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neglok

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This commit is contained in:
tqchen 2014-03-12 20:28:21 -07:00
parent 8c8dd1a740
commit c13126191d
1 changed files with 22 additions and 0 deletions
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22
regression/xgboost_reg_eval.h
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@ -65,6 +65,26 @@ namespace xgboost{
return "error";
}
};
/*! \brief Error */
struct EvalLogLoss : public IEvaluator{
virtual float Eval( const std::vector<float> &preds,
const std::vector<float> &labels ) const{
const unsigned ndata = static_cast<unsigned>( preds.size() );
unsigned nerr = 0;
#pragma omp parallel for reduction(+:nerr) schedule( static )
for( unsigned i = 0; i < ndata; ++ i ){
const float y = labels[i];
const float py = preds[i];
nerr -= y * std::log(py) + (1.0f-y)*std::log(1-py);
}
return static_cast<float>(nerr) / ndata;
}
virtual const char *Name( void ) const{
return "negllik";
}
};
};
namespace regression{
@ -74,6 +94,7 @@ namespace xgboost{
inline void AddEval( const char *name ){
if( !strcmp( name, "rmse") ) evals_.push_back( &rmse_ );
if( !strcmp( name, "error") ) evals_.push_back( &error_ );
if( !strcmp( name, "logloss") ) evals_.push_back( &logloss_ );
}
inline void Init( void ){
std::sort( evals_.begin(), evals_.end() );
@ -90,6 +111,7 @@ namespace xgboost{
private:
EvalRMSE rmse_;
EvalError error_;
EvalLogLoss logloss_;
std::vector<const IEvaluator*> evals_;
};
};