add huber_regression_cost

doc/api/v2/config/layer.rst

@@ -409,6 +409,11 @@ multi_binary_label_cross_entropy_cost
 ..  autoclass:: paddle.v2.layer.multi_binary_label_cross_entropy_cost
     :noindex:
 
+huber_regression_cost
+-------------------------
+..  autoclass:: paddle.v2.layer.huber_regression_cost
+    :noindex:
+
 huber_classification_cost
 -------------------------
 ..  autoclass:: paddle.v2.layer.huber_classification_cost

paddle/gserver/layers/CostLayer.cpp

@@ -594,6 +594,61 @@ void HuberCost::forwardImp(Matrix& output, Argument& label, Matrix& cost) {
   }
 }
 
+//
+// Huber loss for robust regression.
+//
+REGISTER_LAYER(huber_regression, HuberRegressionLoss);
+
+bool HuberRegressionLoss::init(const LayerMap& layerMap,
+                               const ParameterMap& parameterMap) {
+  HuberCost::init(layerMap, parameterMap);
+  delta_ = config_.delta();
+  return true;
+}
+
+void HuberRegressionLoss::forwardImp(Matrix& output,
+                                     Argument& label,
+                                     Matrix& target) {
+  HuberCost::forwardImp(output, label, target);
+  size_t numSamples = target.getHeight();
+  CHECK(label.value);
+  CHECK_EQ((*label.value).getHeight(), numSamples);
+  CHECK_EQ(output.getHeight(), numSamples);
+  CHECK_EQ(output.getWidth(), (*label.value).getWidth());
+  CHECK_EQ(target.getWidth(), (size_t)1);
+
+  real* out = useGpu_ ? tmpCpuInput_[0].value->getData() : output.getData();
+  real* lbl =
+      useGpu_ ? tmpCpuInput_[1].value->getData() : (*label.value).getData();
+  std::vector<real> cost(numSamples);
+  for (size_t i = 0; i < numSamples; ++i) {
+    real a = std::abs(lbl[i] - out[i]);
+    if (a <= delta_)
+      cost[i] = a * a / 2;
+    else
+      cost[i] = delta_ * (a - delta_ / 2);
+  }
+  target.copyFrom(cost.data(), numSamples);
+}
+
+void HuberRegressionLoss::backwardImp(Matrix& output,
+                                      Argument& label,
+                                      Matrix& outputG) {
+  size_t numSamples = output.getHeight();
+  real* out = useGpu_ ? tmpCpuInput_[0].value->getData() : output.getData();
+  real* lbl =
+      useGpu_ ? tmpCpuInput_[1].value->getData() : (*label.value).getData();
+  real* grad = useGpu_ ? tmpCpuInput_[0].grad->getData() : outputG.getData();
+  for (size_t i = 0; i < numSamples; ++i) {
+    real a = lbl[i] - out[i];
+    if (std::abs(a) <= delta_)
+      grad[i] += -a;
+    else
+      grad[i] += a > 0 ? delta_ : -delta_;
+  }
+  if (useGpu_) outputG.copyFrom(grad, numSamples);
+}
+
 //
 // Huber loss for robust 2-classes classification
 //

paddle/gserver/layers/CostLayer.h

@@ -321,6 +321,30 @@ public:
   void backwardImp(Matrix& outputValue, Argument& label, Matrix& outputGrad) {}
 };
 
+/**
+ * Huber loss for robust regression.
+ *
+ * Given output f(x), label y and delta, the loss is:
+ * Loss = 0.5 * (1 - y * f)^2, if abs(y - f) <= delta \\
+ * Loss = delta * abs(y - f) - 0.5 * delta^2, otherwise
+ */
+class HuberRegressionLoss : public HuberCost {
+public:
+  explicit HuberRegressionLoss(const LayerConfig& config) : HuberCost(config) {}
+
+  bool init(const LayerMap& layerMap,
+            const ParameterMap& parameterMap) override;
+
+  void forwardImp(Matrix& output, Argument& label, Matrix& cost) override;
+
+  void backwardImp(Matrix& outputValue,
+                   Argument& label,
+                   Matrix& outputGrad) override;
+
+protected:
+  real delta_;
+};
+
 /**
  * Huber loss for robust 2-classes classification.
  *

