Implement Huber loss (#1444)

* Implement Huber loss

Instead of using a sign or abs function, uses clamping to compute
it outside the bounds. This is better for the autodiff backend.

* mention Huber loss in the book

* unify naming of residuals in comments

burn-book/src/building-blocks/module.md

@@ -162,3 +162,4 @@ Burn comes with built-in modules that you can use to build your own modules.
 | ------------------ | --------------------- |
 | `CrossEntropyLoss` | `nn.CrossEntropyLoss` |
 | `MseLoss`          | `nn.MSELoss`          |
+| `HuberLoss`        | `nn.HuberLoss`        |

crates/burn-core/src/nn/loss/huber.rs

@@ -0,0 +1,178 @@
+use crate as burn;
+
+use crate::{config::Config, module::Module};
+use burn_tensor::backend::Backend;
+use burn_tensor::Tensor;
+use core::marker::PhantomData;
+
+use super::Reduction;
+
+/// Configuration to create a [Huber loss](HuberLoss).
+#[derive(Config, Debug)]
+pub struct HuberLossConfig {
+    /// The bound where the Huber loss function changes from quadratic to linear behaviour.
+    pub delta: f32,
+}
+
+impl HuberLossConfig {
+    /// Initialize [Huber loss](HuberLoss).
+    pub fn init<B: Backend>(&self, device: &B::Device) -> HuberLoss<B> {
+        // device is not needed as of now, but we might want to prepare some data on it
+        // and its consistent with other loss functions
+        let _ = device;
+        self.assertions();
+        HuberLoss {
+            delta: self.delta,
+            lin_bias: self.delta * self.delta * 0.5,
+            _backend: PhantomData,
+        }
+    }
+
+    fn assertions(&self) {
+        assert!(
+            self.delta >= 0., // This also tests for normality
+            "Delta for Huber loss must be a non-negative number."
+        );
+    }
+}
+
+/// Calculate the Huber loss between the inputs and the target.
+///
+/// The loss for each element of the residuals `r = targets - predictions` is given by
+///
+/// ```text
+/// L(r) = 0.5 * x^2                  if |r| <= d
+/// L(r) = 0.5 * d^2 + d * (|r| - d)  if |r| >  d
+/// ```
+///
+/// where `d` is the configured `delta`. In particular, this is equal to the
+/// [L2 Loss](super::MseLoss) for residuals with magnitude smaller than `delta`,
+/// but behaves linearly instead of quadratically for large residuals.
+///
+/// This loss function is less sensitive to outliers than the mean squared error loss.
+///
+/// See also: <https://en.wikipedia.org/wiki/Huber_loss>
+#[derive(Module, Debug)]
+pub struct HuberLoss<B: Backend> {
+    delta: f32,
+    lin_bias: f32, // delta * delta * 0.5 precomputed
+    _backend: PhantomData<B>,
+}
+
+impl<B: Backend> HuberLoss<B> {
+    /// Compute the loss element-wise for the predictions and targets, then reduce
+    /// to a single loss value.
+    ///
+    /// `Reduction::Auto` behaves as `Reduction::Mean`.
+    ///
+    /// # Shapes
+    ///
+    /// - predictions: \[...dims\]
+    /// - targets: \[...dims\]
+    /// - output: \[1\]
+    pub fn forward<const D: usize>(
+        &self,
+        predictions: Tensor<B, D>,
+        targets: Tensor<B, D>,
+        reduction: Reduction,
+    ) -> Tensor<B, 1> {
+        let loss = self.forward_no_reduction(predictions, targets);
+        match reduction {
+            Reduction::Mean | Reduction::Auto => loss.mean(),
+            Reduction::Sum => loss.sum(),
+        }
+    }
+    /// Compute the loss element-wise for the predictions and targets.
+    ///
+    /// # Shapes
+    ///
+    /// - predictions: [...dims]
+    /// - targets: [...dims]
