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Add Weighted Loss Functions to PyTorch : WMSE, WMAE, and Weighted Huber Loss #132465

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🚀 The feature, motivation and pitch

The addition of weighted loss functions to the PyTorch library, specifically Weighted Mean Squared Error (WMSE), Weighted Mean Absolute Error (WMAE), and Weighted Huber Loss, significantly enhances the library’s capability to handle imbalanced datasets and prioritize specific samples during training. In many real-world scenarios, datasets are not perfectly balanced; some samples are inherently more important or represent edge cases that require greater emphasis during the training process. Traditional loss functions treat all samples equally, which can lead to suboptimal models, especially in the presence of noise or outliers.

By incorporating weighted loss functions, users gain precise control over the influence of each sample. This allows for improved model performance on imbalanced datasets by emphasizing more critical samples and downplaying less significant ones. For instance, in medical image analysis, certain images might be more crucial for diagnosing rare conditions, or in financial forecasting, particular time periods might hold more significance due to market volatility. These functions empower users to tailor their loss calculations to the specific needs of their data, resulting in more robust and accurate models.

Alternatives

Several alternative approaches and features were considered before deciding to implement weighted loss functions:

  1. Data Augmentation and Sampling Techniques:

    • One alternative is to use data augmentation or resampling techniques to balance the dataset. While these methods can help, they often require additional preprocessing steps and can lead to overfitting or increased computational overhead.
  2. Custom Loss Functions:

    • Users could implement their custom loss functions by manually applying weights. However, this approach can be error-prone and less efficient compared to having optimized, built-in functions within the library.
  3. Class Weighting in Existing Loss Functions:

    • For classification tasks, many loss functions already support class weighting. However, this does not extend to regression tasks or more nuanced scenarios where per-sample weighting is necessary.
  4. Other Libraries and Extensions:

    • While other machine learning frameworks or third-party extensions might offer similar functionality, integrating these capabilities directly into PyTorch ensures better compatibility, ease of use, and performance optimization.

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    enhancementNot as big of a feature, but technically not a bug. Should be easy to fixmodule: lossProblem is related to loss functiontriagedThis issue has been looked at a team member, and triaged and prioritized into an appropriate module

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