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/*******************************************************************************
 * Copyright (c) 2015-2018 Skymind, Inc.
 *
 * This program and the accompanying materials are made available under the
 * terms of the Apache License, Version 2.0 which is available at
 * https://www.apache.org/licenses/LICENSE-2.0.
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS, WITHOUT
 * WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the
 * License for the specific language governing permissions and limitations
 * under the License.
 *
 * SPDX-License-Identifier: Apache-2.0
 ******************************************************************************/

package org.nd4j.linalg.lossfunctions.impl;

import lombok.EqualsAndHashCode;
import lombok.Getter;
import org.nd4j.linalg.activations.IActivation;
import org.nd4j.linalg.api.ndarray.INDArray;
import org.nd4j.linalg.factory.Nd4j;
import org.nd4j.linalg.lossfunctions.ILossFunction;
import org.nd4j.linalg.primitives.Pair;
import org.nd4j.shade.jackson.annotation.JsonProperty;

/**
 * F–measure loss function is a loss function design for training on imbalanced datasets.
 * Essentially, this loss function is a continuous approximation of the F_Beta evaluation measure, of which F_1 is
 * a special case.
*
* Note: this implementation differs from that described in the original paper by Pastor-Pellicer et al. in * one important way: instead of maximizing the F-measure loss function as presented there (equations 2/3), we minimize * 1.0 - FMeasure. Consequently, a score of 0 is the minimum possible value (optimal predictions) and a score of 1.0 is * the maximum possible value.
*
* This implementation supports 2 types of operation:
* - Binary: single output/label (Typically sigmoid activation function)
* - Binary: 2-output/label (softmax activation function + 1-hot labels)
* Note that the beta value can be configured via the constructor.
*
* The following situations are NOT currently supported, may be added in the future:
* - Multi-label (multiple independent binary outputs)
* - Multiclass (via micro or macro averaging)
* *
* Reference: Pastor-Pellicer et al. (2013), F-Measure as the Error Function to Train Neural Networks, * * https://link.springer.com/chapter/10.1007/978-3-642-38679-4_37 * * @author Alex Black */ @Getter @EqualsAndHashCode public class LossFMeasure implements ILossFunction { public static final double DEFAULT_BETA = 1.0; private final double beta; public LossFMeasure() { this(DEFAULT_BETA); } public LossFMeasure(@JsonProperty("beta") double beta) { if (beta <= 0) { throw new UnsupportedOperationException("Invalid value: beta must be > 0. Got: " + beta); } this.beta = beta; } @Override public double computeScore(INDArray labels, INDArray preOutput, IActivation activationFn, INDArray mask, boolean average) { labels = labels.castTo(preOutput.dataType()); //No-op if already correct dtype double[] d = computeScoreNumDenom(labels, preOutput, activationFn, mask, average); double numerator = d[0]; double denominator = d[1]; if (numerator == 0.0 && denominator == 0.0) { return 0.0; } return 1.0 - numerator / denominator; } private double[] computeScoreNumDenom(INDArray labels, INDArray preOutput, IActivation activationFn, INDArray mask, boolean average) { INDArray output = activationFn.getActivation(preOutput.dup(), true); long n = labels.size(1); if (n != 1 && n != 2) { throw new UnsupportedOperationException( "For binary classification: expect output size of 1 or 2. Got: " + n); } //First: determine positives and negatives INDArray isPositiveLabel; INDArray isNegativeLabel; INDArray pClass0; INDArray pClass1; if (n == 1) { isPositiveLabel = labels; isNegativeLabel = isPositiveLabel.rsub(1.0); pClass0 = output.rsub(1.0); pClass1 = output; } else { isPositiveLabel = labels.getColumn(1); isNegativeLabel = labels.getColumn(0); pClass0 = output.getColumn(0); pClass1 = output.getColumn(1); } if (mask != null) { isPositiveLabel = isPositiveLabel.mulColumnVector(mask); isNegativeLabel = isNegativeLabel.mulColumnVector(mask); } double tp = isPositiveLabel.mul(pClass1).sumNumber().doubleValue(); double fp = isNegativeLabel.mul(pClass1).sumNumber().doubleValue(); double fn = isPositiveLabel.mul(pClass0).sumNumber().doubleValue(); double numerator = (1.0 + beta * beta) * tp; double denominator = (1.0 + beta * beta) * tp + beta * beta * fn + fp; return new double[] {numerator, denominator}; } @Override public INDArray computeScoreArray(INDArray labels, INDArray preOutput, IActivation activationFn, INDArray mask) { throw new UnsupportedOperationException("Cannot compute score array for FMeasure loss function: loss is only " + "defined for minibatches"); } @Override public INDArray computeGradient(INDArray labels, INDArray preOutput, IActivation activationFn, INDArray mask) { labels = labels.castTo(preOutput.dataType()); //No-op if already correct dtype double[] d = computeScoreNumDenom(labels, preOutput, activationFn, mask, false); double numerator = d[0]; double denominator = d[1]; if (numerator == 0.0 && denominator == 0.0) { //Zero score -> zero gradient return Nd4j.create(preOutput.shape()); } double secondTerm = numerator / (denominator * denominator); INDArray dLdOut; if (labels.size(1) == 1) { //Single binary output case dLdOut = labels.mul(1 + beta * beta).divi(denominator).subi(secondTerm); } else { //Softmax case: the getColumn(1) here is to account for the fact that we're using prob(class1) // only in the score function; column(1) is equivalent to output for the single output case dLdOut = Nd4j.create(labels.shape()); dLdOut.getColumn(1).assign(labels.getColumn(1).mul(1 + beta * beta).divi(denominator).subi(secondTerm)); } //Negate relative to description in paper, as we want to *minimize* 1.0-fMeasure, which is equivalent to // maximizing fMeasure dLdOut.negi(); INDArray dLdPreOut = activationFn.backprop(preOutput, dLdOut).getFirst(); if (mask != null) { dLdPreOut.muliColumnVector(mask); } return dLdPreOut; } @Override public Pair computeGradientAndScore(INDArray labels, INDArray preOutput, IActivation activationFn, INDArray mask, boolean average) { //TODO optimize return new Pair<>(computeScore(labels, preOutput, activationFn, mask, average), computeGradient(labels, preOutput, activationFn, mask)); } /** * The opName of this function * * @return */ @Override public String name() { return "floss"; } @Override public String toString() { return "LossFMeasure(beta=" + beta + ")"; } }




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