[12332] | 1 | using System;
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| 2 | using System.Collections.Generic;
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| 3 | using System.Linq;
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| 4 | using System.Text;
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| 5 | using System.Threading.Tasks;
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| 6 | using HeuristicLab.Common;
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| 7 | using HeuristicLab.Core;
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| 8 |
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| 9 | namespace GradientBoostedTrees {
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| 10 | public class SquaredErrorLoss : ILossFunction {
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| 11 | public double GetLoss(IEnumerable<double> target, IEnumerable<double> pred, IEnumerable<double> weight) {
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| 12 | var targetEnum = target.GetEnumerator();
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| 13 | var predEnum = pred.GetEnumerator();
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| 14 | var weightEnum = weight.GetEnumerator();
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| 15 |
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| 16 | double s = 0;
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| 17 | while (targetEnum.MoveNext() & predEnum.MoveNext() & weightEnum.MoveNext()) {
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| 18 | double res = targetEnum.Current - predEnum.Current;
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| 19 | s += weightEnum.Current * res * res;
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| 20 | }
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| 21 | if (targetEnum.MoveNext() | predEnum.MoveNext() | weightEnum.MoveNext())
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| 22 | throw new ArgumentException("target, pred and weight have differing lengths");
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| 23 |
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| 24 | return s;
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| 25 | }
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| 26 |
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| 27 | public IEnumerable<double> GetLossGradient(IEnumerable<double> target, IEnumerable<double> pred, IEnumerable<double> weight) {
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| 28 | var targetEnum = target.GetEnumerator();
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| 29 | var predEnum = pred.GetEnumerator();
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| 30 | var weightEnum = weight.GetEnumerator();
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| 31 |
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| 32 | while (targetEnum.MoveNext() & predEnum.MoveNext() & weightEnum.MoveNext()) {
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| 33 | yield return weightEnum.Current * 2.0 * (targetEnum.Current - predEnum.Current);
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| 34 | }
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| 35 | if (targetEnum.MoveNext() | predEnum.MoveNext() | weightEnum.MoveNext())
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| 36 | throw new ArgumentException("target, pred and weight have differing lengths");
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| 37 | }
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| 38 |
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| 39 | public LineSearchFunc GetLineSearchFunc(IEnumerable<double> target, IEnumerable<double> pred, IEnumerable<double> weight) {
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| 40 | var targetArr = target.ToArray();
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| 41 | var predArr = pred.ToArray();
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| 42 | var weightArr = weight.ToArray();
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| 43 | if (targetArr.Length != predArr.Length || predArr.Length != weightArr.Length)
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| 44 | throw new ArgumentException("target, pred and weight have differing lengths");
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| 45 |
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| 46 | // line search for
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| 47 | LineSearchFunc lineSearch = (idx, startIdx, endIdx) => {
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| 48 | double s = 0.0;
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| 49 | int n = 0;
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| 50 | for (int i = startIdx; i <= endIdx; i++) {
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| 51 | int row = idx[i];
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| 52 | s += (targetArr[row] - predArr[row]);
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| 53 | n++;
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| 54 | }
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| 55 | return s / n;
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| 56 | };
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| 57 | return lineSearch;
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| 58 |
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| 59 | }
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| 60 |
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| 61 | public override string ToString() {
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| 62 | return "Squared error loss";
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| 63 | }
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| 64 | }
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| 65 | }
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