|
| 1 | +import numpy as np |
| 2 | + |
| 3 | + |
| 4 | +def binary_cross_entropy( |
| 5 | + y_true: np.ndarray, y_pred: np.ndarray, epsilon: float = 1e-15 |
| 6 | +) -> float: |
| 7 | + """ |
| 8 | + Calculate the mean binary cross-entropy (BCE) loss between true labels and predicted |
| 9 | + probabilities. |
| 10 | +
|
| 11 | + BCE loss quantifies dissimilarity between true labels (0 or 1) and predicted |
| 12 | + probabilities. It's widely used in binary classification tasks. |
| 13 | +
|
| 14 | + BCE = -Σ(y_true * ln(y_pred) + (1 - y_true) * ln(1 - y_pred)) |
| 15 | +
|
| 16 | + Reference: https://en.wikipedia.org/wiki/Cross_entropy |
| 17 | +
|
| 18 | + Parameters: |
| 19 | + - y_true: True binary labels (0 or 1) |
| 20 | + - y_pred: Predicted probabilities for class 1 |
| 21 | + - epsilon: Small constant to avoid numerical instability |
| 22 | +
|
| 23 | + >>> true_labels = np.array([0, 1, 1, 0, 1]) |
| 24 | + >>> predicted_probs = np.array([0.2, 0.7, 0.9, 0.3, 0.8]) |
| 25 | + >>> binary_cross_entropy(true_labels, predicted_probs) |
| 26 | + 0.2529995012327421 |
| 27 | + >>> true_labels = np.array([0, 1, 1, 0, 1]) |
| 28 | + >>> predicted_probs = np.array([0.3, 0.8, 0.9, 0.2]) |
| 29 | + >>> binary_cross_entropy(true_labels, predicted_probs) |
| 30 | + Traceback (most recent call last): |
| 31 | + ... |
| 32 | + ValueError: Input arrays must have the same length. |
| 33 | + """ |
| 34 | + if len(y_true) != len(y_pred): |
| 35 | + raise ValueError("Input arrays must have the same length.") |
| 36 | + |
| 37 | + y_pred = np.clip(y_pred, epsilon, 1 - epsilon) # Clip predictions to avoid log(0) |
| 38 | + bce_loss = -(y_true * np.log(y_pred) + (1 - y_true) * np.log(1 - y_pred)) |
| 39 | + return np.mean(bce_loss) |
| 40 | + |
| 41 | + |
| 42 | +def categorical_cross_entropy( |
| 43 | + y_true: np.ndarray, y_pred: np.ndarray, epsilon: float = 1e-15 |
| 44 | +) -> float: |
| 45 | + """ |
| 46 | + Calculate categorical cross-entropy (CCE) loss between true class labels and |
| 47 | + predicted class probabilities. |
| 48 | +
|
| 49 | + CCE = -Σ(y_true * ln(y_pred)) |
| 50 | +
|
| 51 | + Reference: https://en.wikipedia.org/wiki/Cross_entropy |
| 52 | +
|
| 53 | + Parameters: |
| 54 | + - y_true: True class labels (one-hot encoded) |
| 55 | + - y_pred: Predicted class probabilities |
| 56 | + - epsilon: Small constant to avoid numerical instability |
| 57 | +
|
| 58 | + >>> true_labels = np.array([[1, 0, 0], [0, 1, 0], [0, 0, 1]]) |
| 59 | + >>> pred_probs = np.array([[0.9, 0.1, 0.0], [0.2, 0.7, 0.1], [0.0, 0.1, 0.9]]) |
| 60 | + >>> categorical_cross_entropy(true_labels, pred_probs) |
| 61 | + 0.567395975254385 |
| 62 | + >>> true_labels = np.array([[1, 0], [0, 1]]) |
| 63 | + >>> pred_probs = np.array([[0.9, 0.1, 0.0], [0.2, 0.7, 0.1]]) |
| 64 | + >>> categorical_cross_entropy(true_labels, pred_probs) |
| 65 | + Traceback (most recent call last): |
| 66 | + ... |
