SLmetrics (version 0.3-4)

logloss: Logarithmic Loss

Description

A generic S3 function to compute the logarithmic loss score for a classification model. This function dispatches to S3 methods in logloss() and performs no input validation. If you supply NA values or vectors of unequal length (e.g. length(x) != length(y)), the underlying C++ code may trigger undefined behavior and crash your R session.

Defensive measures

Because logloss() operates on raw pointers, pointer-level faults (e.g. from NA or mismatched length) occur before any R-level error handling. Wrapping calls in try() or tryCatch() will not prevent R-session crashes.

To guard against this, wrap logloss() in a "safe" validator that checks for NA values and matching length, for example:

safe_logloss <- function(x, y, ...) {
  stopifnot(
    !anyNA(x), !anyNA(y),
    length(x) == length(y)
  )
  logloss(x, y, ...)
}

Apply the same pattern to any custom metric functions to ensure input sanity before calling the underlying C++ code.

Usage

## Generic S3 method
## for Logarithmic Loss
logloss(...)
## Generic S3 method
## for weighted Logarithmic Loss
weighted.logloss(...)

Value

A <double>

Arguments

...

Arguments passed on to logloss.integer, logloss.factor, weighted.logloss.integer, weighted.logloss.factor

actual

A vector length \(n\), and \(k\) levels. Can be of integer or factor.

response

A \(n \times k\) <double>-matrix of predicted probabilities. The \(i\)-th row should sum to 1 (i.e., a valid probability distribution over the \(k\) classes). The first column corresponds to the first factor level in actual, the second column to the second factor level, and so on.

normalize

A <logical>-value (default: TRUE). If TRUE, the mean cross-entropy across all observations is returned; otherwise, the sum of cross-entropies is returned.

w

A <double> vector of sample weights.

References

MacKay, David JC. Information theory, inference and learning algorithms. Cambridge university press, 2003.

Kramer, Oliver, and Oliver Kramer. "Scikit-learn." Machine learning for evolution strategies (2016): 45-53.

Virtanen, Pauli, et al. "SciPy 1.0: f'undamental algorithms for scientific computing in Python." Nature methods 17.3 (2020): 261-272.

See Also

Other Classification: accuracy(), auc.pr.curve(), auc.roc.curve(), baccuracy(), brier.score(), ckappa(), cmatrix(), cross.entropy(), dor(), fbeta(), fdr(), fer(), fmi(), fpr(), hammingloss(), jaccard(), mcc(), nlr(), npv(), plr(), pr.curve(), precision(), recall(), relative.entropy(), roc.curve(), shannon.entropy(), specificity(), zerooneloss()

Other Supervised Learning: accuracy(), auc.pr.curve(), auc.roc.curve(), baccuracy(), brier.score(), ccc(), ckappa(), cmatrix(), cross.entropy(), deviance.gamma(), deviance.poisson(), deviance.tweedie(), dor(), fbeta(), fdr(), fer(), fmi(), fpr(), gmse(), hammingloss(), huberloss(), jaccard(), maape(), mae(), mape(), mcc(), mpe(), mse(), nlr(), npv(), pinball(), plr(), pr.curve(), precision(), rae(), recall(), relative.entropy(), rmse(), rmsle(), roc.curve(), rrmse(), rrse(), rsq(), shannon.entropy(), smape(), specificity(), zerooneloss()

Other Entropy: cross.entropy(), relative.entropy(), shannon.entropy()

Examples

## Classes and
## seed
set.seed(1903)
classes <- c("Kebab", "Falafel")

## Generate actual
## and predicted response
## probabilities
actual_classes <- factor(
    x = sample(x = classes, size = 1e3, replace = TRUE),
    levels = c("Kebab", "Falafel")
)

response <- runif(n = 1e3)

## Logloss
SLmetrics::logloss(
   actual    = actual_classes, 
   response  = cbind(
     response,
     1 - response
   )
)

## Generate observed
## frequencies 
actual_frequency <- sample(10L:100L, size = 1e3, replace = TRUE)

## Poisson Logloss
SLmetrics::logloss(
   actual    = actual_frequency, 
   response  = response
)