def dloss(self, y_true, score, pos_label=1, bound=10):
"""Computes the derivative of the hinge loss function with respect to `score`.
Parameters
----------
y_true : CArray
Ground truth (correct), targets. Vector-like array.
score : CArray
Outputs (predicted), targets.
2-D array of shape (n_samples, n_classes) or 1-D flat array
of shape (n_samples,). If 1-D array, the probabilities
provided are assumed to be that of the positive class.
pos_label : {0, 1}, optional
The class wrt compute the loss function derivative. Default 1.
If `score` is a 1-D flat array, this parameter is ignored.
bound : scalar or None, optional
Set an upper bound for a linear approximation when -y*s is large
to avoid numerical overflows.
10 is a generally acceptable -> log(1+exp(10)) = 10.000045
Returns
-------
CArray
Derivative of the loss function. Vector-like array.
"""
if pos_label not in (0, 1):
raise ValueError("only {0, 1} are accepted for `pos_label`")
y_true = convert_binary_labels(y_true).ravel() # Convert to {-1, 1}
score = _check_binary_score(score, pos_label)
# d/df log ( 1+ exp(-yf)) / log(2) =
# 1/ log(2) * ( 1+ exp(-yf)) exp(-yf) -y
v = CArray(-y_true * score).astype(float)
if bound is None:
h = -y_true * v.exp() / (1.0 + v.exp())
else:
# linear approximation avoids numerical overflows
# when -yf >> 1 : loss ~= -yf, and grad = -y
h = -y_true.astype(float)
h[v < bound] = h[v < bound] * v[v < bound].exp() / \
(1.0 + v[v < bound].exp())
return h / CArray([2]).log()
def estimate_density(self, x, n_points=1000):
"""Estimate density of input array.
Returns
-------
x : CArray
Arrays with coordinates used to estimate density.
df : CArray
Density function values.
"""
kde = KernelDensity(bandwidth=self.bandwidth,
algorithm=self.algorithm,
kernel=self.kernel,
metric=self.metric,
atol=self.atol,
rtol=self.rtol,
breadth_first=self.breadth_first,
leaf_size=self.leaf_size,
metric_params=self.metric_params).fit(
x.atleast_2d().get_data())
x = CArray.linspace(x.min() * 1.01, x.max() * 1.01, n_points)
x = x.atleast_2d().T
df = CArray(kde.score_samples(x.get_data()))
df = df.exp()
return x, df
