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[WIP] Loss Module: replace in logistic regression and hgbt #19089

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[WIP] Loss Module: replace in logistic regression and hgbt #19089

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a7926b9
ENH add common link function submodule
lorentzenchr Jan 2, 2021
8c3c710
ENH add common loss function submodule
lorentzenchr Jan 2, 2021
3b3a33a
ENH replace loss in HGBT
lorentzenchr Dec 29, 2020
9ef7b01
MNT remove HGBT's own loss functions
lorentzenchr Dec 29, 2020
61f6ed7
ENH replace loss in linear logistic regression
lorentzenchr Jan 1, 2021
4e00738
MNT remove logistic regression's own loss functions
lorentzenchr Jan 1, 2021
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75 changes: 75 additions & 0 deletions sklearn/_loss/_loss.pxd
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# cython: language_level=3

import numpy as np
cimport numpy as np

np.import_array()


# Fused types for y_true, y_pred, raw_prediction
ctypedef fused Y_DTYPE_C:
np.npy_float64
np.npy_float32


# Fused types for gradient and hessian
ctypedef fused G_DTYPE_C:
np.npy_float64
np.npy_float32


# Struct to return 2 doubles
ctypedef struct double2:
double val1
double val2


# C base class for loss functions
cdef class cLossFunction:
cdef double closs(self, double y_true, double raw_prediction) nogil
cdef double cgradient(self, double y_true, double raw_prediction) nogil
cdef double2 cgrad_hess(self, double y_true, double raw_prediction) nogil


cdef class cHalfSquaredError(cLossFunction):
cdef double closs(self, double y_true, double raw_prediction) nogil
cdef double cgradient(self, double y_true, double raw_prediction) nogil
cdef double2 cgrad_hess(self, double y_true, double raw_prediction) nogil


cdef class cAbsoluteError(cLossFunction):
cdef double closs(self, double y_true, double raw_prediction) nogil
cdef double cgradient(self, double y_true, double raw_prediction) nogil
cdef double2 cgrad_hess(self, double y_true, double raw_prediction) nogil


cdef class cPinballLoss(cLossFunction):
cdef readonly double quantile # readonly makes it inherited by children
cdef double closs(self, double y_true, double raw_prediction) nogil
cdef double cgradient(self, double y_true, double raw_prediction) nogil
cdef double2 cgrad_hess(self, double y_true, double raw_prediction) nogil


cdef class cHalfPoissonLoss(cLossFunction):
cdef double closs(self, double y_true, double raw_prediction) nogil
cdef double cgradient(self, double y_true, double raw_prediction) nogil
cdef double2 cgrad_hess(self, double y_true, double raw_prediction) nogil


cdef class cHalfGammaLoss(cLossFunction):
cdef double closs(self, double y_true, double raw_prediction) nogil
cdef double cgradient(self, double y_true, double raw_prediction) nogil
cdef double2 cgrad_hess(self, double y_true, double raw_prediction) nogil


cdef class cHalfTweedieLoss(cLossFunction):
cdef readonly double power # readonly makes it inherited by children
cdef double closs(self, double y_true, double raw_prediction) nogil
cdef double cgradient(self, double y_true, double raw_prediction) nogil
cdef double2 cgrad_hess(self, double y_true, double raw_prediction) nogil


cdef class cBinaryCrossEntropy(cLossFunction):
cdef double closs(self, double y_true, double raw_prediction) nogil
cdef double cgradient(self, double y_true, double raw_prediction) nogil
cdef double2 cgrad_hess(self, double y_true, double raw_prediction) nogil
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