mean absolute error regression

halisyilboga1 · Dec 9, 2015 · f8123cd · f8123cd
1 parent db530e1
commit f8123cd
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Showing 4 changed files with 18 additions and 1 deletion.
diff --git a/src/operator/mshadow_op.h b/src/operator/mshadow_op.h
@@ -239,6 +239,13 @@ struct floor {
   }
 };
 
+/*! \brief used for generate gradient of MAE loss*/
+struct minus_sign {
+  MSHADOW_XINLINE static real_t Map(real_t a, real_t b) {
+    return a-b > 0.0f ? 1.0f : -1.0f;
+  }
+};
+
 }  // namespace mshadow_op
 }  // namespace op
 }  // namespace mxnet

diff --git a/src/operator/regression_output-inl.h b/src/operator/regression_output-inl.h
@@ -20,7 +20,7 @@ namespace op {
 namespace reg_enum {
 enum RegressionOutputOpInputs {kData, kLabel};
 enum RegressionOutputOutputs {kOut};
-enum RegressionOutputType {kLinear, kLogistic};
+enum RegressionOutputType {kLinear, kLogistic, kMAE};
 }  // reg_enum
 
 struct RegressionOutputParam : public dmlc::Parameter<RegressionOutputParam> {
@@ -139,6 +139,7 @@ class RegressionOutputProp : public OperatorProperty {
     switch (type) {
       case reg_enum::kLinear: return "LinearRegressionOutput";
       case reg_enum::kLogistic: return "LogisticRegressionOutput";
+      case reg_enum::kMAE: return "MAERegressionOutput";
       default: LOG(FATAL) << "unknown type"; return "";
     }
   }

diff --git a/src/operator/regression_output.cc b/src/operator/regression_output.cc
@@ -17,6 +17,8 @@ Operator *CreateRegressionOutputOp<cpu>(reg_enum::RegressionOutputType type,
       return new RegressionOutputOp<cpu, mshadow::op::identity, mshadow::op::minus>(param);
     case reg_enum::kLogistic:
       return new RegressionOutputOp<cpu, mshadow_op::sigmoid, mshadow::op::minus>(param);
+    case reg_enum::kMAE:
+      return new RegressionOutputOp<cpu, mshadow::op::identity, mshadow_op::minus_sign>();
     default:
       LOG(FATAL) << "unknown activation type " << type;
   }
@@ -37,6 +39,11 @@ MXNET_REGISTER_OP_PROPERTY(LinearRegressionOutput, RegressionOutputProp<reg_enum
 .add_argument("label", "Symbol", "Input label to function.")
 .add_arguments(RegressionOutputParam::__FIELDS__());
 
+MXNET_REGISTER_OP_PROPERTY(MAERegressionOutput, RegressionOutputProp<reg_enum::kMAE>)
+.describe("Use mean absolute error regression for final output, this is used on final output of a net.")
+.add_argument("data", "Symbol", "Input data to function.")
+.add_argument("label", "Symbol", "Input label to function.");
+
 MXNET_REGISTER_OP_PROPERTY(LogisticRegressionOutput, RegressionOutputProp<reg_enum::kLogistic>)
 .describe("Use Logistic regression for final output, this is used on final output of a net.\n"
           "Logistic regression is suitable for binary classification "

diff --git a/src/operator/regression_output.cu b/src/operator/regression_output.cu
@@ -16,6 +16,8 @@ Operator *CreateRegressionOutputOp<gpu>(reg_enum::RegressionOutputType type, Reg
       return new RegressionOutputOp<gpu, mshadow::op::identity, mshadow::op::minus>(param);
     case reg_enum::kLogistic:
       return new RegressionOutputOp<gpu, mshadow_op::sigmoid, mshadow::op::minus>(param);
+    case reg_enum::kMAE:
+      return new RegressionOutputOp<gpu, mshadow::op::identity, mshadow_op::minus_sign>();
     default:
       LOG(FATAL) << "unknown activation type " << type;
   }