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Pseudo-huber loss metric added (#5647)

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- Add pseudo huber loss objective.
- Add pseudo huber loss metric.

Co-authored-by: Reetz <s02reetz@iavgroup.local>
This commit is contained in:
LionOrCatThatIsTheQuestion
2020-05-18 15:08:07 +02:00
committed by GitHub
parent 535479e69f
commit 83981a9ce3
6 changed files with 89 additions and 0 deletions
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17
src/metric/elementwise_metric.cu
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@@ -190,6 +190,19 @@ struct EvalRowLogLoss {
}
};
struct EvalRowMPHE {
char const *Name() const {
return "mphe";
}
XGBOOST_DEVICE bst_float EvalRow(bst_float label, bst_float pred) const {
bst_float diff = label - pred;
return std::sqrt( 1 + diff * diff) - 1;
}
static bst_float GetFinal(bst_float esum, bst_float wsum) {
return wsum == 0 ? esum : esum / wsum;
}
};
struct EvalError {
explicit EvalError(const char* param) {
if (param != nullptr) {
@@ -359,6 +372,10 @@ XGBOOST_REGISTER_METRIC(MAE, "mae")
.describe("Mean absolute error.")
.set_body([](const char* param) { return new EvalEWiseBase<EvalRowMAE>(); });
XGBOOST_REGISTER_METRIC(MPHE, "mphe")
.describe("Mean Pseudo Huber error.")
.set_body([](const char* param) { return new EvalEWiseBase<EvalRowMPHE>(); });
XGBOOST_REGISTER_METRIC(LogLoss, "logloss")
.describe("Negative loglikelihood for logistic regression.")
.set_body([](const char* param) { return new EvalEWiseBase<EvalRowLogLoss>(); });