+    /// - output: [...dims]
+    pub fn forward_no_reduction<const D: usize>(
+        &self,
+        predictions: Tensor<B, D>,
+        targets: Tensor<B, D>,
+    ) -> Tensor<B, D> {
+        let residuals = targets - predictions;
+        self.forward_residuals(residuals)
+    }
+    /// Compute the loss element-wise for the given residuals.
+    ///
+    /// # Shapes
+    ///
+    /// - residuals: [...dims]
+    /// - output: [...dims]
+    pub fn forward_residuals<const D: usize>(&self, residuals: Tensor<B, D>) -> Tensor<B, D> {
+        let is_large = residuals.clone().abs().greater_elem(self.delta);
+        // We are interested in `sign(r)` when `abs(r) > self.delta`. Note that the
+        // `sign()` function, in general, suffers from a jump at 0.
+        // Instead the following tensor implements `delta * sign(r)` for values outside
+        // the bound:
+        let softsign = residuals.clone().clamp(-self.delta, self.delta);
+
+        // 0.5 * d^2 + d * (|r| - d) =
+        // d * |r| - 0.5 * d^2
+        // Moreover |r| = sign(r) * r
+        let outside = softsign.mul(residuals.clone()).sub_scalar(self.lin_bias);
+
+        let inside = residuals.powf_scalar(2.).mul_scalar(0.5);
+        inside.mask_where(is_large, outside)
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::*;
+    use crate::TestBackend;
+    use burn_tensor::Data;
+    type TestTensor<const D: usize> = Tensor<TestBackend, D>;
+
+    #[test]
+    fn test_huber_loss() {
+        let predict = Data::from([-2., -0.5, 0., 0.3, 1.]);
+        let targets = Data::from([0., 0., 0., 0., 0.]);
+
+        let device = Default::default();
+
+        let predict = TestTensor::<1>::from_data(predict, &device);
+        let targets = TestTensor::<1>::from_data(targets, &device);
+
+        let huber = HuberLossConfig::new(0.5).init(&device);
+
+        let loss_sum = huber.forward(predict.clone(), targets.clone(), Reduction::Sum);
+        let loss = huber.forward(predict.clone(), targets.clone(), Reduction::Auto);
+        let loss_no_reduction = huber.forward_no_reduction(predict, targets);
+
+        loss_no_reduction
+            .into_data()
+            .assert_approx_eq(&Data::from([0.875, 0.125, 0., 0.045, 0.375]), 7);
+        loss.into_data().assert_approx_eq(&Data::from([0.284]), 7);
+        loss_sum
+            .into_data()
+            .assert_approx_eq(&Data::from([1.42]), 7);
+    }
+
+    #[cfg(feature = "std")]
+    #[test]
+    fn test_huber_ad_loss() {
+        type TestAutodiffTensor = Tensor<crate::TestAutodiffBackend, 1>;
+
+        let predict = Data::from([-2., -0.5, 0., 0.3, 1.]);
+        let targets = Data::from([0., 0., 0., 0., 0.]);
+
+        let device = Default::default();
+        let predict = TestAutodiffTensor::from_data(predict, &device).require_grad();
+        let targets = TestAutodiffTensor::from_data(targets, &device);
+
+        let loss = HuberLossConfig::new(0.5).init(&device);
+        let loss = loss.forward_no_reduction(predict.clone(), targets);
+
+        let grads = loss.backward();
+        let grads_predict = predict.grad(&grads).unwrap();
+
+        grads_predict
+            .to_data()
+            .assert_approx_eq(&Data::from([-0.5, -0.5, 0., 0.3, 0.5]), 3);
+    }
+}

crates/burn-core/src/nn/loss/mod.rs

@@ -1,9 +1,11 @@
 mod binary_cross_entropy;
 mod cross_entropy;
+mod huber;
 mod mse;
 mod reduction;
 
 pub use binary_cross_entropy::*;
 pub use cross_entropy::*;
+pub use huber::*;
 pub use mse::*;
 pub use reduction::*;