How to change the performance function of neural network to mean absolute relative error
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Kamuran Turksoy
le 26 Avr 2017
Modifié(e) : Jinlong Fu
le 8 Juin 2019
Hello,
I know the Matlab NN toolbox has MSE, SSE, MAE and SAE performance functions but would like to implement a custom performance function as:
myperf=mean(abs((t-y)./t));
where t is the target output vector and y is the NN output.
Any thoughts on how can this be implemented?
Thanks in advance.
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Réponse acceptée
Kamuran Turksoy
le 4 Mai 2017
Modifié(e) : Kamuran Turksoy
le 4 Mai 2017
1 commentaire
Jinlong Fu
le 8 Juin 2019
Modifié(e) : Jinlong Fu
le 8 Juin 2019
In my view, it should be as follows:
net.performFcn='mse'; % mean suqare error
net= train(net,x,t,{},{},1./t.^2); % 1./t.^2 is the error weight
or
net.performFcn='mae'; % mean absolut error
net= train(net,x,t,{},{},1./t); % 1./t is the error weight
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Greg Heath
le 28 Avr 2017
You have at least 2 obstacles:
1. When t --> 0
2. abs is not differentiable
If t --> 0 is not a problem try
myperf = mse( 1-y./t);
Hope this helps.
Thank you for formally accepting my answer
Greg
1 commentaire
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