Commit 19569cae authored by Viktor Reshniak's avatar Viktor Reshniak
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add constant to mle loss

parent dd301d95
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+8 −1
Original line number Diff line number Diff line
@@ -1321,9 +1321,16 @@ class Loss(object):


class MLELoss(Loss):
	def __init__(self, *args, **kwargs):
		super().__init__(*args, **kwargs)
		# usefull constant to make optimal loss closer to 0
		# it can affect relative convergence criteria
		pos_data = self.data[self.data>0]
		self.constant = -(pos_data-pos_data*np.log(pos_data)).sum()

	def loss(self, params):
		fit = self.fit(params)
		return (fit-self.data*np.log(fit)).sum()
		return (fit-self.data*np.log(fit)).sum() + self.constant

	@property
	def dloss_dfit(self):