ClippedWeightedHuberCriterion.lua 1.7 KB

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  1. -- ref: https://en.wikipedia.org/wiki/Huber_loss
  2. local ClippedWeightedHuberCriterion, parent = torch.class('w2nn.ClippedWeightedHuberCriterion','nn.Criterion')
  3. function ClippedWeightedHuberCriterion:__init(w, gamma, clip)
  4. parent.__init(self)
  5. self.clip = clip
  6. self.gamma = gamma or 1.0
  7. self.weight = w:clone()
  8. self.diff = torch.Tensor()
  9. self.diff_abs = torch.Tensor()
  10. --self.outlier_rate = 0.0
  11. self.square_loss_buff = torch.Tensor()
  12. self.linear_loss_buff = torch.Tensor()
  13. end
  14. function ClippedWeightedHuberCriterion:updateOutput(input, target)
  15. self.diff:resizeAs(input):copy(input)
  16. self.diff:clamp(self.clip[1], self.clip[2])
  17. for i = 1, input:size(1) do
  18. self.diff[i]:add(-1, target[i]):cmul(self.weight)
  19. end
  20. self.diff_abs:resizeAs(self.diff):copy(self.diff):abs()
  21. local square_targets = self.diff[torch.lt(self.diff_abs, self.gamma)]
  22. local linear_targets = self.diff[torch.ge(self.diff_abs, self.gamma)]
  23. local square_loss = self.square_loss_buff:resizeAs(square_targets):copy(square_targets):pow(2.0):mul(0.5):sum()
  24. local linear_loss = self.linear_loss_buff:resizeAs(linear_targets):copy(linear_targets):abs():add(-0.5 * self.gamma):mul(self.gamma):sum()
  25. --self.outlier_rate = linear_targets:nElement() / input:nElement()
  26. self.output = (square_loss + linear_loss) / input:nElement()
  27. return self.output
  28. end
  29. function ClippedWeightedHuberCriterion:updateGradInput(input, target)
  30. local norm = 1.0 / input:nElement()
  31. self.gradInput:resizeAs(self.diff):copy(self.diff):mul(norm)
  32. local outlier = torch.ge(self.diff_abs, self.gamma)
  33. self.gradInput[outlier] = torch.sign(self.diff[outlier]) * self.gamma * norm
  34. return self.gradInput
  35. end