From 1939d6be7b69485701f96edd827e8aeb6dc6aab4 Mon Sep 17 00:00:00 2001
From: "Chanyub.park" <mrchypark@gmail.com>
Date: Sun, 6 May 2018 23:30:13 +0900
Subject: [PATCH] add some losses: mae, hinge, etc

---
 R/losses.R | 21 ++++++++++++++++++++-
 1 file changed, 20 insertions(+), 1 deletion(-)

diff --git a/R/losses.R b/R/losses.R
index 2edc1f6..090ae70 100644
--- a/R/losses.R
+++ b/R/losses.R
@@ -2,9 +2,28 @@
 get_losses <- function(loss){
   out <- switch(loss,
                 "MSE" = mean_square_error,
+                "MAE" = mean_absolute_error,
                 stop("loss function not implemented"))
 }
 
 mean_square_error <- function(y, y_pred){
   return(rowMeans((y_pred - y)^2))
-}
\ No newline at end of file
+}
+
+mean_absolute_error <- function(y, y_pred){
+  return(rowMeans(abs(y_pred - y)))
+}
+
+squared_hinge <- function(y, y_pred){
+  return(rowMeans((pmax(1 - y * y_pred, 0))^2))
+}
+
+hinge <- function(y, y_pred){
+  return(rowMeans(pmax(1 - y * y_pred, 0)))
+}
+
+categorical_hinge <- function(y, y_pred){
+  pos <- rowSums(y * y_pred)
+  neg <- pmax((1 - y) * y_pred)
+  return(pmax(0, neg - pos + 1))
+}