92 lines
4.2 KiB
Cython
92 lines
4.2 KiB
Cython
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# Fused types for input like y_true, raw_prediction, sample_weights.
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ctypedef fused floating_in:
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double
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float
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# Fused types for output like gradient and hessian
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# We use a different fused types for input (floating_in) and output (floating_out), such
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# that input and output can have different dtypes in the same function call. A single
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# fused type can only take on one single value (type) for all arguments in one function
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# call.
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ctypedef fused floating_out:
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double
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float
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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) noexcept nogil
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cdef double cy_gradient(self, double y_true, double raw_prediction) noexcept nogil
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cdef double_pair cy_grad_hess(self, double y_true, double raw_prediction) noexcept nogil
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cdef class CyHalfSquaredError(CyLossFunction):
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cdef double cy_loss(self, double y_true, double raw_prediction) noexcept nogil
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cdef double cy_gradient(self, double y_true, double raw_prediction) noexcept nogil
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cdef double_pair cy_grad_hess(self, double y_true, double raw_prediction) noexcept nogil
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cdef class CyAbsoluteError(CyLossFunction):
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cdef double cy_loss(self, double y_true, double raw_prediction) noexcept nogil
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cdef double cy_gradient(self, double y_true, double raw_prediction) noexcept nogil
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cdef double_pair cy_grad_hess(self, double y_true, double raw_prediction) noexcept 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) noexcept nogil
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cdef double cy_gradient(self, double y_true, double raw_prediction) noexcept nogil
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cdef double_pair cy_grad_hess(self, double y_true, double raw_prediction) noexcept nogil
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cdef class CyHuberLoss(CyLossFunction):
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cdef public double delta # public makes it accessible from Python
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cdef double cy_loss(self, double y_true, double raw_prediction) noexcept nogil
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cdef double cy_gradient(self, double y_true, double raw_prediction) noexcept nogil
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cdef double_pair cy_grad_hess(self, double y_true, double raw_prediction) noexcept nogil
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cdef class CyHalfPoissonLoss(CyLossFunction):
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cdef double cy_loss(self, double y_true, double raw_prediction) noexcept nogil
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cdef double cy_gradient(self, double y_true, double raw_prediction) noexcept nogil
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cdef double_pair cy_grad_hess(self, double y_true, double raw_prediction) noexcept nogil
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cdef class CyHalfGammaLoss(CyLossFunction):
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cdef double cy_loss(self, double y_true, double raw_prediction) noexcept nogil
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cdef double cy_gradient(self, double y_true, double raw_prediction) noexcept nogil
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cdef double_pair cy_grad_hess(self, double y_true, double raw_prediction) noexcept 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) noexcept nogil
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cdef double cy_gradient(self, double y_true, double raw_prediction) noexcept nogil
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cdef double_pair cy_grad_hess(self, double y_true, double raw_prediction) noexcept 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) noexcept nogil
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cdef double cy_gradient(self, double y_true, double raw_prediction) noexcept nogil
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cdef double_pair cy_grad_hess(self, double y_true, double raw_prediction) noexcept nogil
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cdef class CyHalfBinomialLoss(CyLossFunction):
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cdef double cy_loss(self, double y_true, double raw_prediction) noexcept nogil
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cdef double cy_gradient(self, double y_true, double raw_prediction) noexcept nogil
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cdef double_pair cy_grad_hess(self, double y_true, double raw_prediction) noexcept nogil
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cdef class CyExponentialLoss(CyLossFunction):
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cdef double cy_loss(self, double y_true, double raw_prediction) noexcept nogil
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cdef double cy_gradient(self, double y_true, double raw_prediction) noexcept nogil
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cdef double_pair cy_grad_hess(self, double y_true, double raw_prediction) noexcept nogil
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