DPpack (version 0.2.2)

loss.cross.entropy: Cross Entropy Loss Function

Description

This function implements cross entropy loss used for logistic regression in the form required by EmpiricalRiskMinimizationDP.CMS.

Usage

loss.cross.entropy(y.hat, y)

Value

Vector or matrix of the cross entropy loss for each element of y.hat and y.

Arguments

y.hat

Vector or matrix of estimated labels.

y

Vector or matrix of true labels.

Examples

  y.hat <- c(0.1, 0.88, 0.02)
  y <- c(0, 1, 0)
  loss.cross.entropy(y.hat,y)