| 67 | + ValueError: Input arrays must have the same shape. |
| 68 | + >>> true_labels = np.array([[2, 0, 1], [1, 0, 0]]) |
| 69 | + >>> pred_probs = np.array([[0.9, 0.1, 0.0], [0.2, 0.7, 0.1]]) |
| 70 | + >>> categorical_cross_entropy(true_labels, pred_probs) |
| 71 | + Traceback (most recent call last): |
| 72 | + ... |
| 73 | + ValueError: y_true must be one-hot encoded. |
| 74 | + >>> true_labels = np.array([[1, 0, 1], [1, 0, 0]]) |
| 75 | + >>> pred_probs = np.array([[0.9, 0.1, 0.0], [0.2, 0.7, 0.1]]) |
| 76 | + >>> categorical_cross_entropy(true_labels, pred_probs) |
| 77 | + Traceback (most recent call last): |
| 78 | + ... |
| 79 | + ValueError: y_true must be one-hot encoded. |
| 80 | + >>> true_labels = np.array([[1, 0, 0], [0, 1, 0]]) |
| 81 | + >>> pred_probs = np.array([[0.9, 0.1, 0.1], [0.2, 0.7, 0.1]]) |
| 82 | + >>> categorical_cross_entropy(true_labels, pred_probs) |
| 83 | + Traceback (most recent call last): |
| 84 | + ... |
| 85 | + ValueError: Predicted probabilities must sum to approximately 1. |
| 86 | + """ |
| 87 | + if y_true.shape != y_pred.shape: |
| 88 | + raise ValueError("Input arrays must have the same shape.") |
| 89 | + |
| 90 | + if np.any((y_true != 0) & (y_true != 1)) or np.any(y_true.sum(axis=1) != 1): |
| 91 | + raise ValueError("y_true must be one-hot encoded.") |
| 92 | + |
| 93 | + if not np.all(np.isclose(np.sum(y_pred, axis=1), 1, rtol=epsilon, atol=epsilon)): |
| 94 | + raise ValueError("Predicted probabilities must sum to approximately 1.") |
| 95 | + |
| 96 | + y_pred = np.clip(y_pred, epsilon, 1) # Clip predictions to avoid log(0) |
| 97 | + return -np.sum(y_true * np.log(y_pred)) |
| 98 | + |
| 99 | + |
| 100 | +def hinge_loss(y_true: np.ndarray, y_pred: np.ndarray) -> float: |
| 101 | + """ |
| 102 | + Calculate the mean hinge loss for between true labels and predicted probabilities |
| 103 | + for training support vector machines (SVMs). |
| 104 | +
|
| 105 | + Hinge loss = max(0, 1 - true * pred) |
| 106 | +
|
| 107 | + Reference: https://en.wikipedia.org/wiki/Hinge_loss |
| 108 | +
|
| 109 | + Args: |
| 110 | + - y_true: actual values (ground truth) encoded as -1 or 1 |
| 111 | + - y_pred: predicted values |
| 112 | +
|
| 113 | + >>> true_labels = np.array([-1, 1, 1, -1, 1]) |
| 114 | + >>> pred = np.array([-4, -0.3, 0.7, 5, 10]) |
| 115 | + >>> hinge_loss(true_labels, pred) |
| 116 | + 1.52 |
| 117 | + >>> true_labels = np.array([-1, 1, 1, -1, 1, 1]) |
| 118 | + >>> pred = np.array([-4, -0.3, 0.7, 5, 10]) |
| 119 | + >>> hinge_loss(true_labels, pred) |
| 120 | + Traceback (most recent call last): |
| 121 | + ... |
| 122 | + ValueError: Length of predicted and actual array must be same. |
| 123 | + >>> true_labels = np.array([-1, 1, 10, -1, 1]) |
| 124 | + >>> pred = np.array([-4, -0.3, 0.7, 5, 10]) |
| 125 | + >>> hinge_loss(true_labels, pred) |
| 126 | + Traceback (most recent call last): |
| 127 | + ... |
| 128 | + ValueError: y_true can have values -1 or 1 only. |
| 129 | + """ |
| 130 | + if len(y_true) != len(y_pred): |
| 131 | + raise ValueError("Length of predicted and actual array must be same.") |
| 132 | + |
| 133 | + if np.any((y_true != -1) & (y_true != 1)): |
| 134 | + raise ValueError("y_true can have values -1 or 1 only.") |
| 135 | + |
| 136 | + hinge_losses = np.maximum(0, 1.0 - (y_true * y_pred)) |
| 137 | + return np.mean(hinge_losses) |
| 138 | + |
| 139 | + |
| 140 | +def huber_loss(y_true: np.ndarray, y_pred: np.ndarray, delta: float) -> float: |
| 141 | + """ |
| 142 | + Calculate the mean Huber loss between the given ground truth and predicted values. |
| 143 | +
|
| 144 | + The Huber loss describes the penalty incurred by an estimation procedure, and it |
| 145 | + serves as a measure of accuracy for regression models. |
| 146 | +
|
| 147 | + Huber loss = |
| 148 | + 0.5 * (y_true - y_pred)^2 if |y_true - y_pred| <= delta |
| 149 | + delta * |y_true - y_pred| - 0.5 * delta^2 otherwise |
| 150 | +
|
| 151 | + Reference: https://en.wikipedia.org/wiki/Huber_loss |
| 152 | +
|
| 153 | + Parameters: |
| 154 | + - y_true: The true values (ground truth) |
| 155 | + - y_pred: The predicted values |
| 156 | +
|
| 157 | + >>> true_values = np.array([0.9, 10.0, 2.0, 1.0, 5.2]) |
| 158 | + >>> predicted_values = np.array([0.8, 2.1, 2.9, 4.2, 5.2]) |
| 159 | + >>> np.isclose(huber_loss(true_values, predicted_values, 1.0), 2.102) |
| 160 | + True |
| 161 | + >>> true_labels = np.array([11.0, 21.0, 3.32, 4.0, 5.0]) |
| 162 | + >>> predicted_probs = np.array([8.3, 20.8, 2.9, 11.2, 5.0]) |
| 163 | + >>> np.isclose(huber_loss(true_labels, predicted_probs, 1.0), 1.80164) |
| 164 | + True |
| 165 | + >>> true_labels = np.array([11.0, 21.0, 3.32, 4.0]) |
| 166 | + >>> predicted_probs = np.array([8.3, 20.8, 2.9, 11.2, 5.0]) |
| 167 | + >>> huber_loss(true_labels, predicted_probs, 1.0) |
| 168 | + Traceback (most recent call last): |
| 169 | + ... |
| 170 | + ValueError: Input arrays must have the same length. |
| 171 | + """ |
| 172 | + if len(y_true) != len(y_pred): |
| 173 | + raise ValueError("Input arrays must have the same length.") |
| 174 | + |
| 175 | + huber_mse = 0.5 * (y_true - y_pred) ** 2 |
| 176 | + huber_mae = delta * (np.abs(y_true - y_pred) - 0.5 * delta) |
| 177 | + return np.where(np.abs(y_true - y_pred) <= delta, huber_mse, huber_mae).mean() |
| 178 | + |
| 179 | + |
| 180 | +def mean_squared_error(y_true: np.ndarray, y_pred: np.ndarray) -> float: |
| 181 | + """ |
| 182 | + Calculate the mean squared error (MSE) between ground truth and predicted values. |
| 183 | +
|
| 184 | + MSE measures the squared difference between true values and predicted values, and it |
| 185 | + serves as a measure of accuracy for regression models. |
| 186 | +
|
| 187 | + MSE = (1/n) * Σ(y_true - y_pred)^2 |
| 188 | +
|
| 189 | + Reference: https://en.wikipedia.org/wiki/Mean_squared_error |
| 190 | +
|
| 191 | + Parameters: |
| 192 | + - y_true: The true values (ground truth) |
| 193 | + - y_pred: The predicted values |
| 194 | +
|
| 195 | + >>> true_values = np.array([1.0, 2.0, 3.0, 4.0, 5.0]) |
| 196 | + >>> predicted_values = np.array([0.8, 2.1, 2.9, 4.2, 5.2]) |
| 197 | + >>> np.isclose(mean_squared_error(true_values, predicted_values), 0.028) |
| 198 | + True |
| 199 | + >>> true_labels = np.array([1.0, 2.0, 3.0, 4.0, 5.0]) |
| 200 | + >>> predicted_probs = np.array([0.3, 0.8, 0.9, 0.2]) |
| 201 | + >>> mean_squared_error(true_labels, predicted_probs) |
| 202 | + Traceback (most recent call last): |
| 203 | + ... |
| 204 | + ValueError: Input arrays must have the same length. |
| 205 | + """ |
| 206 | + if len(y_true) != len(y_pred): |
| 207 | + raise ValueError("Input arrays must have the same length.") |
| 208 | + |
| 209 | + squared_errors = (y_true - y_pred) ** 2 |
| 210 | + return np.mean(squared_errors) |
| 211 | + |
| 212 | + |
| 213 | +def mean_squared_logarithmic_error(y_true: np.ndarray, y_pred: np.ndarray) -> float: |
| 214 | + """ |
| 215 | + Calculate the mean squared logarithmic error (MSLE) between ground truth and |
| 216 | + predicted values. |
| 217 | +
|
| 218 | + MSLE measures the squared logarithmic difference between true values and predicted |
| 219 | + values for regression models. It's particularly useful for dealing with skewed or |
| 220 | + large-value data, and it's often used when the relative differences between |
| 221 | + predicted and true values are more important than absolute differences. |
| 222 | +
|
| 223 | + MSLE = (1/n) * Σ(log(1 + y_true) - log(1 + y_pred))^2 |
| 224 | +
|
| 225 | + Reference: https://insideaiml.com/blog/MeanSquared-Logarithmic-Error-Loss-1035 |
| 226 | +
|
| 227 | + Parameters: |
| 228 | + - y_true: The true values (ground truth) |
| 229 | + - y_pred: The predicted values |
| 230 | +
|
| 231 | + >>> true_values = np.array([1.0, 2.0, 3.0, 4.0, 5.0]) |
| 232 | + >>> predicted_values = np.array([0.8, 2.1, 2.9, 4.2, 5.2]) |
| 233 | + >>> mean_squared_logarithmic_error(true_values, predicted_values) |
| 234 | + 0.0030860877925181344 |
| 235 | + >>> true_labels = np.array([1.0, 2.0, 3.0, 4.0, 5.0]) |
| 236 | + >>> predicted_probs = np.array([0.3, 0.8, 0.9, 0.2]) |
| 237 | + >>> mean_squared_logarithmic_error(true_labels, predicted_probs) |
| 238 | + Traceback (most recent call last): |
| 239 | + ... |
| 240 | + ValueError: Input arrays must have the same length. |
| 241 | + """ |
| 242 | + if len(y_true) != len(y_pred): |
| 243 | + raise ValueError("Input arrays must have the same length.") |
| 244 | + |
| 245 | + squared_logarithmic_errors = (np.log1p(y_true) - np.log1p(y_pred)) ** 2 |
| 246 | + return np.mean(squared_logarithmic_errors) |
| 247 | + |
| 248 | + |
| 249 | +if __name__ == "__main__": |
| 250 | + import doctest |
| 251 | + |
| 252 | + doctest.testmod() |
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