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loss_lrd

PURPOSE ^

loss_lrd - conjugate logistic loss function

SYNOPSIS ^

function varargout = loss_lrd(aa, yy)

DESCRIPTION ^

 loss_lrd - conjugate logistic loss function
 
 Syntax:
 [floss, gloss, hloss, hmin]=loss_lrd(aa, yy)

 Copyright(c) 2009 Ryota Tomioka
 This software is distributed under the MIT license. See license.txt

CROSS-REFERENCE INFORMATION ^

This function calls: This function is called by:

SOURCE CODE ^

0001 % loss_lrd - conjugate logistic loss function
0002 %
0003 % Syntax:
0004 % [floss, gloss, hloss, hmin]=loss_lrd(aa, yy)
0005 %
0006 % Copyright(c) 2009 Ryota Tomioka
0007 % This software is distributed under the MIT license. See license.txt
0008 function varargout = loss_lrd(aa, yy)
0009 
0010 mm=length(aa);
0011 
0012 gloss=nan*ones(mm,1);
0013 
0014 ya = aa.*yy;
0015 
0016 I = find(0<ya & ya<1);
0017 
0018 
0019 floss = sum((1-ya(I)).*log(1-ya(I))+ya(I).*log(ya(I)));
0020 gloss(I) = yy(I).*log(ya(I)./(1-ya(I)));
0021 
0022 hmin  = 4;
0023 
0024 if nargout<=3
0025   varargout={floss, gloss, hmin};
0026 else
0027   hloss = spdiag(1./(ya.*(1-ya)));
0028   varargout={floss, gloss, hloss, hmin};
0029 end
0030 
0031

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