138 lines
3.3 KiB
C++
138 lines
3.3 KiB
C++
/*!
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* Copyright 2015 by Contributors
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* \file math.h
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* \brief additional math utils
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* \author Tianqi Chen
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*/
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#ifndef XGBOOST_COMMON_MATH_H_
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#define XGBOOST_COMMON_MATH_H_
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#include <utility>
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#include <vector>
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#include <cmath>
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#include <algorithm>
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namespace xgboost {
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namespace common {
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/*!
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* \brief calculate the sigmoid of the input.
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* \param x input parameter
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* \return the transformed value.
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*/
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inline float Sigmoid(float x) {
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return 1.0f / (1.0f + std::exp(-x));
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}
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/*!
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* \brief do inplace softmax transformaton on p_rec
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* \param p_rec the input/output vector of the values.
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*/
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inline void Softmax(std::vector<float>* p_rec) {
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std::vector<float> &rec = *p_rec;
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float wmax = rec[0];
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for (size_t i = 1; i < rec.size(); ++i) {
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wmax = std::max(rec[i], wmax);
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}
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double wsum = 0.0f;
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for (size_t i = 0; i < rec.size(); ++i) {
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rec[i] = std::exp(rec[i] - wmax);
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wsum += rec[i];
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}
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for (size_t i = 0; i < rec.size(); ++i) {
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rec[i] /= static_cast<float>(wsum);
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}
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}
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/*!
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* \brief Find the maximum iterator within the iterators
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* \param begin The begining iterator.
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* \param end The end iterator.
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* \return the iterator point to the maximum value.
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* \tparam Iterator The type of the iterator.
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*/
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template<typename Iterator>
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inline Iterator FindMaxIndex(Iterator begin, Iterator end) {
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Iterator maxit = begin;
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for (Iterator it = begin; it != end; ++it) {
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if (*it > *maxit) maxit = it;
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}
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return maxit;
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}
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/*!
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* \brief perform numerically safe logsum
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* \param x left input operand
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* \param y right input operand
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* \return log(exp(x) + exp(y))
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*/
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inline float LogSum(float x, float y) {
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if (x < y) {
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return y + std::log(std::exp(x - y) + 1.0f);
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} else {
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return x + std::log(std::exp(y - x) + 1.0f);
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}
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}
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/*!
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* \brief perform numerically safe logsum
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* \param begin The begining iterator.
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* \param end The end iterator.
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* \return the iterator point to the maximum value.
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* \tparam Iterator The type of the iterator.
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*/
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template<typename Iterator>
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inline float LogSum(Iterator begin, Iterator end) {
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float mx = *begin;
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for (Iterator it = begin; it != end; ++it) {
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mx = std::max(mx, *it);
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}
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float sum = 0.0f;
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for (Iterator it = begin; it != end; ++it) {
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sum += std::exp(*it - mx);
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}
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return mx + std::log(sum);
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}
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// comparator functions for sorting pairs in descending order
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inline static bool CmpFirst(const std::pair<float, unsigned> &a,
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const std::pair<float, unsigned> &b) {
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return a.first > b.first;
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}
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inline static bool CmpSecond(const std::pair<float, unsigned> &a,
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const std::pair<float, unsigned> &b) {
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return a.second > b.second;
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}
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#if XGBOOST_STRICT_R_MODE
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// check nan
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bool CheckNAN(double v);
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double LogGamma(double v);
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#else
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template<typename T>
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inline bool CheckNAN(T v) {
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#ifdef _MSC_VER
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return (_isnan(v) != 0);
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#else
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return std::isnan(v);
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#endif
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}
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template<typename T>
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inline T LogGamma(T v) {
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#ifdef _MSC_VER
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#if _MSC_VER >= 1800
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return lgamma(v);
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#else
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#pragma message("Warning: lgamma function was not available until VS2013"\
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", poisson regression will be disabled")
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utils::Error("lgamma function was not available until VS2013");
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return static_cast<T>(1.0);
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#endif
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#else
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return lgamma(v);
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#endif
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}
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#endif // XGBOOST_STRICT_R_MODE_
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} // namespace common
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} // namespace xgboost
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#endif // XGBOOST_COMMON_MATH_H_
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