First commit to add weighted mean square

[marcobonici]

Added the Weighted Mean Square Error Loss

[chriselrod]

Mind also adding tests for the value and gradient?

[chriselrod]

Yes, the target should be sliceable and the loss should be callable on target's result to create a new one.
It's used for slicing/iterating over batches.

[marcobonici]

So, the point is that WeightedSquaredLoss(target(wsl)) should be able to run, did I get it right?

[chriselrod]

Yes.

$ rg 'target\('
docs/src/examples/custom_loss_layer.md
49:SimpleChains.target(loss::BinaryLogitCrossEntropyLoss) = loss.targets

src/optimize.jl
93:  tgt = view_slice_last(target(loss), f:l)
125:  tgt = target(loss)
177:  tgt = target(loss)
488:  t = target(_chn)
679:  tgt = target(chn)

src/loss.jl
25:target(_) = nothing
26:target(sc::SimpleChain) = target(last(sc.layers))
27:preserve_buffer(l::AbstractLoss) = target(l)
28:StrideArraysCore.object_and_preserve(l::AbstractLoss) = l, target(l)
31:iterate_over_losses(sc) = _iterate_over_losses(target(sc))
40:  align(length(first(target(sl))) * static_sizeof(T)), static_sizeof(T)
42:function _layer_output_size_needs_temp_of_equal_len_as_target(
47:  align(length(target(sl)) * static_sizeof(T)), static_sizeof(T)
66:target(sl::SquaredLoss) = getfield(sl, :y)
69:Base.getindex(sl::SquaredLoss, r) = SquaredLoss(view_slice_last(target(sl), r))
120:target(sl::AbsoluteLoss) = getfield(sl, :y)
127:  AbsoluteLoss(view_slice_last(target(sl), r))
197:target(sl::LogitCrossEntropyLoss) = getfield(sl, :y)
205:  _layer_output_size_needs_temp_of_equal_len_as_target(Val{T}(), sl, s)
212:  _layer_output_size_needs_temp_of_equal_len_as_target(Val{T}(), sl, s)
254:  LogitCrossEntropyLoss(view(target(sl), r))
273:  correct_count(Y, target(loss))
283:  ec = correct_count(Y, target(loss))

src/penalty.jl
68:target(c::AbstractPenalty) = target(getchain(c))

Note that we also need things like view_slice_last(target(loss), f:l) to work.

So view_slice_last should be implemented.
Some form of PtrArray(tgt) should also work, but you could define a different function to use there that calls PtrArray by default, as overloading constructors to return something else is generally frowned upon.

[marcobonici]

A few things @chriselrod .

So, as I thought target(wsl) needs to give back all the field of the struct. This is needed because, as you pointed out, WeightedSquaredLoss(target(wsl)) need to be working.

So, I have updated the target method

target(wsl::WeightedSquaredLoss) = getfield(wsl, :y), getfield(wsl, :w)

Since this is giving back a tuple, I have added a constructor, using the splat operator
WeightedSquaredLoss(x::Tuple) = WeightedSquaredLoss(x...)

Do you have any consideration on that? In the meantime, I'll focus on view_slice_last.

[marcobonici]

If I correctly understand, view_slice_last is used to slice the fields of the loss. If so, this could possibly working.

function view_slice_last(target(wsl::WeightedSquaredLoss), r)
    return Tuple(view_slice_last(f, r) for f in target(wsl))
end

I am returning a Tuple assuming that this can work with my constructor I just created.

[codecov]

Codecov Report

Patch coverage has no change and project coverage change: -0.85 ⚠️

Comparison is base (1df08c6) 73.82% compared to head (0ba4462) 72.97%.

Additional details and impacted files

@@            Coverage Diff             @@
##             main     #140      +/-   ##
==========================================
- Coverage   73.82%   72.97%   -0.85%     
==========================================
  Files          15       15              
  Lines        2617     2646      +29     
==========================================
- Hits         1932     1931       -1     
- Misses        685      715      +30     

Impacted Files	Coverage Δ
src/SimpleChains.jl	100.00% <ø> (ø)
src/loss.jl	56.59% <0.00%> (-10.73%)	⬇️

... and 1 file with indirect coverage changes

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