I wrote huber loss using Keras backend functions and this works well:
def huber_loss(y_true, y_pred, clip_delta=1.0):
error = y_true - y_pred
cond = K.abs(error) < clip_delta
squared_loss = 0.5 * K.square(error)
linear_loss = clip_delta * (K.abs(error) - 0.5 * clip_delta)
return tf_where(cond, squared_loss, linear_loss)
But I need a more complex loss function:
- if
error <= A, use squared_loss - if
A <= error < B, use linear_loss - if
error >= B, used sqrt_loss
I wrote smth like this:
def best_loss(y_true, y_pred, A, B):
error = K.abs(y_true - y_pred)
cond = error <= A
cond2 = tf_logical_and(A < error, error <= B)
squared_loss = 0.5 * K.square(error)
linear_loss = A * (error - 0.5 * A)
sqrt_loss = A * np.sqrt(B) * K.sqrt(error) - 0.5 * A**2
return tf_where(cond, squared_loss, tf_where(cond2, linear_loss, sqrt_loss))
But it does not work, the model with this loss function does not converge, what is the bug?