python自定义损失函数_自定义损失函数sklearn

是的，可以调音。例如：class ExponentialPairwiseLoss(object):

def __init__(self, groups):

self.groups = groups

def __call__(self, preds, dtrain):

labels = dtrain.get_label().astype(np.int)

rk = len(np.bincount(labels))

plus_exp = np.exp(preds)

minus_exp = np.exp(-preds)

grad = np.zeros(preds.shape)

hess = np.zeros(preds.shape)

pos = 0

for size in self.groups:

sum_plus_exp = np.zeros((rk,))

sum_minus_exp = np.zeros((rk,))

for i in range(pos, pos + size, 1):

sum_plus_exp[labels[i]] += plus_exp[i]

sum_minus_exp[labels[i]] += minus_exp[i]

for i in range(pos, pos + size, 1):

grad[i] = -minus_exp[i] * np.sum(sum_plus_exp[:labels[i]]) +\

plus_exp[i] * np.sum(sum_minus_exp[labels[i] + 1:])

hess[i] = minus_exp[i] * np.sum(sum_plus_exp[:labels[i]]) +\

plus_exp[i] * np.sum(sum_minus_exp[labels[i] + 1:])

pos += size

return grad, hess