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#' @title Log Loss
#'
#' @description Calculates the log loss or entropy loss for a binary outcome
#'
#' @param actual a binary vector of the labels
#' @param predicted a vector of predicted values
#' @param distribution the distribution of the loss function needed \code{binomial, poisson}
#' @param \dots additional parameters to be passed the the s3 methods
#' @param modelObject the model object. Currently supported \code{glm, randomForest, glmerMod, gbm}
#'
#' @examples
#' data(testDF)
#' glmModel <- glm(y ~ ., data = testDF, family="binomial")
#' Preds <- predict(glmModel, type = 'response')
#'
#' logLoss(testDF$y, Preds)
#' # using s3 method for glm
#' logLoss(glmModel)
#'
#' @export
logLoss <- function(...){
UseMethod("logLoss")
}
#' @rdname logLoss
#' @export
logLoss.default <- function(actual, predicted, distribution = "binomial", ...){
eps <- 1e-15
predicted = pmax(pmin(predicted, 1 - eps), eps)
if(distribution == "binomial"){
return(logLoss_(actual, predicted))
} else if(distribution == 'poisson'){
return(plogLoss_(actual, predicted))
} else {
stop(paste(distribution, "is not defined. Please use binomial or poisson"))
}
}
#' @rdname logLoss
#' @export
logLoss.glm <- function(modelObject, ...){
family <- family(modelObject)[[1]]
if(any(family %in% c('binomial', 'poisson'))){
actual <- modelObject$y
predicted <- modelObject$fitted.values
} else {
stop(paste0("family: ", family, " is not currently supported"))
}
logLoss.default(actual, predicted, distribution = family)
}
#' @importFrom stats predict
#' @rdname logLoss
#' @export
logLoss.randomForest <- function(modelObject, ...){
actual <- as.numeric(modelObject$y) - 1
predicted <- predict(modelObject, type = 'prob')[,2]
logLoss.default(actual, predicted)
}
#' @rdname logLoss
#' @export
logLoss.glmerMod <- function(modelObject, ...){
actual <- modelObject@resp$y
predicted <- modelObject@resp$mu
logLoss.default(actual, predicted)
}
#' @rdname logLoss
#' @export
logLoss.gbm <- function(modelObject, ...){
actual <- modelObject$data$y
predicted <- modelObject$fit
logLoss.default(actual, predicted)
}
#' @rdname logLoss
#' @export
logLoss.rpart <- function(modelObject, ...){
actual <- modelObject$y
predicted <- predict(modelObject)
logLoss.default(actual, predicted)
}
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