com.expleague.ml.loss.WeightedL2 Maven / Gradle / Ivy
package com.expleague.ml.loss;
import com.expleague.commons.math.vectors.Vec;
import com.expleague.commons.math.vectors.VecTools;
import com.expleague.commons.math.vectors.impl.vectors.ArrayVec;
import org.jetbrains.annotations.NotNull;
import com.expleague.ml.data.set.DataSet;
/**
* Created by irlab on 22.02.2015.
*/
public class WeightedL2 extends L2 {
private Vec weights;
private double sumWeights;
public WeightedL2(final Vec target, final DataSet> owner) {
this(target, owner, VecTools.fill(new ArrayVec(target.dim()), 1));
}
public WeightedL2(final Vec target, final DataSet> owner, final Vec weights) {
super(target, owner);
this.weights = weights;
this.sumWeights = VecTools.sum(weights);
}
public void setWeights(final Vec weights) {
this.weights = weights;
this.sumWeights = VecTools.sum(weights);
}
public Vec getWeights() {
return weights;
}
@NotNull
@Override
public Vec gradient(final Vec x) {
// 2 * (x[i] - target[i]) * weight[i]
final Vec result = VecTools.copy(x);
VecTools.scale(result, -1);
VecTools.append(result, target);
VecTools.scale(result, -2);
VecTools.scale(result, weights);
return result;
}
@Override
public double value(final Vec point) {
// \sqrt{ ( \sum_i (target[i] - point[i])^2 * weight[i] ) / \sum_i weight[i] }
final Vec x = VecTools.copy(point);
VecTools.scale(x, -1);
VecTools.append(x, target);
VecTools.scale(x, x);
VecTools.scale(x, weights);
final double sumSquared = VecTools.sum(x);
return Math.sqrt(sumSquared / sumWeights);
}
}
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