Added log loss classification metric (#199)

lib/scholar/metrics/classification.ex

@@ -13,6 +13,7 @@ defmodule Scholar.Metrics.Classification do
 
   import Nx.Defn, except: [assert_shape: 2, assert_shape_pattern: 2]
   import Scholar.Shared
+  import Scholar.Preprocessing
   alias Scholar.Integrate
 
   general_schema = [
@@ -161,6 +162,26 @@ defmodule Scholar.Metrics.Classification do
     ]
   ]
 
+  log_loss_schema =
+    general_schema ++
+      [
+        normalize: [
+          type: :boolean,
+          default: true,
+          doc: """
+          If `true`, return the mean loss over the samples.
+          Otherwise, return the sum of losses over the samples.
+          """
+        ],
+        sample_weights: [
+          type: {:custom, Scholar.Options, :weights, []},
+          default: 1.0,
+          doc: """
+          Sample weights of the observations.
+          """
+        ]
+      ]
+
   top_k_accuracy_score_schema =
     general_schema ++
       [
@@ -203,6 +224,7 @@ defmodule Scholar.Metrics.Classification do
                                           )
   @brier_score_loss_schema NimbleOptions.new!(brier_score_loss_schema)
   @accuracy_schema NimbleOptions.new!(accuracy_schema)
+  @log_loss_schema NimbleOptions.new!(log_loss_schema)
   @top_k_accuracy_score_schema NimbleOptions.new!(top_k_accuracy_score_schema)
   @zero_one_loss_schema NimbleOptions.new!(zero_one_loss_schema)
 
@@ -1233,6 +1255,91 @@ defmodule Scholar.Metrics.Classification do
     1 - Nx.sum(weights_matrix * cm) / Nx.sum(weights_matrix * expected)
   end
 
+  @doc """
+  Computes the log loss, aka logistic loss or cross-entropy loss.
+
+  The log-loss is a measure of how well a forecaster performs, with smaller
+  values being better. For each sample, a forecaster outputs a probability for
+  each class, from which the log loss is computed by averaging the negative log
+  of the probability forecasted for the true class over a number of samples.
+
+  `y_true` should contain `num_classes` unique values, and the sum of `y_prob`
+  along axis 1 should be 1 to respect the law of total probability.
+
+  ## Options
+
+  #{NimbleOptions.docs(@log_loss_schema)}
+
+  ## Examples
+
+      iex> y_true = Nx.tensor([0, 0, 1, 1])
+      iex> y_prob = Nx.tensor([[0.9, 0.1], [0.8, 0.2], [0.3, 0.7], [0.01, 0.99]])
+      iex> Scholar.Metrics.Classification.log_loss(y_true, y_prob, num_classes: 2)
+      #Nx.Tensor<
+        f32
+        0.17380733788013458
+      >
+      iex> Scholar.Metrics.Classification.log_loss(y_true, y_prob, num_classes: 2, normalize: false)
+      #Nx.Tensor<
+        f32
+        0.6952293515205383
+      >
+      iex> weights = Nx.tensor([0.7, 2.3, 1.3, 0.34])
+      iex(361)> Scholar.Metrics.Classification.log_loss(y_true, y_prob, num_classes: 2, sample_weights: weights)
+      #Nx.Tensor<
+        f32
+        0.22717177867889404
+      >
+  """
+  deftransform log_loss(y_true, y_prob, opts \\ []) do
+    log_loss_n(
+      y_true,
+      y_prob,
+      NimbleOptions.validate!(opts, @log_loss_schema)
+    )
+  end
+
+  defnp log_loss_n(y_true, y_prob, opts) do
+    assert_rank!(y_true, 1)
+    assert_rank!(y_prob, 2)
+
+    if Nx.axis_size(y_true, 0) != Nx.axis_size(y_prob, 0) do
+      raise ArgumentError, "y_true and y_prob must have the same size along axis 0"
+    end
+
+    num_classes = opts[:num_classes]
+
+    if Nx.axis_size(y_prob, 1) != num_classes do
+      raise ArgumentError, "y_prob must have a size of num_classes along axis 1"
+    end
+
+    weights =
+      validate_weights(
+        opts[:sample_weights],
+        Nx.axis_size(y_true, 0),
+        type: to_float_type(y_prob)
+      )
+
+    y_true_onehot =
+      ordinal_encode(y_true, num_classes: num_classes)
+      |> one_hot_encode(num_classes: num_classes)
+
+    y_prob = Nx.clip(y_prob, 0, 1)
+
+    sample_loss =
+      Nx.multiply(y_true_onehot, y_prob)
+      |> Nx.sum(axes: [-1])
+      |> Nx.log()
+      |> Nx.negate()
+
+    if opts[:normalize] do
+      Nx.weighted_mean(sample_loss, weights)
+    else
+      Nx.multiply(sample_loss, weights)
+      |> Nx.sum()
+    end
+  end
+
   @doc """
   Top-k Accuracy classification score.