com.expleague.ml.loss.blockwise.BlockwiseL2 Maven / Gradle / Ivy
package com.expleague.ml.loss.blockwise;
import com.expleague.commons.math.MathTools;
import com.expleague.commons.math.vectors.Vec;
import com.expleague.commons.func.AdditiveStatistics;
import com.expleague.commons.func.Factory;
import com.expleague.ml.BlockwiseFuncC1;
import com.expleague.ml.TargetFunc;
import com.expleague.ml.data.set.DataSet;
/**
* User: solar
* Date: 21.12.2010
* Time: 22:37:55
*/
public class BlockwiseL2 extends BlockwiseFuncC1.Stub implements BlockwiseStatBasedLoss, TargetFunc {
public final Vec target;
private final DataSet> owner;
public BlockwiseL2(final Vec target, final DataSet> owner) {
this.target = target;
this.owner = owner;
}
@Override
public int dim() {
return target.dim();
}
@Override
public void gradient(final Vec pointBlock, final Vec result, final int index) {
final int blockSize = blockSize();
for (int i = 0; i < blockSize; i++) {
result.set(i, 2 * (pointBlock.get(i) - target.get(index * blockSize + i)));
}
}
@Override
public double value(final Vec pointBlock, final int index) {
double result = 0.0;
final int blockSize = blockSize();
for (int i = 0; i < blockSize; i++) {
final double val = pointBlock.get(i) - target.get(index * blockSize + i);
result += val * val;
}
return result;
}
@Override
public double transformResultValue(final double value) {
return Math.sqrt(value / dim());
}
@Override
public int blockSize() {
return 1;
}
@Override
public Factory statsFactory() {
return new Factory() {
@Override
public MSEStats create() {
return new MSEStats(target);
}
};
}
@Override
public double value(final MSEStats stats) {
return stats.sum2;
}
@Override
public double score(final MSEStats stats) {
return stats.weight > MathTools.EPSILON ? (stats.sum2 - stats.sum * stats.sum / stats.weight) : stats.sum2;
}
@Override
public double bestIncrement(final MSEStats 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 MSEStats implements AdditiveStatistics {
public volatile double sum;
public volatile double sum2;
public volatile int weight;
private final Vec targets;
public MSEStats(final Vec target) {
this.targets = target;
}
@Override
public MSEStats remove(final int index, final int times) {
final double v = targets.get(index);
sum -= times * v;
sum2 -= times * v * v;
weight -= times;
return this;
}
@Override
public MSEStats remove(final AdditiveStatistics otheras) {
final MSEStats other = (MSEStats) otheras;
sum -= other.sum;
sum2 -= other.sum2;
weight -= other.weight;
return this;
}
@Override
public AdditiveStatistics append(int index, double weight) {
return append(index, (int)weight);
}
@Override
public AdditiveStatistics remove(int index, double weight) {
return remove(index,(int)weight);
}
@Override
public MSEStats append(final int index, final int times) {
final double v = targets.get(index);
final double v1 = times * v;
sum += v1;
sum2 += v1 * v;
weight += times;
return this;
}
@Override
public MSEStats append(final AdditiveStatistics otheras) {
final MSEStats other = (MSEStats) otheras;
sum += other.sum;
sum2 += other.sum2;
weight += other.weight;
return this;
}
}
}
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