paddle/gserver/tests/test_LayerGrad.cpp

@@ -828,6 +828,24 @@ TEST(Layer, square_error_weighted) {
   }
 }
 
+TEST(Layer, huber_regression_loss) {
+  TestConfig config;
+  config.layerConfig.set_type("huber_regression");
+  config.biasSize = 0;
+
+  config.inputDefs.push_back({INPUT_DATA, "layer_0", 10, 0});
+  config.inputDefs.push_back({INPUT_DATA_TARGET, "layer_1", 10, 0});
+  config.layerConfig.add_inputs();
+  config.layerConfig.add_inputs();
+
+  for (auto useGpu : {false, true}) {
+    for (auto delta : {1, 3, 5}) {
+      config.layerConfig.set_delta(delta);
+      testLayerGrad(config, "huber_regression", 100, /* trans */ false, useGpu);
+    }
+  }
+}
+
 TEST(Layer, huber_two_class) {
   TestConfig config;
   config.layerConfig.set_type("huber_classification");
@@ -839,7 +857,7 @@ TEST(Layer, huber_two_class) {
   config.layerConfig.add_inputs();
 
   for (auto useGpu : {false, true}) {
-    testLayerGrad(config, "huber", 100, /* trans */ false, useGpu);
+    testLayerGrad(config, "huber_two_class", 100, /* trans */ false, useGpu);
   }
 }
 

proto/ModelConfig.proto

@@ -496,6 +496,9 @@ message LayerConfig {
   optional int32 axis = 54 [ default = 2 ];
   repeated uint32 offset = 55;
   repeated uint32 shape = 56;
+
+  // for HuberRegressionLoss
+  optional double delta = 57 [ default = 1.0 ];
 }
 
 message EvaluatorConfig {

python/paddle/trainer/config_parser.py

@@ -2317,6 +2317,17 @@ class LambdaCost(LayerBase):
         self.config.max_sort_size = max_sort_size
 
 
+@config_layer('huber_regression')
+class HuberRegressionLoss(LayerBase):
+    def __init__(self, name, inputs, delta=1., coeff=1., device=None):
+        super(HuberRegressionLoss, self).__init__(
+            name, 'huber_regression', 1, inputs=inputs, device=device)
+        config_assert(
+            len(self.inputs) == 2, 'HuberRegression must have 2 inputs')
+        self.config.delta = delta
+        self.config.coeff = coeff
+
+
 @config_layer('nce')
 class NCELayer(LayerBase):
     def __init__(self,

python/paddle/trainer_config_helpers/layers.py

@@ -108,6 +108,7 @@ __all__ = [
     'sum_cost',
     'rank_cost',
     'lambda_cost',
+    'huber_regression_cost',
     'huber_classification_cost',
     'block_expand_layer',
     'maxout_layer',
@@ -216,6 +217,7 @@ class LayerType(object):
 
     RANK_COST = 'rank-cost'
     LAMBDA_COST = 'lambda_cost'
+    HUBER_REGRESSION = 'huber_regression'
     HUBER_CLASSIFICATION = 'huber_classification'
     CROSS_ENTROPY = 'multi-class-cross-entropy'
     CROSS_ENTROPY_WITH_SELFNORM = 'multi_class_cross_entropy_with_selfnorm'
@@ -5603,6 +5605,57 @@ def sum_cost(input, name=None, layer_attr=None):
     return LayerOutput(name, LayerType.SUM_COST, parents=[input], size=1)
 
