63 lines
2.5 KiB
C++
63 lines
2.5 KiB
C++
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// nisps/ml/loss.hpp — MSE loss with a deliberate fix for the meml-ues
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// double-scaling bug.
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//
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// THE BUG (in `src/memlp/Loss.h::MSE` and `src/memlp/MLP.cpp::Train`):
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// The legacy MSE computed loss as
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// sum((diff^2) / NOut) * sampleSizeReciprocal in Loss.h
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// and then `Train()` did
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// current_iteration_cost_function *= sampleSizeReciprocal; // ← second
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// So the unweighted average loss was scaled by 1/N twice — once in MSE()
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// and once in the outer training loop. Loss values for the same training
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// set get reported 1/N too small, which is misleading for diagnostics.
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//
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// THE FIX:
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// Loss is computed PER-SAMPLE here. The training loop is responsible for
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// averaging across samples once. There is no implicit per-sample weight in
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// the MSE function — that is the caller's policy decision.
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//
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// For a single sample: mse = (1/NOut) * sum_j (label_j - pred_j)^2
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// Derivative wrt pred_j: -(2/NOut) * (label_j - pred_j)
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//
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// When sample weights are supplied to `train()` they are applied at the
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// sample level (loss_total = sum_i weight_i * mse_i), and the gradient
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// per-sample is scaled by weight_i. Sample weights must sum to 1.0 — the
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// caller normalizes (matches legacy contract).
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#pragma once
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#include <cstddef>
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#include <span>
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#include "../core/perf.hpp"
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namespace nisps::ml {
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// Compute MSE loss for one sample and write the per-output derivative into
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// `loss_deriv`. Returns the scalar loss for this sample.
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//
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// loss = (1/NOut) * sum_j (label_j - pred_j)^2
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// d(loss)/d(pred_j) = -(2/NOut) * (label_j - pred_j)
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//
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// `loss_deriv` and `pred` must both have size NOut. `label` likewise.
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//
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// NB: We deliberately do NOT multiply by any sampleSizeReciprocal here. The
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// caller is responsible for averaging across samples (and scaling by sample
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// weights, if any) — see training.hpp.
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NISPS_FORCE_INLINE float mse_per_sample(std::span<const float> label,
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std::span<const float> pred,
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std::span<float> loss_deriv) noexcept {
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const std::size_t n = pred.size();
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if (n == 0u) return 0.f;
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const float inv_n = 1.f / static_cast<float>(n);
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float accum = 0.f;
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for (std::size_t j = 0; j < n; ++j) {
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const float diff = label[j] - pred[j]; // sign chosen so deriv is wrt pred
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accum += diff * diff * inv_n;
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loss_deriv[j] = -2.f * inv_n * diff;
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}
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return accum;
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}
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} // namespace nisps::ml
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