This structure represents the Second Order in the loss function. More...
#include <loss_index.h>
Public Member Functions | |
SecondOrderLoss () | |
Default constructor. | |
SecondOrderLoss (const size_t ¶meters_number) | |
Public Attributes | |
double | loss |
Vector< double > | gradient |
Matrix< double > | hessian |
This structure represents the Second Order in the loss function.
Set of loss value, gradient vector and Hessian matrix of the peformance function. A method returning this structure might be implemented more efficiently than the loss, gradient and Hessian methods separately.
Definition at line 111 of file loss_index.h.