/********************************************************
* ██████╗ ██████╗████████╗██╗
* ██╔════╝ ██╔════╝╚══██╔══╝██║
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* ╚██████╔╝╚██████╗ ██║ ███████╗
* ╚═════╝ ╚═════╝ ╚═╝ ╚══════╝
* Geophysical Computational Tools & Library (GCTL)
*
* Copyright (c) 2022 Yi Zhang (yizhang-geo@zju.edu.cn)
*
* GCTL is distributed under a dual licensing scheme. You can redistribute
* it and/or modify it under the terms of the GNU Lesser General Public
* License as published by the Free Software Foundation, either version 2
* of the License, or (at your option) any later version. You should have
* received a copy of the GNU Lesser General Public License along with this
* program. If not, see .
*
* If the terms and conditions of the LGPL v.2. would prevent you from using
* the GCTL, please consider the option to obtain a commercial license for a
* fee. These licenses are offered by the GCTL's original author. As a rule,
* licenses are provided "as-is", unlimited in time for a one time fee. Please
* send corresponding requests to: yizhang-geo@zju.edu.cn. Please do not forget
* to include some description of your company and the realm of its activities.
* Also add information on how to contact you by electronic and paper mail.
******************************************************/
#include "olayer_rmse.h"
gctl::rmse::rmse() {}
gctl::rmse::~rmse() {}
void gctl::rmse::evaluation(const matrix &prev_layer_data, const matrix &target)
{
int nobs = prev_layer_data.col_size();
int nvar = prev_layer_data.row_size();
if (target.col_size() != nobs || target.row_size() != nvar)
{
throw std::invalid_argument("[gctl::rmse] Target data have incorrect dimension.");
}
// Compute the derivative of the input of this layer
// L = 0.5 * ||yhat - y||^2
// in = yhat
// d(L) / d(in) = yhat - y
der_in_.resize(nvar, nobs);
int i, j;
#pragma omp parallel for private (i, j) schedule(guided)
for (i = 0; i < nvar; i++)
{
for (j = 0; j < nobs; j++)
{
der_in_[i][j] = prev_layer_data[i][j] - target[i][j];
}
}
return;
}
double gctl::rmse::loss_value() const
{
// L = 0.5 * ||yhat - y||^2
double n = der_in_.norm(L2);
return 0.5*power2(n)/der_in_.col_size();
}
std::string gctl::rmse::get_output_name() const
{
return "RegressionMSE";
}
gctl::olayer_type_e gctl::rmse::get_output_type() const
{
return RegressionMSE;
}