ENH: expose loss functions in *.pxd file so it can be used by third party modules.

Author: fabianp

lightning/impl/sgd_fast.pxd

@@ -5,3 +5,85 @@ cdef class LossFunction:
 
     cpdef double loss(self, double p, double y)
     cpdef double get_update(self, double p, double y)
+
+
+cdef class ModifiedHuber(LossFunction):
+
+    cpdef double loss(self, double p, double y)
+
+    cpdef double get_update(self, double p, double y)
+
+
+cdef class Hinge(LossFunction):
+
+    cdef double threshold
+
+    def __init__(self, double threshold=1.0)
+        self.threshold = threshold
+
+    cpdef double loss(self, double p, double y)
+
+    cpdef double get_update(self, double p, double y)
+
+
+cdef class SmoothHinge(LossFunction):
+
+    cdef double gamma
+
+    def __init__(self, double gamma=1.0):
+        self.gamma = gamma  # the larger, the smoother
+
+    cpdef double loss(self, double p, double y)
+
+    cpdef double get_update(self, double p, double y)
+
+
+cdef class SquaredHinge(LossFunction):
+
+    cdef double threshold
+
+    def __init__(self, double threshold=1.0):
+        self.threshold = threshold
+
+    cpdef double loss(self, double p, double y)
+
+    cpdef double get_update(self, double p, double y)
+
+
+cdef class Log(LossFunction):
+
+    cpdef double loss(self, double p, double y)
+
+    cpdef double get_update(self, double p, double y)
+
+
+cdef class SquaredLoss(LossFunction):
+
+    cpdef double loss(self, double p, double y)
+
+    cpdef double get_update(self, double p, double y)
+
+
+cdef class Huber(LossFunction):
+
+    cdef double c
+
+    def __init__(self, double c):
+        self.c = c
+
+    cpdef double loss(self, double p, double y)
+
+    cpdef double get_update(self, double p, double y)
+
+
+cdef class EpsilonInsensitive(LossFunction):
+
+    cdef double epsilon
+
+    def __init__(self, double epsilon):
+        self.epsilon = epsilon
+
+    cpdef double loss(self, double p, double y)
+
+    cpdef double get_update(self, double p, double y)
+