# ruff: noqa: RUF002 -- ambiguous-unicode-character-docstring import numpy as np def binary_cross_entropy( y_true: np.ndarray, y_pred: np.ndarray, epsilon: float = 1e-15 ) -> float: """ Calculate the mean binary cross-entropy (BCE) loss between true labels and predicted probabilities. BCE loss quantifies dissimilarity between true labels (0 or 1) and predicted probabilities. It's widely used in binary classification tasks. BCE = -Σ(y_true * ln(y_pred) + (1 - y_true) * ln(1 - y_pred)) Reference: https://en.wikipedia.org/wiki/Cross_entropy Parameters: - y_true: True binary labels (0 or 1) - y_pred: Predicted probabilities for class 1 - epsilon: Small constant to avoid numerical instability >>> true_labels = np.array([0, 1, 1, 0, 1]) >>> predicted_probs = np.array([0.2, 0.7, 0.9, 0.3, 0.8]) >>> float(binary_cross_entropy(true_labels, predicted_probs)) 0.2529995012327421 >>> true_labels = np.array([0, 1, 1, 0, 1]) >>> predicted_probs = np.array([0.3, 0.8, 0.9, 0.2]) >>> binary_cross_entropy(true_labels, predicted_probs) Traceback (most recent call last): ... ValueError: Input arrays must have the same length. """ if len(y_true) != len(y_pred): raise ValueError("Input arrays must have the same length.") y_pred = np.clip(y_pred, epsilon, 1 - epsilon) # Clip predictions to avoid log(0) bce_loss = -(y_true * np.log(y_pred) + (1 - y_true) * np.log(1 - y_pred)) return np.mean(bce_loss) def binary_focal_cross_entropy( y_true: np.ndarray, y_pred: np.ndarray, gamma: float = 2.0, alpha: float = 0.25, epsilon: float = 1e-15, ) -> float: """ Calculate the mean binary focal cross-entropy (BFCE) loss between true labels and predicted probabilities. BFCE loss quantifies dissimilarity between true labels (0 or 1) and predicted probabilities. It's a variation of binary cross-entropy that addresses class imbalance by focusing on hard examples. BCFE = -Σ(alpha * (1 - y_pred)**gamma * y_true * log(y_pred) + (1 - alpha) * y_pred**gamma * (1 - y_true) * log(1 - y_pred)) Reference: [Lin et al., 2018](https://arxiv.org/pdf/1708.02002.pdf) Parameters: - y_true: True binary labels (0 or 1). - y_pred: Predicted probabilities for class 1. - gamma: Focusing parameter for modulating the loss (default: 2.0). - alpha: Weighting factor for class 1 (default: 0.25). - epsilon: Small constant to avoid numerical instability. >>> true_labels = np.array([0, 1, 1, 0, 1]) >>> predicted_probs = np.array([0.2, 0.7, 0.9, 0.3, 0.8]) >>> float(binary_focal_cross_entropy(true_labels, predicted_probs)) 0.008257977659239775 >>> true_labels = np.array([0, 1, 1, 0, 1]) >>> predicted_probs = np.array([0.3, 0.8, 0.9, 0.2]) >>> binary_focal_cross_entropy(true_labels, predicted_probs) Traceback (most recent call last): ... ValueError: Input arrays must have the same length. """ if len(y_true) != len(y_pred): raise ValueError("Input arrays must have the same length.") # Clip predicted probabilities to avoid log(0) y_pred = np.clip(y_pred, epsilon, 1 - epsilon) bcfe_loss = -( alpha * (1 - y_pred) ** gamma * y_true * np.log(y_pred) + (1 - alpha) * y_pred**gamma * (1 - y_true) * np.log(1 - y_pred) ) return np.mean(bcfe_loss) def categorical_cross_entropy( y_true: np.ndarray, y_pred: np.ndarray, epsilon: float = 1e-15 ) -> float: """ Calculate categorical cross-entropy (CCE) loss between true class labels and predicted class probabilities. CCE = -Σ(y_true * ln(y_pred)) Reference: https://en.wikipedia.org/wiki/Cross_entropy Parameters: - y_true: True class labels (one-hot encoded) - y_pred: Predicted class probabilities - epsilon: Small constant to avoid numerical instability >>> true_labels = np.array([[1, 0, 0], [0, 1, 0], [0, 0, 1]]) >>> pred_probs = np.array([[0.9, 0.1, 0.0], [0.2, 0.7, 0.1], [0.0, 0.1, 0.9]]) >>> float(categorical_cross_entropy(true_labels, pred_probs)) 0.567395975254385 >>> true_labels = np.array([[1, 0], [0, 1]]) >>> pred_probs = np.array([[0.9, 0.1, 0.0], [0.2, 0.7, 