Merge pull request #365 from karlnapf/master

added new error measure for regression
shogun-toolbox · Feb 2, 2012 · 3a9377d · 3a9377d
2 parents 3eab618 + 2d9564c
commit 3a9377d
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diff --git a/src/interfaces/modular/Evaluation.i b/src/interfaces/modular/Evaluation.i
@@ -15,6 +15,7 @@
 %rename(MulticlassAccuracy) CMulticlassAccuracy;
 %rename(MeanAbsoluteError) CMeanAbsoluteError;
 %rename(MeanSquaredError) CMeanSquaredError;
+%rename(MeanSquaredLogError) CMeanSquaredLogError;
 %rename(ROCEvaluation) CROCEvaluation;
 %rename(PRCEvaluation) CPRCEvaluation;
 %rename(AccuracyMeasure) CAccuracyMeasure;
@@ -38,6 +39,7 @@
 %include <shogun/evaluation/MulticlassAccuracy.h>
 %include <shogun/evaluation/MeanAbsoluteError.h>
 %include <shogun/evaluation/MeanSquaredError.h>
+%include <shogun/evaluation/MeanSquaredLogError.h>
 %include <shogun/evaluation/ROCEvaluation.h>
 %include <shogun/evaluation/PRCEvaluation.h>
 %include <shogun/evaluation/CrossValidation.h>

diff --git a/src/interfaces/modular/Evaluation_includes.i b/src/interfaces/modular/Evaluation_includes.i
@@ -6,6 +6,7 @@
  #include <shogun/evaluation/MulticlassAccuracy.h>
  #include <shogun/evaluation/MeanAbsoluteError.h>
  #include <shogun/evaluation/MeanSquaredError.h>
+  #include <shogun/evaluation/MeanSquaredLogError.h>
  #include <shogun/evaluation/ROCEvaluation.h>
  #include <shogun/evaluation/PRCEvaluation.h>
  #include <shogun/evaluation/CrossValidation.h>

diff --git a/src/shogun/evaluation/MeanSquaredLogError.cpp b/src/shogun/evaluation/MeanSquaredLogError.cpp
@@ -0,0 +1,36 @@
+/*
+ * This program is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * Written (W) 2012 Heiko Strathmann
+ * Copyright (C) 2012 Berlin Institute of Technology and Max-Planck-Society
+ */
+
+#include <shogun/evaluation/MeanSquaredLogError.h>
+#include <shogun/features/Labels.h>
+#include <shogun/mathematics/Math.h>
+
+using namespace shogun;
+
+float64_t CMeanSquaredLogError::evaluate(CLabels* predicted, CLabels* ground_truth)
+{
+	ASSERT(predicted->get_num_labels()==ground_truth->get_num_labels());
+	int32_t length=predicted->get_num_labels();
+	float64_t msle=0.0;
+	for (int32_t i=0; i<length; i++)
+	{
+		float64_t prediction=predicted->get_label(i);
+		float64_t truth=ground_truth->get_label(i);
+
+		if (prediction<0 || truth<0)
+			SG_ERROR("Negative label[%d] in %s is not allowed!\n", i, get_name());
+
+		float64_t a=CMath::log(prediction+1);
+		float64_t b=CMath::log(truth+1);
+		msle+=CMath::sq(a-b);
+	}
+	msle /= length;
+	return CMath::sqrt(msle);
+}
diff --git a/src/shogun/evaluation/MeanSquaredLogError.h b/src/shogun/evaluation/MeanSquaredLogError.h
@@ -0,0 +1,60 @@
+/*
+ * This program is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * Written (W) 2012 Heiko Strathmann
+ * Copyright (C) 2012 Berlin Institute of Technology and Max-Planck-Society
+ */
+
+#ifndef __MEANSQUAREDLOGERROR__
+#define __MEANSQUAREDLOGERROR__
+
+#include <shogun/evaluation/Evaluation.h>
+#include <shogun/features/Labels.h>
+
+namespace shogun
+{
+
+class CLabels;
+
+/** @brief Class CMeanSquaredLogError
+ * used to compute an error of regression model.
+ *
+ * Formally, for real labels \f$ L,R, |L|=|R|, L_i, R_i > -1\f$ mean squared
+ * log error is estimated as
+ *
+ * \f[
+ * 		\sqrt{\frac{1}{|L|} \sum_{i=1}^{|L|} (\log{L_i+1} - \log{R_i+1})^2}
+ * \f]
+ *
+ */
+class CMeanSquaredLogError: public CEvaluation
+{
+public:
+	/** constructor */
+	CMeanSquaredLogError() : CEvaluation() {};
+
+	/** destructor */
+	virtual ~CMeanSquaredLogError() {};
+
+	/** evaluate mean squared log error
+	 * @param predicted labels for evaluating
+	 * @param ground_truth labels assumed to be correct
+	 * @return mean squared error
+	 */
+	virtual float64_t evaluate(CLabels* predicted, CLabels* ground_truth);
+
+	inline EEvaluationDirection get_evaluation_direction()
+	{
+		return ED_MINIMIZE;
+	}
+
+	/** get name */
+	virtual inline const char* get_name() const { return "MeanSquaredLogError"; }
+};
+
+}
+
+#endif /* __MEANSQUAREDLOGERROR__ */