-- ref: https://en.wikipedia.org/wiki/Huber_loss local ClippedWeightedHuberCriterion, parent = torch.class('w2nn.ClippedWeightedHuberCriterion','nn.Criterion') function ClippedWeightedHuberCriterion:__init(w, gamma, clip) parent.__init(self) self.clip = clip self.gamma = gamma or 1.0 self.weight = w:clone() self.diff = torch.Tensor() self.diff_abs = torch.Tensor() --self.outlier_rate = 0.0 self.square_loss_buff = torch.Tensor() self.linear_loss_buff = torch.Tensor() end function ClippedWeightedHuberCriterion:updateOutput(input, target) self.diff:resizeAs(input):copy(input) self.diff:clamp(self.clip[1], self.clip[2]) for i = 1, input:size(1) do self.diff[i]:add(-1, target[i]):cmul(self.weight) end self.diff_abs:resizeAs(self.diff):copy(self.diff):abs() local square_targets = self.diff[torch.lt(self.diff_abs, self.gamma)] local linear_targets = self.diff[torch.ge(self.diff_abs, self.gamma)] local square_loss = self.square_loss_buff:resizeAs(square_targets):copy(square_targets):pow(2.0):mul(0.5):sum() local linear_loss = self.linear_loss_buff:resizeAs(linear_targets):copy(linear_targets):abs():add(-0.5 * self.gamma):mul(self.gamma):sum() --self.outlier_rate = linear_targets:nElement() / input:nElement() self.output = (square_loss + linear_loss) / input:nElement() return self.output end function ClippedWeightedHuberCriterion:updateGradInput(input, target) local norm = 1.0 / input:nElement() self.gradInput:resizeAs(self.diff):copy(self.diff):mul(norm) local outlier = torch.ge(self.diff_abs, self.gamma) self.gradInput[outlier] = torch.sign(self.diff[outlier]) * self.gamma * norm return self.gradInput end