0.1]]) >>> categorical_cross_entropy(true_labels, pred_probs) Traceback (most recent call last): ... ValueError: Input arrays must have the same shape. >>> true_labels = np.array([[2, 0, 1], [1, 0, 0]]) >>> pred_probs = np.array([[0.9, 0.1, 0.0], [0.2, 0.7, 0.1]]) >>> categorical_cross_entropy(true_labels, pred_probs) Traceback (most recent call last): ... ValueError: y_true must be one-hot encoded. >>> true_labels = np.array([[1, 0, 1], [1, 0, 0]]) >>> pred_probs = np.array([[0.9, 0.1, 0.0], [0.2, 0.7, 0.1]]) >>> categorical_cross_entropy(true_labels, pred_probs) Traceback (most recent call last): ... ValueError: y_true must be one-hot encoded. >>> true_labels = np.array([[1, 0, 0], [0, 1, 0]]) >>> pred_probs = np.array([[0.9, 0.1, 0.1], [0.2, 0.7, 0.1]]) >>> categorical_cross_entropy(true_labels, pred_probs) Traceback (most recent call last): ... ValueError: Predicted probabilities must sum to approximately 1. """ if y_true.shape != y_pred.shape: raise ValueError("Input arrays must have the same shape.") if np.any((y_true != 0) & (y_true != 1)) or np.any(y_true.sum(axis=1) != 1): raise ValueError("y_true must be one-hot encoded.") if not np.all(np.isclose(np.sum(y_pred, axis=1), 1, rtol=epsilon, atol=epsilon)): raise ValueError("Predicted probabilities must sum to approximately 1.") y_pred = np.clip(y_pred, epsilon, 1) # Clip predictions to avoid log(0) return -np.sum(y_true * np.log(y_pred)) def sparse_categorical_cross_entropy( y_true: np.ndarray, y_pred: np.ndarray, epsilon: float = 1e-15 ) -> float: """ Calculate sparse categorical cross entropy (SCCE) loss between true class labels and predicted class probabilities. SCCE is used in cases where the true class labels are represented in a sparse matrix format. SCCE = -Σ(ln(y_pred[i, y_true[i]])) Reference: https://en.wikipedia.org/wiki/Cross_entropy Parameters: - y_true: True class labels containing class indices. - y_pred: Predicted class probabilities. - epsilon: Small constant to avoid numerical instability. >>> true_labels = np.array([0, 1, 2]) >>> pred_probs = np.array([[0.9, 0.1, 0.0], [0.2, 0.7, 0.1], [0.0, 0.1, 0.9]]) >>> float(sparse_categorical_cross_entropy(true_labels, pred_probs)) 0.567395975254385 >>> true_labels = np.array([1, 2]) >>> pred_probs = np.array([[0.05, 0.95, 0], [0.1, 0.8, 0.1]]) >>> float(sparse_categorical_cross_entropy(true_labels, pred_probs)) 2.353878387381596 >>> true_labels = np.array([1, 5]) >>> pred_probs = np.array([[0.05, 0.95, 0], [0.1, 0.8, 0.1]]) >>> sparse_categorical_cross_entropy(true_labels, pred_probs) Traceback (most recent call last): ... ValueError: Class labels in y_true are out of range. >>> true_labels = np.array([1, 2]) >>> pred_probs = np.array([[0.05, 0.95, 0.1], [0.1, 0.8, 0.1]]) >>> sparse_categorical_cross_entropy(true_labels, pred_probs) Traceback (most recent call last): ... ValueError: Predicted probabilities must sum to approximately 1. """ if np.any(y_true >= y_pred.shape[1]) or np.any(y_true < 0): raise ValueError("Class labels in y_true are out of range.") if not np.all(np.isclose(np.sum(y_pred, axis=1), 1, rtol=epsilon, atol=epsilon)): raise ValueError("Predicted probabilities must sum to approximately 1.") y_pred = np.clip(y_pred, epsilon, 1) # Clip predictions to avoid log(0) log_preds = np.log(y_pred[np.arange(len(y_pred)), y_true]) return -np.sum(log_preds) def categorical_focal_cross_entropy( y_true: np.ndarray, y_pred: np.ndarray, alpha: np.ndarray | None = None, gamma: float = 2.0, epsilon: float = 1e-15, ) -> float: """ Calculate the mean categorical focal cross-entropy (CFCE) loss between true labels and predicted probabilities for multi-class classification. CFCE loss is a generalization of binary focal cross-entropy for multi-class classification. It addresses class imbalance by focusing on hard examples. CFCE = -Σ alpha * (1 - y_pred)**gamma * y_true * log(y_pred) Reference: [Lin et al., 2018](https://arxiv.org/pdf/1708.02002.pdf) Parameters: - y_true: True labels in one-hot encoded form. - y_pred: Predicted probabilities for each class. - alpha: Array of weighting factors for each class. - gamma: Focusing parameter for modulating the loss (default: 2.0). - epsilon: Small constant to avoid numerical instability. Returns: - The mean categorical focal cross-entropy loss. >>> true_labels = np.array([[1, 0, 0], [0, 1, 0], [0, 0, 1]]) >>> pred_probs = np.array([[0.9, 0.1, 0.0], [0.2, 0.7, 0.1], [0.0, 0.1, 0.9]]) >>> alpha = np.array([0.6, 0.2, 0.7]) >>> float(categorical_focal_cross_entropy(true_labels, pred_probs, alpha)) 0.0025966118981496423 >>> true_labels = np.array([[0, 1, 0], [0, 0, 1]]) >>> pred_probs = np.array([[0.05, 0.95, 0], [0.1, 0.8, 0.1]]) >>> alpha = np.array([0.25, 0.25, 0.25]) >>> float(categorical_focal_cross_entropy(true_labels, pred_probs, alpha)) 0.23315276982014324 >>> true_labels = np.array([[1, 0], [0, 1]]) >>> pred_probs = np.array([[0.9, 0.1, 0.0], [0.2, 0.7, 0.1]]) >>> categorical_cross_entropy(true_labels, pred_probs) Traceback (most recent call last): ... ValueError: Input arrays must have the same shape. >>> true_labels = np.array([[2, 0, 1], [1, 0, 0]]) >>> pred_probs = np.array([[0.9, 0.1, 0.0], [0.2, 0.7, 0.1]]) >>> categorical_focal_cross_entropy(true_labels, pred_probs) Traceback (most recent call last): ... ValueError: y_true must be one-hot encoded. >>> true_labels = np.array([[1, 0, 1], [1, 0, 0]]) >>> pred_probs = np.array([[0.9, 0.1, 0.0], [0.2, 0.7, 0.1]]) >>> categorical_focal_cross_entropy(true_labels, pred_probs) Traceback (most recent call last): ... ValueError: y_true must be one-hot encoded. >>> true_labels = np.array([[1, 0, 0], [0, 1, 0]]) >>> pred_probs = np.array([[0.9, 0.1, 0.1], [0.2, 0.7, 0.1]]) >>> categorical_focal_cross_entropy(true_labels, pred_probs) Traceback (most recent call last): ... ValueError: Predicted probabilities must sum to approximately 1. >>> true_labels = np.array([[1, 0, 0], [0, 1, 0], [0, 0, 1]]) >>> pred_probs = np.array([[0.9, 0.1, 0.0], [0.2, 0.7, 0.1], [0.0, 0.1, 0.9]]) >>> alpha = np.array([0.6, 0.2]) >>> categorical_focal_cross_entropy(true_labels, pred_probs, alpha) Traceback (most recent call last): ... ValueError: Length of alpha must match the number of classes. """ if y_true.shape != y_pred.shape: raise ValueError("Shape of y_true and y_pred must be the same.") if alpha is None: alpha = np.ones(y_true.shape[1]) if np.any((y_true != 0) & (y_true != 1)) or np.any(y_true.sum(axis=1) != 1): raise ValueError("y_true must be one-hot encoded.") if len(alpha) != y_true.shape[1]: raise ValueError("Length of alpha must match the number of classes.") if not np.all(np.isclose(np.sum(y_pred, axis=1), 1, rtol=epsilon, atol=epsilon)): raise ValueError("Predicted probabilities must sum to approximately 1.") # Clip predicted probabilities to avoid log(0) y_pred = np.clip(y_pred, epsilon, 1 - epsilon) # Calculate loss for each class and sum across classes cfce_loss = -np.sum( alpha * np.power(1 - y_pred, gamma) * y_true * np.log(y_pred), axis=1 ) return np.mean(cfce_loss) def gaussian_negative_log_likelihood_loss( y_true: np.ndarray, expectation_pred: np.ndarray, var_pred: np.ndarray, eps: float = 1e-6, ) -> float: """ Calculate the negative log likelihood (NLL) loss between true labels and predicted Gaussian distributions. NLL = -Σ(ln(1/(σ√(2π))) - 0.5 * ((y_true - μ)/σ)^2) Reference: https://pytorch.org/docs/stable/generated/torch.nn.GaussianNLLLoss.html Parameters: - y_true: True labels - expectation_pred: Predicted expectation (μ) of the Gaussian distribution - var_pred: Predicted variance (σ^2) of the Gaussian distribution - eps: Small constant to avoid numerical instability Examples: >>> true_labels = np.array([1.0, 2.0, 3.0, 4.0, 5.0]) >>> expectation = np.array([0.8, 2.1, 2.9, 4.2, 5.2]) >>> variance = np.array([0.1, 0.2, 0.3, 0.4, 0.5]) >>> loss = gaussian_negative_log_likelihood_loss(true_labels, expectation, variance) >>> bool(np.isclose(loss, -0.60621)) True >>> true_labels = np.array([1.0, 2.0, 3.0, 4.0, 5.0]) >>> expectation = np.array([0.8, 2.1, 2.9, 4.2, 5.2]) >>> variance = np.array([0.1, 0.2, 0.3, 0.4]) >>> gaussian_negative_log_likelihood_loss(true_labels, expectation, variance) Traceback (most recent call last): ... ValueError: Input arrays must have the same length. """ if ( len(y_true) != len(expectation_pred) or len(y_true) != len(var_pred) or len(expectation_pred) != len(var_pred) ): raise ValueError("Input arrays must have the same length.") # The constant term `0.5 * np.log(2 * np.pi)` is ignored since it doesn't affect the # optimization. PyTorch also ignores this term by default. # See https://pytorch.org/docs/stable/generated/torch.nn.GaussianNLLLoss.html loss_var = 0.5 * (np.log(np.maximum(var_pred, eps))) loss_exp = 0.5 * (np.square(y_true - expectation_pred) / np.maximum(var_pred, eps)) loss = loss_var + loss_exp return np.mean(loss) def hinge_loss(y_true: np.ndarray, y_pred: np.ndarray) -> float: """ Calculate the mean hinge loss for between true labels and predicted probabilities for training support vector machines (SVMs). Hinge loss = max(0, 1 - true * pred) Reference: https://en.wikipedia.org/wiki/Hinge_loss Args: - y_true: actual values (ground truth) encoded as -1 or 1 - y_pred: predicted values >>> true_labels = np.array([-1, 1, 1, -1, 1]) >>> pred = np.array([-4, -0.3, 0.7, 5, 10]) >>> float(hinge_loss(true_labels, pred)) 1.52 >>> true_labels = np.array([-1, 1, 1, -1, 1, 1]) >>> pred = np.array([-4, -0.3, 0.7, 5, 10]) >>> hinge_loss(true_labels, pred) Traceback (most recent call last): ... ValueError: Length of predicted and actual array must be same. >>> true_labels = np.array([-1, 1, 10, -1, 1]) >>> pred = np.array([-4, -0.3, 0.7, 5, 10]) >>> hinge_loss(true_labels, pred) Traceback (most recent call last): ... ValueError: y_true can have values -1 or 1 only. """ if len(y_true) != len(y_pred): raise ValueError("Length of predicted and actual array must be same.") if np.any((y_true != -1) & (y_true != 1)): raise ValueError("y_true can have values -1 or 1 only.") hinge_losses = np.maximum(0, 1.0 - (y_true * y_pred)) return np.mean(hinge_losses) def huber_loss(y_true: np.ndarray, y_pred: np.ndarray, delta: float) -> float: """ Calculate the mean Huber loss between the given ground truth and predicted values. The Huber loss describes the penalty incurred by an estimation procedure, and it serves as a measure of accuracy for regression models. Huber loss = 0.5 * (y_true - y_pred)^2 if |y_true - y_pred| <= delta delta * |y_true - y_pred| - 0.5 * delta^2 otherwise Reference: https://en.wikipedia.org/wiki/Huber_loss Parameters: - y_true: The true values (ground truth) - y_pred: The predicted values >>> true_values = np.array([0.9, 10.0, 2.0, 1.0, 5.2]) >>> predicted_values = np.array([0.8, 2.1, 2.9, 4.2, 5.2]) >>> bool(np.isclose(huber_loss(true_values, predicted_values, 1.0), 2.102)) True >>> true_labels = np.array([11.0, 21.0, 3.32, 4.0, 5.0]) >>> predicted_probs = np.array([8.3, 20.8, 2.9, 11.2, 5.0]) >>> bool(np.isclose(huber_loss(true_labels, predicted_probs, 1.0), 1.80164)) True >>> true_labels = np.array([11.0, 21.0, 3.32, 4.0]) >>> predicted_probs = np.array([8.3, 20.8, 2.9, 11.2, 5.0]) >>> huber_loss(true_labels, predicted_probs, 1.0) Traceback (most recent call last): ... ValueError: Input arrays must have the same length. """ if len(y_true) != len(y_pred): raise ValueError("Input arrays must have the same length.") huber_mse = 0.5 * (y_true - y_pred) ** 2 huber_mae = delta * (np.abs(y_true - y_pred) - 0.5 * delta) return np.where(np.abs(y_true - y_pred) <= delta, huber_mse, huber_mae).mean() def mean_squared_error(y_true: np.ndarray, y_pred: np.ndarray) -> float: """ Calculate the mean squared error (MSE) between ground truth and predicted values. MSE measures the squared difference between true values and predicted