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Users have been confused on which loss functions are used within H2O 3. Providing equations to docs will reduce confusion.
Request:
Add loss function equations (below) to [https://docs.h2o.ai/h2o/latest-stable/h2o-docs/data-science/algo-params/distribution.html|https://docs.h2o.ai/h2o/latest-stable/h2o-docs/data-science/algo-params/distribution.html] .
tweedie
with f = link(f), requires 1> _tweediePower > 2 :
2wy^(2-Tweedie_Power)/((1-Tweedie_Power)(2-Tweedie_Power)) - yexp(f(1-Tweedie_Power))/(1-Tweedie_Power)+exp(f*(2-Tweedie_Power))/(2-Tweedie_Power)
[~accountid:5bd237b8dd3cc64b77e71676], please verify the definitions are correct. The equations were created based on code: [https://github.com/h2oai/h2o-3/blob/master/h2o-core/src/main/java/hex/DistributionFactory.java|https://github.com/h2oai/h2o-3/blob/master/h2o-core/src/main/java/hex/DistributionFactory.java]
The text was updated successfully, but these errors were encountered:
Users have been confused on which loss functions are used within H2O 3. Providing equations to docs will reduce confusion.
Request:
Add loss function equations (below) to [https://docs.h2o.ai/h2o/latest-stable/h2o-docs/data-science/algo-params/distribution.html|https://docs.h2o.ai/h2o/latest-stable/h2o-docs/data-science/algo-params/distribution.html] .
bernoulli
−2w(y∗log(f)+(1−y)∗log(1−f))
quasibinomial
y==f:
0
f>1:
−2w∗y∗log(f)
f<0:
−2w∗(1−y)∗log(1−f)
else:
−2w∗(y∗log(f)+(1−y)∗log(1−f))
gaussian
Equivalent to wMSE (weighted mean squared error):
w∗(y−f)^2
poisson
with f = link(f)
−2w∗(y∗f−exp( f ))
gamma
with f = link(f)
2w∗(y∗exp(−f)+f)
laplace
w∗|y−f|
quantile
y > f:
wQuantileAlpha(y-f)
y≤f:
w∗(1−QuantileAlpha)∗(f−y)
huber
|y-f| ≤Huber_Delta :
y≤f:
modified_huber
with yf = (2y-1)f
yf <−1:
-4w(yf)
yf>1:
0
else:
w*(yf)^2
tweedie
with f = link(f), requires 1> _tweediePower > 2 :
2wy^(2-Tweedie_Power)/((1-Tweedie_Power)(2-Tweedie_Power)) - yexp(f(1-Tweedie_Power))/(1-Tweedie_Power)+exp(f*(2-Tweedie_Power))/(2-Tweedie_Power)
[~accountid:5bd237b8dd3cc64b77e71676], please verify the definitions are correct. The equations were created based on code: [https://github.com/h2oai/h2o-3/blob/master/h2o-core/src/main/java/hex/DistributionFactory.java|https://github.com/h2oai/h2o-3/blob/master/h2o-core/src/main/java/hex/DistributionFactory.java]
The text was updated successfully, but these errors were encountered: