[OBJ] Add basic objective function and registry

src/common/math.h

@@ -0,0 +1,107 @@
+/*!
+ * Copyright 2015 by Contributors
+ * \file math.h
+ * \brief additional math utils
+ * \author Tianqi Chen
+ */
+#ifndef XGBOOST_COMMON_MATH_H_
+#define XGBOOST_COMMON_MATH_H_
+
+#include <utility>
+#include <vector>
+#include <cmath>
+#include <algorithm>
+
+namespace xgboost {
+namespace common {
+/*!
+ * \brief calculate the sigmoid of the input.
+ * \param x input parameter
+ * \return the transformed value.
+ */
+inline float Sigmoid(float x) {
+  return 1.0f / (1.0f + std::exp(-x));
+}
+
+/*!
+ * \brief do inplace softmax transformaton on p_rec
+ * \param p_rec the input/output vector of the values.
+ */
+inline void Softmax(std::vector<float>* p_rec) {
+  std::vector<float> &rec = *p_rec;
+  float wmax = rec[0];
+  for (size_t i = 1; i < rec.size(); ++i) {
+    wmax = std::max(rec[i], wmax);
+  }
+  double wsum = 0.0f;
+  for (size_t i = 0; i < rec.size(); ++i) {
+    rec[i] = std::exp(rec[i] - wmax);
+    wsum += rec[i];
+  }
+  for (size_t i = 0; i < rec.size(); ++i) {
+    rec[i] /= static_cast<float>(wsum);
+  }
+}
+
+/*!
+ * \brief Find the maximum iterator within the iterators
+ * \param begin The begining iterator.
+ * \param end The end iterator.
+ * \return the iterator point to the maximum value.
+ * \tparam Iterator The type of the iterator.
+ */
+template<typename Iterator>
+inline Iterator FindMaxIndex(Iterator begin, Iterator end) {
+  Iterator maxit = begin;
+  for (Iterator it = begin; it != end; ++it) {
+    if (*it > *maxit) maxit = it;
+  }
+  return maxit;
+}
+
+/*!
+ * \brief perform numerically safe logsum
+ * \param x left input operand
+ * \param y right input operand
+ * \return  log(exp(x) + exp(y))
+ */
+inline float LogSum(float x, float y) {
+  if (x < y) {
+    return y + std::log(std::exp(x - y) + 1.0f);
+  } else {
+    return x + std::log(std::exp(y - x) + 1.0f);
+  }
+}
+
+/*!
+ * \brief perform numerically safe logsum
+ * \param begin The begining iterator.
+ * \param end The end iterator.
+ * \return the iterator point to the maximum value.
+ * \tparam Iterator The type of the iterator.
+ */
+template<typename Iterator>
+inline float LogSum(Iterator begin, Iterator end) {
+  float mx = *begin;
+  for (Iterator it = begin; it != end; ++it) {
+    mx = std::max(mx, *it);
+  }
+  float sum = 0.0f;
+  for (Iterator it = begin; it != end; ++it) {
+    sum += std::exp(*it - mx);
+  }
+  return mx + std::log(sum);
+}
+
+// comparator functions for sorting pairs in descending order
+inline static bool CmpFirst(const std::pair<float, unsigned> &a,
+                            const std::pair<float, unsigned> &b) {
+  return a.first > b.first;
+}
+inline static bool CmpSecond(const std::pair<float, unsigned> &a,
+                             const std::pair<float, unsigned> &b) {
+  return a.second > b.second;
+}
+}  // namespace common
+}  // namespace xgboost
+#endif  // XGBOOST_COMMON_MATH_H_