From 914b4166c00fca2534c3c7ee6ab1a86c937d328c Mon Sep 17 00:00:00 2001
From: "Daniel.Frisinghelli" <daniel.frisinghelli@eurac.edu>
Date: Tue, 5 Oct 2021 17:01:02 +0200
Subject: [PATCH] Activate shape parameter of GenPareto with Exp.
---
climax/core/loss.py | 6 +++---
1 file changed, 3 insertions(+), 3 deletions(-)
diff --git a/climax/core/loss.py b/climax/core/loss.py
index 7ea7f33..ff9f29c 100644
--- a/climax/core/loss.py
+++ b/climax/core/loss.py
@@ -132,16 +132,16 @@ class BernoulliGenParetoLoss(NaNLoss):
# clip probabilities to (0, 1)
p_pred = torch.sigmoid(y_pred[:, 0, ...].squeeze()[mask])
- # clip scale to (0, +infinity)
+ # clip shape and scale to (0, +infinity)
+ gshape = torch.exp(y_pred[:, 1, ...].squeeze()[mask])
gscale = torch.exp(y_pred[:, 2, ...].squeeze()[mask])
- gshape = y_pred[:, 1, ...].squeeze()[mask]
# negative log-likelihood function of Bernoulli-GenPareto distribution
# Bernoulli contribution
loss = - (1 - p_true) * torch.log(1 - p_pred + self.epsilon)
- # Gamma contribution
+ # GenPareto contribution
loss -= p_true * (torch.log(p_pred + self.epsilon) + torch.log(
1 - (1 + (gshape * y_true / gscale)) ** (- 1 / gshape) +
self.epsilon))
--
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