com.expleague.ml.methods.seq.param.BettaTwoVecParametrization Maven / Gradle / Ivy

Go to download

Show more of this group Show more artifacts with this name
Show all versions of jmll

Various ML methods implemented by myself and my students

There is a newer version: 1.4.9

package com.expleague.ml.methods.seq.param;

import com.expleague.commons.math.vectors.Mx;
import com.expleague.commons.math.vectors.Vec;
import com.expleague.commons.math.vectors.impl.mx.VecBasedMx;

public class BettaTwoVecParametrization implements BettaParametrization {
  private final double addToDiag;

  public BettaTwoVecParametrization(double addToDiag) {
    this.addToDiag = addToDiag;
  }

  @Override
  public int paramCount(int stateCount) {
    return 2 * stateCount;
  }

  @Override
  public Mx getBettaMx(Vec params, int c, int stateCount) {
    int bettaSize = paramCount(stateCount);
    Mx betta = new VecBasedMx(stateCount, stateCount);

    for (int i = 0; i < stateCount; i++) {
      for (int j = 0; j < stateCount; j++) {
        double value = Math.min(1e9, Math.max(-1e9, params.get(c * bettaSize + i) * params.get(c * bettaSize + stateCount + j)));
        if (i == j) {
          value += addToDiag;
        }
        betta.set(i, j, value);
      }
    }

    return betta;
  }

  @Override
  public void gradientTo(Vec params, Mx dBetta, Vec dParam, int c, int stateCount) {
    int bettaSize = paramCount(stateCount);

    final Vec v = params.sub(c * bettaSize, stateCount);
    final Vec u = params.sub(c * bettaSize + stateCount, stateCount);

    final Vec dv = dParam.sub(0, stateCount);
    final Vec du = dParam.sub(stateCount, stateCount);

    for (int k = 0; k < dBetta.rows(); k++) {
      for (int s = 0; s < dBetta.columns(); s++) {
        double m = dBetta.get(k, s);
        du.adjust(s, v.get(k) * m);
        dv.adjust(k, u.get(s) * m);
      }
    }
  }
}