vowpal wabbit 的自定义损失

Question

Vowpal Wabbit currently offers 5 losses... I was looking to implement a new loss that match my problem. How one could do that? How one could do that using the python (pyvw) wrapper?

Answer 1

You cannot currently implement a custom loss through Python. All of the loss functions are currently implemented here: https://github.com/VowpalWabbit/vowpal_wabbit/blob/master/vowpalwabbit/loss_functions.cc

Work would need to be done to make it possible for a binding to provide their own loss function. I don't know if that would be that great though because generally these are called potentially multiple times for every example and so the performance might not be great if it having to call into Python.