Changeset 12607 for branches/GBT-trunkintegration/HeuristicLab.Algorithms.DataAnalysis/3.4/GradientBoostedTrees/LossFunctions/ILossFunction.cs

Timestamp:

07/06/15 15:20:28 (9 years ago)

Author:

gkronber

Message:

#2261: also use line search function for the initial estimation f0, changed logistic regression loss function to match description in GBM paper, comments and code improvements

File:

• branches/GBT-trunkintegration/HeuristicLab.Algorithms.DataAnalysis/3.4/GradientBoostedTrees/LossFunctions/ILossFunction.cs (modified) (2 diffs)

branches/GBT-trunkintegration/HeuristicLab.Algorithms.DataAnalysis/3.4/GradientBoostedTrees/LossFunctions/ILossFunction.cs

@@ -24 +24 @@
 
 namespace HeuristicLab.Algorithms.DataAnalysis {
+  // returns the optimal value for the partition of rows stored in idx[startIdx] .. idx[endIdx] inclusive
   public delegate double LineSearchFunc(int[] idx, int startIdx, int endIdx);
 
+  // represents an interface for loss functions used by gradient boosting
+  // target represents the target vector  (original targets from the problem data, never changed)
+  // pred   represents the current vector of predictions (a weighted combination of models learned so far, this vector is updated after each step)
+  // weight represents a weight vector for rows (this is not supported yet -> all weights are 1)
   public interface ILossFunction {
-    // returns the weighted loss
+    // returns the weighted loss of the current prediction vector 
     double GetLoss(IEnumerable<double> target, IEnumerable<double> pred, IEnumerable<double> weight);
 
@@ -37 +42 @@
   }
 }
+
+