values, and it serves as a measure of accuracy for regression models. MSE = (1/n) * Σ(y_true - y_pred)^2 Reference: https://en.wikipedia.org/wiki/Mean_squared_error Parameters: - y_true: The true values (ground truth) - y_pred: The predicted values >>> true_values = np.array([1.0, 2.0, 3.0, 4.0, 5.0]) >>> predicted_values = np.array([0.8, 2.1, 2.9, 4.2, 5.2]) >>> bool(np.isclose(mean_squared_error(true_values, predicted_values), 0.028)) True >>> true_labels = np.array([1.0, 2.0, 3.0, 4.0, 5.0]) >>> predicted_probs = np.array([0.3, 0.8, 0.9, 0.2]) >>> mean_squared_error(true_labels, predicted_probs) Traceback (most recent call last): ... ValueError: Input arrays must have the same length. """ if len(y_true) != len(y_pred): raise ValueError("Input arrays must have the same length.") squared_errors = (y_true - y_pred) ** 2 return np.mean(squared_errors) def mean_absolute_error(y_true: np.ndarray, y_pred: np.ndarray) -> float: """ Calculates the Mean Absolute Error (MAE) between ground truth (observed) and predicted values. MAE measures the absolute difference between true values and predicted values. Equation: MAE = (1/n) * Σ(abs(y_true - y_pred)) Reference: https://en.wikipedia.org/wiki/Mean_absolute_error Parameters: - y_true: The true values (ground truth) - y_pred: The predicted values >>> true_values = np.array([1.0, 2.0, 3.0, 4.0, 5.0]) >>> predicted_values = np.array([0.8, 2.1, 2.9, 4.2, 5.2]) >>> bool(np.isclose(mean_absolute_error(true_values, predicted_values), 0.16)) True >>> true_values = np.array([1.0, 2.0, 3.0, 4.0, 5.0]) >>> predicted_values = np.array([0.8, 2.1, 2.9, 4.2, 5.2]) >>> bool(np.isclose(mean_absolute_error(true_values, predicted_values), 2.16)) False >>> true_labels = np.array([1.0, 2.0, 3.0, 4.0, 5.0]) >>> predicted_probs = np.array([0.3, 0.8, 0.9, 5.2]) >>> mean_absolute_error(true_labels, predicted_probs) Traceback (most recent call last): ... ValueError: Input arrays must have the same length. """ if len(y_true) != len(y_pred): raise ValueError("Input arrays must have the same length.") return np.mean(abs(y_true - y_pred)) def mean_squared_logarithmic_error(y_true: np.ndarray, y_pred: np.ndarray) -> float: """ Calculate the mean squared logarithmic error (MSLE) between ground truth and predicted values. MSLE measures the squared logarithmic difference between true values and predicted values for regression models. It's particularly useful for dealing with skewed or large-value data, and it's often used when the relative differences between predicted and true values are more important than absolute differences. MSLE = (1/n) * Σ(log(1 + y_true) - log(1 + y_pred))^2 Reference: https://insideaiml.com/blog/MeanSquared-Logarithmic-Error-Loss-1035 Parameters: - y_true: The true values (ground truth) - y_pred: The predicted values >>> true_values = np.array([1.0, 2.0, 3.0, 4.0, 5.0]) >>> predicted_values = np.array([0.8, 2.1, 2.9, 4.2, 5.2]) >>> float(mean_squared_logarithmic_error(true_values, predicted_values)) 0.0030860877925181344 >>> true_labels = np.array([1.0, 2.0, 3.0, 4.0, 5.0]) >>> predicted_probs = np.array([0.3, 0.8, 0.9, 0.2]) >>> mean_squared_logarithmic_error(true_labels, predicted_probs) Traceback (most recent call last): ... ValueError: Input arrays must have the same length. """ if len(y_true) != len(y_pred): raise ValueError("Input arrays must have the same length.") squared_logarithmic_errors = (np.log1p(y_true) - np.log1p(y_pred)) ** 2 return np.mean(squared_logarithmic_errors) def mean_absolute_percentage_error( y_true: np.ndarray, y_pred: np.ndarray, epsilon: float = 1e-15 ) -> float: """ Calculate the Mean Absolute Percentage Error between y_true and y_pred. Mean Absolute Percentage Error calculates the average of the absolute percentage differences between the predicted and true values. Formula = (Σ|y_true[i]-Y_pred[i]/y_true[i]|)/n Source: https://stephenallwright.com/good-mape-score/ Parameters: