com.expleague.ml.loss.L2 Maven / Gradle / Ivy
package com.expleague.ml.loss;
import com.expleague.commons.func.AdditiveStatistics;
import com.expleague.commons.func.Factory;
import com.expleague.commons.math.FuncC1;
import com.expleague.commons.math.MathTools;
import com.expleague.commons.math.vectors.Vec;
import com.expleague.commons.math.vectors.VecTools;
import com.expleague.ml.data.set.DataSet;
import com.expleague.ml.TargetFunc;
import org.jetbrains.annotations.NotNull;
/**
* User: solar
* Date: 21.12.2010
* Time: 22:37:55
*/
public class L2 extends FuncC1.Stub implements StatBasedLoss, TargetFunc {
public final Vec target;
private final DataSet> owner;
public L2(final Vec target, final DataSet> owner) {
this.target = target;
this.owner = owner;
}
@NotNull
@Override
public Vec gradient(final Vec x) {
final Vec result = VecTools.copy(x);
VecTools.scale(result, -1);
VecTools.append(result, target);
VecTools.scale(result, -2);
return result;
}
@Override
public int dim() {
return target.dim();
}
@Override
public double value(final Vec point) {
final Vec temp = VecTools.copy(point);
VecTools.scale(temp, -1);
VecTools.append(temp, target);
return Math.sqrt(VecTools.sum2(temp) / temp.dim());
}
@Override
public Factory statsFactory() {
return () -> new Stat(target);
}
@Override
public Vec target() {
return target;
}
@Override
public double value(final Stat stats) {
return stats.sum2;
}
@Override
public double score(final Stat stats) {
return stats.weight > MathTools.EPSILON ? (- stats.sum * stats.sum / stats.weight)/* + 5 * stats.weight2*/: 0/*+ 5 * stats.weight2*/;
}
@Override
public double bestIncrement(final Stat stats) {
return stats.weight > MathTools.EPSILON ? stats.sum / stats.weight : 0;
}
public double get(final int i) {
return target.get(i);
}
@Override
public DataSet> owner() {
return owner;
}
public static class Stat implements AdditiveStatistics {
public double sum;
public double sum2;
public double weight;
public double weight2;
private final Vec targets;
public Stat(final Vec target) {
this.targets = target;
}
@Override
public Stat remove(final int index, final int times) {
final double v = targets.get(index);
sum -= times * v;
sum2 -= times * v * v;
weight -= times;
weight2 -= times * times;
return this;
}
public Stat remove(final int index, final int times, final double p) {
final double v = targets.get(index);
sum -= p * times * v;
sum2 -= p * times * v * v;
weight -= p * times;
weight2 -= p * times * p * times;
return this;
}
@Override
public Stat remove(final AdditiveStatistics otheras) {
final Stat other = (Stat) otheras;
sum -= other.sum;
sum2 -= other.sum2;
weight -= other.weight;
weight2 -= other.weight2;
return this;
}
@Override
public Stat append(final int index, final int times) {
final double v = targets.get(index);
sum += times * v;
sum2 += times * v * v;
weight += times;
weight2 += times * times;
return this;
}
public Stat append(final int index, final int times, final double p) {
final double v = targets.get(index);
sum += p * times * v;
sum2 += p * times * v * v;
weight += p * times;
weight2 += p * times * times;
return this;
}
@Override
public Stat append(final AdditiveStatistics otheras) {
final Stat other = (Stat) otheras;
sum += other.sum;
sum2 += other.sum2;
weight += other.weight;
weight2 += other.weight2;
return this;
}
@Override
public Stat append(int index, double w) {
final double v = targets.get(index);
sum += w * v;
sum2 += w * v * v;
weight += w;
weight2 += w * w;
return this;
}
@Override
public Stat remove(int index, double w) {
final double v = targets.get(index);
sum -= w * v;
sum2 -= w * v * v;
weight -= w;
weight2 -= w * w;
return this;
}
}
}
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