82 lines
3.1 KiB
Cython
82 lines
3.1 KiB
Cython
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# cython: language_level=3
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cimport numpy as cnp
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cnp.import_array()
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# Fused types for y_true, y_pred, raw_prediction
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ctypedef fused Y_DTYPE_C:
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cnp.npy_float64
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cnp.npy_float32
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# Fused types for gradient and hessian
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ctypedef fused G_DTYPE_C:
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cnp.npy_float64
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cnp.npy_float32
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# Struct to return 2 doubles
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ctypedef struct double_pair:
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double val1
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double val2
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# C base class for loss functions
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cdef class CyLossFunction:
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cdef double cy_loss(self, double y_true, double raw_prediction) nogil
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cdef double cy_gradient(self, double y_true, double raw_prediction) nogil
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cdef double_pair cy_grad_hess(self, double y_true, double raw_prediction) nogil
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cdef class CyHalfSquaredError(CyLossFunction):
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cdef double cy_loss(self, double y_true, double raw_prediction) nogil
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cdef double cy_gradient(self, double y_true, double raw_prediction) nogil
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cdef double_pair cy_grad_hess(self, double y_true, double raw_prediction) nogil
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cdef class CyAbsoluteError(CyLossFunction):
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cdef double cy_loss(self, double y_true, double raw_prediction) nogil
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cdef double cy_gradient(self, double y_true, double raw_prediction) nogil
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cdef double_pair cy_grad_hess(self, double y_true, double raw_prediction) nogil
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cdef class CyPinballLoss(CyLossFunction):
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cdef readonly double quantile # readonly makes it accessible from Python
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cdef double cy_loss(self, double y_true, double raw_prediction) nogil
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cdef double cy_gradient(self, double y_true, double raw_prediction) nogil
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cdef double_pair cy_grad_hess(self, double y_true, double raw_prediction) nogil
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cdef class CyHalfPoissonLoss(CyLossFunction):
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cdef double cy_loss(self, double y_true, double raw_prediction) nogil
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cdef double cy_gradient(self, double y_true, double raw_prediction) nogil
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cdef double_pair cy_grad_hess(self, double y_true, double raw_prediction) nogil
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cdef class CyHalfGammaLoss(CyLossFunction):
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cdef double cy_loss(self, double y_true, double raw_prediction) nogil
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cdef double cy_gradient(self, double y_true, double raw_prediction) nogil
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cdef double_pair cy_grad_hess(self, double y_true, double raw_prediction) nogil
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cdef class CyHalfTweedieLoss(CyLossFunction):
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cdef readonly double power # readonly makes it accessible from Python
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cdef double cy_loss(self, double y_true, double raw_prediction) nogil
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cdef double cy_gradient(self, double y_true, double raw_prediction) nogil
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cdef double_pair cy_grad_hess(self, double y_true, double raw_prediction) nogil
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cdef class CyHalfTweedieLossIdentity(CyLossFunction):
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cdef readonly double power # readonly makes it accessible from Python
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cdef double cy_loss(self, double y_true, double raw_prediction) nogil
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cdef double cy_gradient(self, double y_true, double raw_prediction) nogil
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cdef double_pair cy_grad_hess(self, double y_true, double raw_prediction) nogil
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cdef class CyHalfBinomialLoss(CyLossFunction):
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cdef double cy_loss(self, double y_true, double raw_prediction) nogil
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cdef double cy_gradient(self, double y_true, double raw_prediction) nogil
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cdef double_pair cy_grad_hess(self, double y_true, double raw_prediction) nogil
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