Laurae (version 0.0.0.9001)

loss_LL_hess: Loglikelihood Error (hessian function)

Description

This function computes the Loglikelihood Error loss (logloss) hessian per value provided preds and labels probabilities.

Usage

loss_LL_hess(y_pred, y_true)

Arguments

y_pred

The predictions.

y_true

The labels.

Value

The hessian of the Loglikelihood Error per value.

Details

Loss Formula : \(- (y_true * log(y_pred) + (1 - y_true) * log(1 - y_pred))\) Gradient Formula : \((1 - y_true)/(1 - y_pred) - y_true/y_pred\) Hessian Formula : \((1 - y_true)/((1 - y_pred) * (1 - y_pred)) + y_true/(y_pred * y_pred)\)