binary_log_loss.hpp

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#ifndef STAN__AGRAD__REV__FUNCTIONS__BINARY_LOG_LOSS_HPP
#define STAN__AGRAD__REV__FUNCTIONS__BINARY_LOG_LOSS_HPP

#include <valarray>
#include <stan/agrad/rev/var.hpp>
#include <stan/agrad/rev/internal/v_vari.hpp>
#include <stan/math/constants.hpp>
#include <stan/math/functions/log1p.hpp>

namespace stan {
  namespace agrad {

    namespace {
      class binary_log_loss_1_vari : public op_v_vari {
      public:
        binary_log_loss_1_vari(vari* avi) :
          op_v_vari(-std::log(avi->val_),avi) {
        }
        void chain() {
          avi_->adj_ -= adj_ / avi_->val_;
        }
      };

      class binary_log_loss_0_vari : public op_v_vari {
      public:
        binary_log_loss_0_vari(vari* avi) :
          op_v_vari(-stan::math::log1p(-avi->val_),avi) {
        }
        void chain() {
          avi_->adj_ += adj_ / (1.0 - avi_->val_);
        }
      };
    }

    inline var binary_log_loss(const int y, const stan::agrad::var& y_hat) {
      if (y == 0)
        return var(new binary_log_loss_0_vari(y_hat.vi_));
      else
        return var(new binary_log_loss_1_vari(y_hat.vi_));
    }

  }
}
#endif