test_loss_functions.py 文件源码

def get_score_bounds_from_range(Z_min, Z_max, rho_lb, rho_ub, L0_max = None):
    "global variables: L0_reg_ind"
    edge_values = np.vstack([Z_min * rho_lb,
                             Z_max * rho_lb,
                             Z_min * rho_ub,
                             Z_max * rho_ub])

    if L0_max is None or L0_max == Z_min.shape[0]:
        s_min = np.sum(np.min(edge_values, axis = 0))
        s_max = np.sum(np.max(edge_values, axis = 0))
    else:
        min_values = np.min(edge_values, axis = 0)
        s_min_reg = np.sum(np.sort(min_values[L0_reg_ind])[0:L0_max])
        s_min_no_reg = np.sum(min_values[~L0_reg_ind])
        s_min = s_min_reg + s_min_no_reg

        max_values = np.max(edge_values, axis = 0)
        s_max_reg = np.sum(-np.sort(-max_values[L0_reg_ind])[0:L0_max])
        s_max_no_reg = np.sum(max_values[~L0_reg_ind])
        s_max = s_max_reg + s_max_no_reg

    return s_min, s_max


#setup weights