From cde2e6fe9936cca997671efd0673f5ce95568655 Mon Sep 17 00:00:00 2001
From: Anton Nesterov <anton@demiurg.io>
Date: Thu, 3 Oct 2024 21:55:48 +0200
Subject: [PATCH] loss for multi log reg

---
 regr/src/LogisticRegression_test.go |  2 +-
 regr/src/MCLogisticRegression.go    | 12 ++++++++++++
 2 files changed, 13 insertions(+), 1 deletion(-)

diff --git a/regr/src/LogisticRegression_test.go b/regr/src/LogisticRegression_test.go
index b449c3a..a99c5dd 100644
--- a/regr/src/LogisticRegression_test.go
+++ b/regr/src/LogisticRegression_test.go
@@ -56,5 +56,5 @@ func TestMCLogisticRegression(t *testing.T) {
 	regr.Fit(XDense, YDense)
 	// fmt.Println(regr.Weights, regr.Bias)
 	yPred := regr.Predict(XDense)
-	fmt.Println(YDense, yPred) //, regr.Loss(YDense, yPred))
+	fmt.Println(YDense, yPred, regr.Loss(YDense, yPred))
 }
diff --git a/regr/src/MCLogisticRegression.go b/regr/src/MCLogisticRegression.go
index 39db3f7..3db8c7d 100644
--- a/regr/src/MCLogisticRegression.go
+++ b/regr/src/MCLogisticRegression.go
@@ -42,3 +42,15 @@ func (regr *MCLogisticRegression) Predict(x mat.Matrix) mat.Matrix {
 	wg.Wait()
 	return probs
 }
+
+func (regr *MCLogisticRegression) Loss(yTrue, yPred mat.Matrix) float64 {
+	loss := 0.
+	for j := 0; j < regr.cols; j++ {
+		yj := mat.Col(nil, j, yTrue)
+		Y := mat.NewDense(len(yj), 1, yj)
+		ypj := mat.Col(nil, j, yPred)
+		YP := mat.NewDense(len(ypj), 1, ypj)
+		loss += regr.Models[j].Loss(Y, YP)
+	}
+	return loss / float64(regr.cols)
+}