y_true (np.ndarray): Numpy array containing true/target values. y_pred (np.ndarray): Numpy array containing predicted values. Returns: float: The Mean Absolute Percentage error between y_true and y_pred. Examples: >>> y_true = np.array([10, 20, 30, 40]) >>> y_pred = np.array([12, 18, 33, 45]) >>> float(mean_absolute_percentage_error(y_true, y_pred)) 0.13125 >>> y_true = np.array([1, 2, 3, 4]) >>> y_pred = np.array([2, 3, 4, 5]) >>> float(mean_absolute_percentage_error(y_true, y_pred)) 0.5208333333333333 >>> y_true = np.array([34, 37, 44, 47, 48, 48, 46, 43, 32, 27, 26, 24]) >>> y_pred = np.array([37, 40, 46, 44, 46, 50, 45, 44, 34, 30, 22, 23]) >>> float(mean_absolute_percentage_error(y_true, y_pred)) 0.064671076436071 """ if len(y_true) != len(y_pred): raise ValueError("The length of the two arrays should be the same.") y_true = np.where(y_true == 0, epsilon, y_true) absolute_percentage_diff = np.abs((y_true - y_pred) / y_true) return np.mean(absolute_percentage_diff) def perplexity_loss( y_true: np.ndarray, y_pred: np.ndarray, epsilon: float = 1e-7 ) -> float: """ Calculate the perplexity for the y_true and y_pred. Compute the Perplexity which useful in predicting language model accuracy in Natural Language Processing (NLP.) Perplexity is measure of how certain the model in its predictions. Perplexity Loss = exp(-1/N (Σ ln(p(x))) Reference: https://en.wikipedia.org/wiki/Perplexity Args: y_true: Actual label encoded sentences of shape (batch_size, sentence_length) y_pred: Predicted sentences of shape (batch_size, sentence_length, vocab_size) epsilon: Small floating point number to avoid getting inf for log(0) Returns: Perplexity loss between y_true and y_pred. >>> y_true = np.array([[1, 4], [2, 3]]) >>> y_pred = np.array( ... [[[0.28, 0.19, 0.21 , 0.15, 0.15], ... [0.24, 0.19, 0.09, 0.18, 0.27]], ... [[0.03, 0.26, 0.21, 0.18, 0.30], ... [0.28, 0.10, 0.33, 0.15, 0.12]]] ... ) >>> float(perplexity_loss(y_true, y_pred)) 5.0247347775367945 >>> y_true = np.array([[1, 4], [2, 3]]) >>> y_pred = np.array( ... [[[0.28, 0.19, 0.21 , 0.15, 0.15], ... [0.24, 0.19, 0.09, 0.18, 0.27], ... [0.30, 0.10, 0.20, 0.15, 0.25]], ... [[0.03, 0.26, 0.21, 0.18, 0.30], ... [0.28, 0.10, 0.33, 0.15, 0.12], ... [0.30, 0.10, 0.20, 0.15, 0.25]],] ... ) >>> perplexity_loss(y_true, y_pred) Traceback (most recent call last): ... ValueError: Sentence length of y_true and y_pred must be equal. >>> y_true = np.array([[1, 4], [2, 11]]) >>> y_pred = np.array( ... [[[0.28, 0.19, 0.21 , 0.15, 0.15], ... [0.24, 0.19, 0.09, 0.18, 0.27]], ... [[0.03, 0.26, 0.21, 0.18, 0.30], ... [0.28, 0.10, 0.33, 0.15, 0.12]]] ... ) >>> perplexity_loss(y_true, y_pred) Traceback (most recent call last): ... ValueError: Label value must not be greater than vocabulary size. >>> y_true = np.array([[1, 4]]) >>> y_pred = np.array( ... [[[0.28, 0.19, 0.21 , 0.15, 0.15], ... [0.24, 0.19, 0.09, 0.18, 0.27]], ... [[0.03, 0.26, 0.21, 0.18, 0.30], ... [0.28, 0.10, 0.33, 0.15, 0.12]]] ... ) >>> perplexity_loss(y_true, y_pred) Traceback (most recent call last): ... ValueError: Batch size of y_true and y_pred must be equal. """ vocab_size = y_pred.shape[2] if y_true.shape[0] != y_pred.shape[0]: raise ValueError("Batch size of y_true and y_pred must be equal.") if y_true.shape[1] != y_pred.shape[1]: raise ValueError("Sentence length of y_true and y_pred must be equal.") if np.max(y_true) > vocab_size: raise ValueError("Label value must not be greater than vocabulary size.") # Matrix to select prediction value only for true class filter_matrix = np.array( [[list(np.eye(vocab_size)[word]) for word in sentence] for sentence in y_true] ) # Getting the matrix containing prediction for only true class true_class_pred = np.sum(y_pred * filter_matrix, axis=2).clip(epsilon, 1) # Calculating perplexity for each sentence perp_losses = np.exp(np.negative(np.mean(np.log(true_class_pred), axis=1))) return np.mean(perp_losses) def