com.expleague.ml.loss.L2Reg Maven / Gradle / Ivy
package com.expleague.ml.loss;
import com.expleague.commons.math.MathTools;
import com.expleague.commons.math.vectors.Vec;
import com.expleague.ml.data.set.DataSet;
/**
* User: solar
* Date: 21.12.2010
* Time: 22:37:55
*/
public class L2Reg extends L2 {
public L2Reg(final Vec target, final DataSet base) {
super(target, base);
}
@Override
public double value(final MSEStats stats) {
return stats.weight >= 1 ? stats.sum / (stats.weight + 1): 0;
}
@Override
public double bestIncrement(MSEStats stats) {
return stats.weight > MathTools.EPSILON ? stats.sum / (stats.weight + 1) : 0;
}
@Override
public double score(final MSEStats stats) {
final double weight = stats.weight;
final double sum = stats.sum;
return weight > 2 ? (-sum * sum / weight) * weight * (weight - 2) / (weight * weight - 3 * weight + 1) * (1 + 2 * Math.log(weight + 1)) : 0;
}
}