Loss function for logit of linear classifier. More...

#include <clsfy_logit_loss_function.h>

Inheritance diagram for clsfy_logit_loss_function:

Public Member Functions
	clsfy_logit_loss_function (mbl_data_wrapper< vnl_vector< double > > &x, const vnl_vector< double > &c, double min_p, vnl_cost_function *reg_fn=0)
virtual double	f (vnl_vector< double > const &v)
	The main function: Compute f(v).
virtual void	gradf (vnl_vector< double > const &v, vnl_vector< double > &gradient)
	Calculate the gradient of f at parameter vector v.
virtual void	compute (vnl_vector< double > const &v, double f, vnl_vector< double > gradient)
	Compute f(v) and its gradient (if non-zero pointers supplied).
vnl_vector< double >	gradf (vnl_vector< double > const &x)
int	get_number_of_unknowns () const
void	fdgradf (vnl_vector< double > const &x, vnl_vector< double > &gradient, double stepsize=1e-5)
vnl_vector< double >	fdgradf (vnl_vector< double > const &x)
virtual double	reported_error (double f_value)
virtual double	get_range_min () const
virtual double	get_range_max () const
virtual vnl_unary_function < double, vnl_vector< double > > *	Copy () const
Public Attributes
int	dim
Protected Member Functions
void	set_number_of_unknowns (int number_of_unknowns)
Private Attributes
mbl_data_wrapper< vnl_vector < double > > &	x_
const vnl_vector< double > &	c_
	c[i] = -1 or +1, indicating class of x[i].
double	min_p_
	Min probability (avoids log(zero)).
vnl_cost_function *	reg_fn_
	Optional regularising function.

Detailed Description

Loss function for logit of linear classifier.

For vector v' = (b w') (ie b=y[0], w=(y[1]...y[n])), computes r(v) - (1/n_eg)sum log[(1-minp)logit(c_i * (b+w.x_i)) + minp]

This is the sum of log prob of correct classification (+regulariser) which should be minimised to train the classifier.

Note: Regularisor only important to deal with case where perfect classification possible, where scaling v would always increase f(v). Plausible choice of regularisor is clsfy_quad_regulariser (below)

Definition at line 22 of file clsfy_logit_loss_function.h.

Constructor & Destructor Documentation

clsfy_logit_loss_function::clsfy_logit_loss_function	(	mbl_data_wrapper< vnl_vector< double > > &	x,
		const vnl_vector< double > &	c,
		double	min_p,
		vnl_cost_function *	reg_fn = `0`
	)