smooth_l1_loss(y_true: np.ndarray, y_pred: np.ndarray, beta: float = 1.0) -> float: """ Calculate the Smooth L1 Loss between y_true and y_pred. The Smooth L1 Loss is less sensitive to outliers than the L2 Loss and is often used in regression problems, such as object detection. Smooth L1 Loss = 0.5 * (x - y)^2 / beta, if |x - y| < beta |x - y| - 0.5 * beta, otherwise Reference: https://pytorch.org/docs/stable/generated/torch.nn.SmoothL1Loss.html Args: y_true: Array of true values. y_pred: Array of predicted values. beta: Specifies the threshold at which to change between L1 and L2 loss. Returns: The calculated Smooth L1 Loss between y_true and y_pred. Raises: ValueError: If the length of the two arrays is not the same. >>> y_true = np.array([3, 5, 2, 7]) >>> y_pred = np.array([2.9, 4.8, 2.1, 7.2]) >>> float(smooth_l1_loss(y_true, y_pred, 1.0)) 0.012500000000000022 >>> y_true = np.array([2, 4, 6]) >>> y_pred = np.array([1, 5, 7]) >>> float(smooth_l1_loss(y_true, y_pred, 1.0)) 0.5 >>> y_true = np.array([1, 3, 5, 7]) >>> y_pred = np.array([1, 3, 5, 7]) >>> float(smooth_l1_loss(y_true, y_pred, 1.0)) 0.0 >>> y_true = np.array([1, 3, 5]) >>> y_pred = np.array([1, 3, 5, 7]) >>> smooth_l1_loss(y_true, y_pred, 1.0) Traceback (most recent call last): ... ValueError: The length of the two arrays should be the same. """ if len(y_true) != len(y_pred): raise ValueError("The length of the two arrays should be the same.") diff = np.abs(y_true - y_pred) loss = np.where(diff < beta, 0.5 * diff**2 / beta, diff - 0.5 * beta) return np.mean(loss) def kullback_leibler_divergence(y_true: np.ndarray, y_pred: np.ndarray) -> float: """ Calculate the Kullback-Leibler divergence (KL divergence) loss between true labels and predicted probabilities. KL divergence loss quantifies dissimilarity between true labels and predicted probabilities. It's often used in training generative models. KL = Σ(y_true * ln(y_true / y_pred)) Reference: https://en.wikipedia.org/wiki/Kullback%E2%80%93Leibler_divergence Parameters: - y_true: True class probabilities - y_pred: Predicted class probabilities >>> true_labels = np.array([0, 0.4, 0.6]) >>> predicted_probs = np.array([0.3, 0.3, 0.4]) >>> float(kullback_leibler_divergence(true_labels, predicted_probs)) 0.35835189384561095 >>> true_labels = np.array([0.2, 0.3, 0.5]) >>> predicted_probs = np.array([0.3, 0.3, 0.4]) >>> float(kullback_leibler_divergence(true_labels, predicted_probs)) 0.030478754035472025 >>> true_labels = np.array([0.2, 0.3, 0.5]) >>> predicted_probs = np.array([0.3, 0.3, 0.4, 0.5]) >>> kullback_leibler_divergence(true_labels, predicted_probs) Traceback (most recent call last): ... ValueError: Input arrays must have the same length. """ if len(y_true) != len(y_pred): raise ValueError("Input arrays must have the same length.") filter_array = y_true != 0 y_true = y_true[filter_array] y_pred = y_pred[filter_array] kl_loss = y_true * np.log(y_true / y_pred) return np.sum(kl_loss) def connectionist_temporal_classification_loss( y_true: np.ndarray, y_pred: np.ndarray, blank: int = 0 ): """ Calculate the connectionist temporal classification (CTC) loss between the given log probabilities and targets. CTC loss is used in speech recognition, handwriting recognition and other sequence problems. It's used to get around not knowing the alignment between the input and the output. References: - https://en.wikipedia.org/wiki/Connectionist_temporal_classification - https://pytorch.org/docs/stable/generated/torch.nn.CTCLoss.html Parameters: - y_true: True labels (containing class indices). - y_pred: Predicted class probabilities for each input timestep. - blank: Index of the blank token, default: 0. Returns: - CTC loss between y_true and y_pred. >>> y_true = np.array([1, 2, 3]) >>> y_pred = np.array([[0.1, 0.6, 0.1, 0.2], ... [0.2, 0.1, 0.5, 0.2], ... [0.2, 0.1, 0.5, 0.2]]) >>> float(connectionist_temporal_classification_loss(y_true, y_pred)) 