diff --git a/machine_learning/loss_functions/huber_loss.py b/machine_learning/loss_functions/huber_loss.py new file mode 100644 index 000000000..202e013f2 --- /dev/null +++ b/machine_learning/loss_functions/huber_loss.py @@ -0,0 +1,52 @@ +""" +Huber Loss Function + +Description: +Huber loss function describes the penalty incurred by an estimation procedure. +It serves as a measure of the model's accuracy in regression tasks. + +Formula: +Huber Loss = if |y_true - y_pred| <= delta then 0.5 * (y_true - y_pred)^2 + else delta * |y_true - y_pred| - 0.5 * delta^2 + +Source: +[Wikipedia - Huber Loss](https://en.wikipedia.org/wiki/Huber_loss) +""" + +import numpy as np + + +def huber_loss(y_true: np.ndarray, y_pred: np.ndarray, delta: float) -> float: + """ + Calculate the mean of Huber Loss. + + Parameters: + - y_true: The true values (ground truth). + - y_pred: The predicted values. + + Returns: + - huber_loss: The mean of Huber Loss between y_true and y_pred. + + Example usage: + >>> true_values = np.array([0.9, 10.0, 2.0, 1.0, 5.2]) + >>> predicted_values = np.array([0.8, 2.1, 2.9, 4.2, 5.2]) + >>> np.isclose(huber_loss(true_values, predicted_values, 1.0), 2.102) + True + >>> true_labels = np.array([11.0, 21.0, 3.32, 4.0, 5.0]) + >>> predicted_probs = np.array([8.3, 20.8, 2.9, 11.2, 5.0]) + >>> np.isclose(huber_loss(true_labels, predicted_probs, 1.0), 1.80164) + True + """ + + if len(y_true) != len(y_pred): + raise ValueError("Input arrays must have the same length.") + + huber_mse = 0.5 * (y_true - y_pred) ** 2 + huber_mae = delta * (np.abs(y_true - y_pred) - 0.5 * delta) + return np.where(np.abs(y_true - y_pred) <= delta, huber_mse, huber_mae).mean() + + +if __name__ == "__main__": + import doctest + + doctest.testmod()