All files / lib/loss squared_error.js

100% Statements 54/54
100% Branches 2/2
100% Functions 1/1
100% Lines 54/54

Press n or j to go to the next uncovered block, b, p or k for the previous block.

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 553x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 3x 6x 6x 6x 6x 6x 6x 6x 6x 3x 3x 3x 3x 3x  
/**
* @license Apache-2.0
*
* Copyright (c) 2018 The Stdlib Authors.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
*    http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
 
'use strict';
 
// MODULES //
 
var regularize = require( './../regularize.js' );
 
 
// MAIN //
 
/**
* Given a new observation `(x,y)`, updates the weights using the squared error loss.
*
* ## Notes
*
* The squared error loss is defined as the squared difference of the observed and fitted value.
*
* @private
* @param {WeightVector} weights - current model coefficients
* @param {NumericArray} x - feature vector
* @param {number} y - response value
* @param {PositiveNumber} eta - current learning rate
* @param {NonNegativeNumber} lambda - regularization parameter
*/
function squaredErrorLoss( weights, x, y, eta, lambda ) {
	var loss = y - weights.innerProduct( x );
 
	// Perform L2 regularization...
	regularize( weights, lambda, eta );
 
	weights.add( x, ( eta * loss ) );
}
 
 
// EXPORTS //
 
module.exports = squaredErrorLoss;