 
+@wrap_name_default()
+@layer_support()
+def huber_regression_cost(input,
+                          label,
+                          name=None,
+                          delta=1.0,
+                          coeff=1.0,
+                          layer_attr=None):
+    """
+    In statistics, the Huber loss is a loss function used in robust regression, 
+    that is less sensitive to outliers in data than the squared error loss. 
+    Given a prediction f(x), a label y and :math:`\delta`, the loss function 
+    is defined as:
+
+    .. math:
+       loss = 0.5*\left ( y-f(x) \right )^2, \left | y-f(x) \right |\leq \delta
+       loss = \delta \left | y-f(x) \right |-0.5\delta ^2, otherwise
+
+    The example usage is:
+
+    .. code-block:: python
+
+       cost = huber_regression_cost(input=input_layer, label=label_layer)
+
+    :param input: The first input layer.
+    :type input: LayerOutput.
+    :param label: The input label.
+    :type input: LayerOutput.
+    :param name: The name of this layers. It is not necessary.
+    :type name: None|basestring.
+    :param delta: The difference between the observed and predicted values.
+    :type delta: float.
+    :param coeff: The coefficient affects the gradient in the backward.
+    :type coeff: float.
+    :param layer_attr: Extra Layer Attribute.
+    :type layer_attr: ExtraLayerAttribute
+    :return: LayerOutput object.
+    :rtype: LayerOutput.
+    """
+    assert isinstance(input, LayerOutput)
+    Layer(
+        name=name,
+        type=LayerType.HUBER_REGRESSION,
+        inputs=[input.name, label.name],
+        delta=delta,
+        coeff=coeff,
+        **ExtraLayerAttribute.to_kwargs(layer_attr))
+    return LayerOutput(
+        name, LayerType.HUBER_REGRESSION, parents=[input, label], size=1)
+
+
 @wrap_name_default()
 @layer_support()
 def huber_classification_cost(input,

python/paddle/trainer_config_helpers/tests/configs/protostr/test_cost_layers.protostr

@@ -167,6 +167,20 @@ layers {
   softmax_selfnorm_alpha: 0.1
   coeff: 1.0
 }
+layers {
+  name: "__huber_regression_cost_0__"
+  type: "huber_regression"
+  size: 1
+  active_type: ""
+  inputs {
+    input_layer_name: "input"
+  }
+  inputs {
+    input_layer_name: "labels"
+  }
+  coeff: 1.0
+  delta: 1.0
+}
 layers {
   name: "huber_probs"
   type: "data"
@@ -300,6 +314,7 @@ output_layer_names: "__rank_cost_0__"
 output_layer_names: "__lambda_cost_0__"
 output_layer_names: "__cross_entropy_0__"
 output_layer_names: "__cross_entropy_with_selfnorm_0__"
+output_layer_names: "__huber_regression_cost_0__"
 output_layer_names: "__huber_classification_cost_0__"
 output_layer_names: "__multi_binary_label_cross_entropy_0__"
 output_layer_names: "__sum_cost_0__"
@@ -324,6 +339,7 @@ sub_models {
   layer_names: "__lambda_cost_0__"
   layer_names: "__cross_entropy_0__"
   layer_names: "__cross_entropy_with_selfnorm_0__"
+  layer_names: "__huber_regression_cost_0__"
   layer_names: "huber_probs"
   layer_names: "huber_label"
   layer_names: "__huber_classification_cost_0__"
@@ -349,6 +365,7 @@ sub_models {
   output_layer_names: "__lambda_cost_0__"
   output_layer_names: "__cross_entropy_0__"
   output_layer_names: "__cross_entropy_with_selfnorm_0__"
+  output_layer_names: "__huber_regression_cost_0__"
   output_layer_names: "__huber_classification_cost_0__"
   output_layer_names: "__multi_binary_label_cross_entropy_0__"
   output_layer_names: "__sum_cost_0__"

python/paddle/trainer_config_helpers/tests/configs/test_cost_layers.py

@@ -33,6 +33,8 @@ outputs(
         input=probs, label=xe_label),
     cross_entropy_with_selfnorm(
         input=probs, label=xe_label),
+    huber_regression_cost(
+        input=seq_in, label=labels),
     huber_classification_cost(
         input=data_layer(
             name='huber_probs', size=1),

python/paddle/v2/tests/test_layer.py

@@ -141,12 +141,13 @@ class CostLayerTest(unittest.TestCase):
         cost8 = layer.rank_cost(left=score, right=score, label=score)
         cost9 = layer.lambda_cost(input=inference, score=score)
         cost10 = layer.sum_cost(input=inference)
-        cost11 = layer.huber_classification_cost(input=score, label=label)
+        cost11 = layer.huber_regression_cost(input=score, label=label)
+        cost12 = layer.huber_classification_cost(input=score, label=label)
 
         print layer.parse_network([cost1, cost2])
         print layer.parse_network([cost3, cost4])
         print layer.parse_network([cost5, cost6])
-        print layer.parse_network([cost7, cost8, cost9, cost10, cost11])
+        print layer.parse_network([cost7, cost8, cost9, cost10, cost11, cost12])
 
         crf = layer.crf(input=inference, label=label)
         crf_decoding = layer.crf_decoding(input=inference, size=3)