float32
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# Struct to return 2 doubles
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ctypedef struct double2:
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double val1
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double val2
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# C base class for loss functions
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cdef class cLossFunction:
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cdef double closs(self, double y_true, double raw_prediction) nogil
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cdef double cgradient(self, double y_true, double raw_prediction) nogil
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cdef double2 cgrad_hess(self, double y_true, double raw_prediction) nogil
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cdef class cHalfSquaredError(cLossFunction):
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cdef double closs(self, double y_true, double raw_prediction) nogil
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cdef double cgradient(self, double y_true, double raw_prediction) nogil
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cdef double2 cgrad_hess(self, double y_true, double raw_prediction) nogil
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cdef class cAbsoluteError(cLossFunction):
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cdef double closs(self, double y_true, double raw_prediction) nogil
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cdef double cgradient(self, double y_true, double raw_prediction) nogil
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cdef double2 cgrad_hess(self, double y_true, double raw_prediction) nogil
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cdef class cPinballLoss(cLossFunction):
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cdef readonly double quantile # readonly makes it inherited by children
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cdef double closs(self, double y_true, double raw_prediction) nogil
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cdef double cgradient(self, double y_true, double raw_prediction) nogil
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cdef double2 cgrad_hess(self, double y_true, double raw_prediction) nogil
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cdef class cHalfPoissonLoss(cLossFunction):
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cdef double closs(self, double y_true, double raw_prediction) nogil
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cdef double cgradient(self, double y_true, double raw_prediction) nogil
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cdef double2 cgrad_hess(self, double y_true, double raw_prediction) nogil
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cdef class cHalfGammaLoss(cLossFunction):
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cdef double closs(self, double y_true, double raw_prediction) nogil
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cdef double cgradient(self, double y_true, double raw_prediction) nogil
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cdef double2 cgrad_hess(self, double y_true, double raw_prediction) nogil
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cdef class cHalfTweedieLoss(cLossFunction):
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cdef readonly double power # readonly makes it inherited by children
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cdef double closs(self, double y_true, double raw_prediction) nogil
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cdef double cgradient(self, double y_true, double raw_prediction) nogil
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cdef double2 cgrad_hess(self, double y_true, double raw_prediction) nogil
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cdef class cBinaryCrossEntropy(cLossFunction):
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cdef double closs(self, double y_true, double raw_prediction) nogil
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cdef double cgradient(self, double y_true, double raw_prediction) nogil
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cdef double2 cgrad_hess(self, double y_true, double raw_prediction) nogil

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