Open spedygiorgio opened 7 years ago
The following function could be a nice add for the package, since it implements the Poisson Log Loss in Rcpp (also thanks to SO ) and originally written in R in the MLmetrics package:
#include <Rcpp.h> #include <math.h> using namespace Rcpp; // [[Rcpp::export]] double poissonLogLoss(NumericVector predicted, NumericVector actual) { NumericVector temp, y_pred_new; double out; const double eps=1e-15; y_pred_new=pmax(predicted,eps); temp = log(gamma(actual + 1)) + y_pred_new - log(y_pred_new)*actual; out=mean(temp); // using sugar implementation return out; }
@spedygiorgio Can you open a pull req for this. It would be a great addition. You can also get credit for the work. Let me know Tyler
@JackStat I hope to pull it tomorrow
The following function could be a nice add for the package, since it implements the Poisson Log Loss in Rcpp (also thanks to SO ) and originally written in R in the MLmetrics package: