""" ========================== SGD: convex loss functions ========================== A plot that compares the various convex loss functions supported by :class:`~sklearn.linear_model.SGDClassifier` . """ # Authors: The scikit-learn developers # SPDX-License-Identifier: BSD-3-Clause import matplotlib.pyplot as plt import numpy as np def modified_huber_loss(y_true, y_pred): z = y_pred * y_true loss = -4 * z loss[z >= -1] = (1 - z[z >= -1]) ** 2 loss[z >= 1.0] = 0 return loss xmin, xmax = -4, 4 xx = np.linspace(xmin, xmax, 100) lw = 2 plt.plot([xmin, 0, 0, xmax], [1, 1, 0, 0], color="gold", lw=lw, label="Zero-one loss") plt.plot(xx, np.where(xx < 1, 1 - xx, 0), color="teal", lw=lw, label="Hinge loss") plt.plot(xx, -np.minimum(xx, 0), color="yellowgreen", lw=lw, label="Perceptron loss") plt.plot(xx, np.log2(1 + np.exp(-xx)), color="cornflowerblue", lw=lw, label="Log loss") plt.plot( xx, np.where(xx < 1, 1 - xx, 0) ** 2, color="orange", lw=lw, label="Squared hinge loss", ) plt.plot( xx, modified_huber_loss(xx, 1), color="darkorchid", lw=lw, linestyle="--", label="Modified Huber loss", ) plt.ylim((0, 8)) plt.legend(loc="upper right") plt.xlabel(r"Decision function $f(x)$") plt.ylabel("$L(y=1, f(x))$") plt.show()