binary_log_loss.hpp
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#ifndef STAN_MATH_REV_SCAL_FUN_BINARY_LOG_LOSS_HPP
#define STAN_MATH_REV_SCAL_FUN_BINARY_LOG_LOSS_HPP
#include <stan/math/rev/core.hpp>
#include <stan/math/prim/scal/fun/constants.hpp>
#include <stan/math/prim/scal/fun/log1p.hpp>
#include <valarray>
namespace stan {
namespace math {
namespace {
class binary_log_loss_1_vari : public op_v_vari {
public:
explicit binary_log_loss_1_vari(vari* avi) :
op_v_vari(-std::log(avi->val_), avi) {
}
void chain() {
avi_->adj_ -= adj_ / avi_->val_;
}
};
class binary_log_loss_0_vari : public op_v_vari {
public:
explicit binary_log_loss_0_vari(vari* avi) :
op_v_vari(-log1p(-avi->val_), avi) {
}
void chain() {
avi_->adj_ += adj_ / (1.0 - avi_->val_);
}
};
}
inline var binary_log_loss(int y, const var& y_hat) {
if (y == 0)
return var(new binary_log_loss_0_vari(y_hat.vi_));
else
return var(new binary_log_loss_1_vari(y_hat.vi_));
}
}
}
#endif
core.hpp
stan
Definition: log_sum_exp.hpp:8
stan::math::log
fvar< T > log(const fvar< T > &x)
Definition: log.hpp:14
std
Definition: std_numeric_limits.hpp:7
stan::math::var
Independent (input) and dependent (output) variables for gradients.
Definition: var.hpp:30
stan::math::binary_log_loss
fvar< T > binary_log_loss(int y, const fvar< T > &y_hat)
Definition: binary_log_loss.hpp:13
stan::math::var::vi_
vari * vi_
Pointer to the implementation of this variable.
Definition: var.hpp:42
constants.hpp
stan::math::log1p
fvar< T > log1p(const fvar< T > &x)
Definition: log1p.hpp:11
log1p.hpp

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