jens
7b34529b24
git-svn-id: http://moon:8086/svn/matlab/trunk@91 801c6759-fa7c-4059-a304-17956f83a07c
36 lines
709 B
Matlab
36 lines
709 B
Matlab
function [nll,g,H,T] = LogisticLoss(w,X,y)
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% w(feature,1)
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% X(instance,feature)
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% y(instance,1)
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[n,p] = size(X);
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Xw = X*w;
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yXw = y.*Xw;
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nll = sum(mylogsumexp([zeros(n,1) -yXw]));
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if nargout > 1
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if nargout > 2
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sig = 1./(1+exp(-yXw));
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g = -X.'*(y.*(1-sig));
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else
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%g = -X.'*(y./(1+exp(yXw)));
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g = -(X.'*(y./(1+exp(yXw))));
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end
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end
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if nargout > 2
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H = X.'*diag(sparse(sig.*(1-sig)))*X;
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end
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if nargout > 3
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T = zeros(p,p,p);
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for j1 = 1:p
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for j2 = 1:p
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for j3 = 1:p
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T(j1,j2,j3) = sum(y(:).^3.*X(:,j1).*X(:,j2).*X(:,j3).*sig.*(1-sig).*(1-2*sig));
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end
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end
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end
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end |