def test_binomial_deviance():
# Check binomial deviance loss.
# Check against alternative definitions in ESLII.
bd = BinomialDeviance(2)
# pred has the same BD for y in {0, 1}
assert (bd(np.array([0.0]), np.array([0.0])) == bd(np.array([1.0]),
np.array([0.0])))
assert_almost_equal(
bd(np.array([1.0, 1.0, 1.0]), np.array([100.0, 100.0, 100.0])), 0.0)
assert_almost_equal(
bd(np.array([1.0, 0.0, 0.0]), np.array([100.0, -100.0, -100.0])), 0)
# check if same results as alternative definition of deviance (from ESLII)
alt_dev = lambda y, pred: np.mean(
np.logaddexp(0.0, -2.0 * (2.0 * y - 1) * pred))
test_data = [(np.array([1.0, 1.0, 1.0]), np.array([100.0, 100.0, 100.0])),
(np.array([0.0, 0.0, 0.0]), np.array([100.0, 100.0, 100.0])),
(np.array([0.0, 0.0, 0.0]), np.array([-100.0, -100.0,
-100.0])),
(np.array([1.0, 1.0, 1.0]), np.array([-100.0, -100.0,
-100.0]))]
for datum in test_data:
assert_almost_equal(bd(*datum), alt_dev(*datum))
# check the gradient against the
alt_ng = lambda y, pred: (2 * y - 1) / (1 + np.exp(2 * (2 * y - 1) * pred))
for datum in test_data:
assert_almost_equal(bd.negative_gradient(*datum), alt_ng(*datum))
def test_binomial_deviance():
# Check binomial deviance loss.
# Check against alternative definitions in ESLII.
bd = BinomialDeviance(2)
# pred has the same BD for y in {0, 1}
assert_equal(bd(np.array([0.0]), np.array([0.0])),
bd(np.array([1.0]), np.array([0.0])))
assert_almost_equal(bd(np.array([1.0, 1.0, 1.0]),
np.array([100.0, 100.0, 100.0])),
0.0)
assert_almost_equal(bd(np.array([1.0, 0.0, 0.0]),
np.array([100.0, -100.0, -100.0])), 0)
# check if same results as alternative definition of deviance (from ESLII)
alt_dev = lambda y, pred: np.mean(np.logaddexp(0.0, -2.0 *
(2.0 * y - 1) * pred))
test_data = [(np.array([1.0, 1.0, 1.0]), np.array([100.0, 100.0, 100.0])),
(np.array([0.0, 0.0, 0.0]), np.array([100.0, 100.0, 100.0])),
(np.array([0.0, 0.0, 0.0]),
np.array([-100.0, -100.0, -100.0])),
(np.array([1.0, 1.0, 1.0]),
np.array([-100.0, -100.0, -100.0]))]
for datum in test_data:
assert_almost_equal(bd(*datum), alt_dev(*datum))
# check the gradient against the
alt_ng = lambda y, pred: (2 * y - 1) / (1 + np.exp(2 * (2 * y - 1) * pred))
for datum in test_data:
assert_almost_equal(bd.negative_gradient(*datum), alt_ng(*datum))
def test_binomial_deviance():
# Check binomial deviance loss.
# Check against alternative definitions in ESLII.
bd = BinomialDeviance(2)
# pred has the same BD for y in {0, 1}
assert bd(np.array([0.0]), np.array([0.0])) == bd(np.array([1.0]),
np.array([0.0]))
assert bd(np.array([1.0, 1, 1]), np.array([100.0, 100, 100])) == approx(0)
assert bd(np.array([1.0, 0, 0]), np.array([100.0, -100,
-100])) == approx(0)
# check if same results as alternative definition of deviance, from ESLII
# Eq. (10.18): -loglike = log(1 + exp(-2*z*f))
# Note:
# - We use y = {0, 1}, ESL (10.18) uses z in {-1, 1}, hence y=2*y-1
# - ESL 2*f = pred_raw, hence the factor 2 of ESL disappears.
# - Deviance = -2*loglike + .., hence a factor of 2 in front.
def alt_dev(y, raw_pred):
z = 2 * y - 1
return 2 * np.mean(np.log(1 + np.exp(-z * raw_pred)))
test_data = product(
(np.array([0.0, 0, 0]), np.array([1.0, 1, 1])),
(np.array([-5.0, -5, -5]), np.array([3.0, 3, 3])),
)
for datum in test_data:
assert bd(*datum) == approx(alt_dev(*datum))
# check the negative gradient against altenative formula from ESLII
# Note: negative_gradient is half the negative gradient.
def alt_ng(y, raw_pred):
z = 2 * y - 1
return z / (1 + np.exp(z * raw_pred))
for datum in test_data:
assert bd.negative_gradient(*datum) == approx(alt_ng(*datum))