2.8134107167600364 >>> y_true = np.array([1, 2, 3, 1]) >>> y_pred = np.random.rand(3, 4) >>> connectionist_temporal_classification_loss(y_true, y_pred) Traceback (most recent call last): ... ValueError: y_true cannot be longer than y_pred. >>> y_true = np.array([[1, 2, 3]]) >>> y_pred = np.random.rand(3, 4) >>> connectionist_temporal_classification_loss(y_true, y_pred) Traceback (most recent call last): ... ValueError: y_true should be an 1D array. >>> y_true = np.array([1, 2, 3]) >>> y_pred = np.array([0.1, 0.6, 0.1, 0.2]) >>> connectionist_temporal_classification_loss(y_true, y_pred) Traceback (most recent call last): ... ValueError: y_pred should be a 2D array. >>> y_true = np.array([1, 2, 3]) >>> y_pred = np.array([[0.1, 0.6, 0.1], [0.2, 0.1, 0.5], [0.2, 0.1, 0.5]]) >>> connectionist_temporal_classification_loss(y_true, y_pred) Traceback (most recent call last): ... ValueError: Class indices in y_true should be less than y_pred.shape[1]. """ if len(y_true) > len(y_pred): raise ValueError("y_true cannot be longer than y_pred.") if y_true.ndim != 1: raise ValueError("y_true should be an 1D array.") if y_pred.ndim != 2: raise ValueError("y_pred should be a 2D array.") if np.max(y_true) >= y_pred.shape[1]: raise ValueError("Class indices in y_true should be less than y_pred.shape[1].") log_probs = np.log(y_pred) input_len = log_probs.shape[0] # Input sequence length target_len = len(y_true) # Target sequence length target_len_extended = 2 * target_len + 1 # Target sequence length with blanks # Initialize blank and target sequences extended_targets = np.full(target_len_extended, blank) extended_targets[1::2] = y_true # Initialize alpha (forward variable) alpha = np.full((input_len, target_len_extended), -np.inf) alpha[0, 0] = log_probs[0, blank] # Starting with blank if target_len_extended > 1: alpha[0, 1] = log_probs[0, extended_targets[1]] # Dynamic programming to calculate alpha for t in range(1, input_len): for s in range(target_len_extended): current_label = extended_targets[s] alpha[t, s] = alpha[t - 1, s] if s > 0: alpha[t, s] = np.logaddexp(alpha[t, s], alpha[t - 1, s - 1]) if s > 1 and current_label != extended_targets[s - 2]: alpha[t, s] = np.logaddexp(alpha[t, s], alpha[t - 1, s - 2]) alpha[t, s] += log_probs[t, current_label] # CTC loss is the negative log probability of the target sequence loss = -np.logaddexp( alpha[input_len - 1, target_len_extended - 1], alpha[input_len - 1, target_len_extended - 2], ) return loss def symmetric_mean_absolute_percentage_error( y_true: np.ndarray, y_pred: np.ndarray, epsilon: float = 1e-15 ) -> float: """ Calculate the Symmetric Mean Absolute Percentage Error (SMAPE) between y_true and y_pred. SMAPE is an accuracy measure based on percentage (or relative) errors. It is symmetric and treats over- and under- predictions equally. SMAPE = (1/n) * Σ( |y_true - y_pred| / ((|y_true| + |y_pred|) / 2) ) Reference: https://en.wikipedia.org/wiki/Symmetric_mean_absolute_percentage_error Parameters: - y_true: The true values (ground truth) - y_pred: The predicted values - epsilon: Small constant to avoid division by zero >>> true_values = np.array([100, 200, 300, 400]) >>> predicted_values = np.array([110, 190, 310, 420]) >>> float(symmetric_mean_absolute_percentage_error(true_values, predicted_values)) 0.05702187989273155 >>> true_labels = np.array([100, 200, 300]) >>> predicted_probs = np.array([110, 190, 310, 420]) >>> symmetric_mean_absolute_percentage_error(true_labels, predicted_probs) Traceback (most recent call last): ... ValueError: Input arrays must have the same length. """ if len(y_true) != len(y_pred): raise ValueError("Input arrays must have the same length.") denominator = (np.abs(y_true) + np.abs(y_pred)) / 2.0 denominator = np.where(denominator == 0, epsilon, denominator) smape_loss = np.abs(y_true - y_pred) / denominator return np.mean(smape_loss) if __name__ == "__main__": import doctest doctest.testmod()