Add WeightedHuberCriterion

lib/WeightedHuberCriterion.lua

@@ -0,0 +1,36 @@
+-- ref: https://en.wikipedia.org/wiki/Huber_loss
+local WeightedHuberCriterion, parent = torch.class('w2nn.WeightedHuberCriterion','nn.Criterion')
+
+function WeightedHuberCriterion:__init(w, gamma)
+   parent.__init(self)
+   self.gamma = gamma or 1.0
+   self.weight = w:clone()
+   self.diff = torch.Tensor()
+   self.diff_abs = torch.Tensor()
+   --self.outlier_rate = 0.0
+   self.square_loss_buff = torch.Tensor()
+   self.linear_loss_buff = torch.Tensor()
+end
+function WeightedHuberCriterion:updateOutput(input, target)
+   self.diff:resizeAs(input):copy(input)
+   for i = 1, input:size(1) do
+      self.diff[i]:add(-1, target[i]):cmul(self.weight)
+   end
+   self.diff_abs:resizeAs(self.diff):copy(self.diff):abs()
+   
+   local square_targets = self.diff[torch.lt(self.diff_abs, self.gamma)]
+   local linear_targets = self.diff[torch.ge(self.diff_abs, self.gamma)]
+   local square_loss = self.square_loss_buff:resizeAs(square_targets):copy(square_targets):pow(2.0):mul(0.5):sum()
+   local linear_loss = self.linear_loss_buff:resizeAs(linear_targets):copy(linear_targets):abs():add(-0.5 * self.gamma):mul(self.gamma):sum()
+
+   --self.outlier_rate = linear_targets:nElement() / input:nElement()
+   self.output = (square_loss + linear_loss) / input:nElement()
+   return self.output
+end
+function WeightedHuberCriterion:updateGradInput(input, target)
+   local norm = 1.0 / input:nElement()
+   self.gradInput:resizeAs(self.diff):copy(self.diff):mul(norm)
+   local outlier = torch.ge(self.diff_abs, self.gamma)
+   self.gradInput[outlier] = torch.sign(self.diff[outlier]) * self.gamma * norm
+   return self.gradInput 
+end

lib/w2nn.lua

@@ -8,7 +8,7 @@ local function load_cunn()
 end
 local function load_cudnn()
    require 'cudnn'
-   cudnn.fastest = true
+   cudnn.benchmark = true
 end
 if w2nn then
    return w2nn
@@ -20,5 +20,6 @@ else
    require 'LeakyReLU_deprecated'
    require 'DepthExpand2x'
    require 'WeightedMSECriterion'
+   require 'WeightedHuberCriterion'
    return w2nn
 end