Sam Chaudry
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# Fused types for input like y_true, raw_prediction, sample_weights.
ctypedef fused floating_in:
double
float
# Fused types for output like gradient and hessian
# We use a different fused types for input (floating_in) and output (floating_out), such
# that input and output can have different dtypes in the same function call. A single
# fused type can only take on one single value (type) for all arguments in one function
# call.
ctypedef fused floating_out:
double
float
# Struct to return 2 doubles
ctypedef struct double_pair:
double val1
double val2
# C base class for loss functions
cdef class CyLossFunction:
cdef double cy_loss(self, double y_true, double raw_prediction) noexcept nogil
cdef double cy_gradient(self, double y_true, double raw_prediction) noexcept nogil
cdef double_pair cy_grad_hess(self, double y_true, double raw_prediction) noexcept nogil
cdef class CyHalfSquaredError(CyLossFunction):
cdef double cy_loss(self, double y_true, double raw_prediction) noexcept nogil
cdef double cy_gradient(self, double y_true, double raw_prediction) noexcept nogil
cdef double_pair cy_grad_hess(self, double y_true, double raw_prediction) noexcept nogil
cdef class CyAbsoluteError(CyLossFunction):
cdef double cy_loss(self, double y_true, double raw_prediction) noexcept nogil
cdef double cy_gradient(self, double y_true, double raw_prediction) noexcept nogil
cdef double_pair cy_grad_hess(self, double y_true, double raw_prediction) noexcept nogil
cdef class CyPinballLoss(CyLossFunction):
cdef readonly double quantile # readonly makes it accessible from Python
cdef double cy_loss(self, double y_true, double raw_prediction) noexcept nogil
cdef double cy_gradient(self, double y_true, double raw_prediction) noexcept nogil
cdef double_pair cy_grad_hess(self, double y_true, double raw_prediction) noexcept nogil
cdef class CyHuberLoss(CyLossFunction):
cdef public double delta # public makes it accessible from Python
cdef double cy_loss(self, double y_true, double raw_prediction) noexcept nogil
cdef double cy_gradient(self, double y_true, double raw_prediction) noexcept nogil
cdef double_pair cy_grad_hess(self, double y_true, double raw_prediction) noexcept nogil
cdef class CyHalfPoissonLoss(CyLossFunction):
cdef double cy_loss(self, double y_true, double raw_prediction) noexcept nogil
cdef double cy_gradient(self, double y_true, double raw_prediction) noexcept nogil
cdef double_pair cy_grad_hess(self, double y_true, double raw_prediction) noexcept nogil
cdef class CyHalfGammaLoss(CyLossFunction):
cdef double cy_loss(self, double y_true, double raw_prediction) noexcept nogil
cdef double cy_gradient(self, double y_true, double raw_prediction) noexcept nogil
cdef double_pair cy_grad_hess(self, double y_true, double raw_prediction) noexcept nogil
cdef class CyHalfTweedieLoss(CyLossFunction):
cdef readonly double power # readonly makes it accessible from Python
cdef double cy_loss(self, double y_true, double raw_prediction) noexcept nogil
cdef double cy_gradient(self, double y_true, double raw_prediction) noexcept nogil
cdef double_pair cy_grad_hess(self, double y_true, double raw_prediction) noexcept nogil
cdef class CyHalfTweedieLossIdentity(CyLossFunction):
cdef readonly double power # readonly makes it accessible from Python
cdef double cy_loss(self, double y_true, double raw_prediction) noexcept nogil
cdef double cy_gradient(self, double y_true, double raw_prediction) noexcept nogil
cdef double_pair cy_grad_hess(self, double y_true, double raw_prediction) noexcept nogil
cdef class CyHalfBinomialLoss(CyLossFunction):
cdef double cy_loss(self, double y_true, double raw_prediction) noexcept nogil
cdef double cy_gradient(self, double y_true, double raw_prediction) noexcept nogil
cdef double_pair cy_grad_hess(self, double y_true, double raw_prediction) noexcept nogil
cdef class CyExponentialLoss(CyLossFunction):
cdef double cy_loss(self, double y_true, double raw_prediction) noexcept nogil
cdef double cy_gradient(self, double y_true, double raw_prediction) noexcept nogil
cdef double_pair cy_grad_hess(self, double y_true, double raw_prediction) noexcept nogil
cdef class CyHalfMultinomialLoss():
cdef void cy_gradient(
self,
const floating_in y_true,
const floating_in[::1] raw_prediction,
const floating_in sample_weight,
floating_out[::1] gradient_out,
) noexcept nogil