com.expleague.ml.optimization.TensorNetFunction Maven / Gradle / Ivy
package com.expleague.ml.optimization;
import com.expleague.commons.math.vectors.Mx;
import com.expleague.commons.math.vectors.impl.vectors.ArrayVec;
import com.expleague.commons.math.vectors.Vec;
import org.jetbrains.annotations.NotNull;
/**
* User: qdeee
* Date: 30.08.13
*/
public class TensorNetFunction extends FuncConvex.Stub {
private final Mx X;
private final double c1;
private final double c2;
private final double L;
private final double m;
public TensorNetFunction(final Mx x, final double c1, final double c2) {
X = x;
this.c1 = c1;
this.c2 = c2;
double squareXNorm = 0;
double squareXDetEstimate = 0.0; //assume that det=0 ;//1.0
final int n = X.rows();
for (int i = 0; i < n; i++) {
double rowSumSquare = 0;
for (int j = 0; j < n; j++) {
final double squareElem = Math.pow(X.get(i, j), 2);
rowSumSquare += squareElem;
}
squareXNorm += rowSumSquare;
squareXDetEstimate *= rowSumSquare;
}
final double squareUBound = Math.sqrt(squareXNorm) / c2;
final double squareVBound = Math.sqrt(squareXNorm) / c1;
L = squareUBound + squareVBound + n * (c1*c1 + c2*c2) + Math.sqrt(Math.pow(squareUBound + n*c2*c2, 2) +
Math.pow(squareVBound + n*c1*c1, 2) +
4 * Math.pow(2 * squareXDetEstimate, 1.0 / n));
m = n * (c1*c1 + c2*c2) - Math.sqrt(Math.pow(squareUBound + n*c2*c2, 2) +
Math.pow(squareVBound + n*c1*c1, 2) +
4 * Math.pow(2 * squareXDetEstimate, 1.0 / n));
// m = getLocalConvexParam(new ArrayVec(2 * X.rows()));
}
@NotNull
@Override
public double getGlobalConvexParam() {
return m;
}
@Override
public double getGradLipParam() {
return L;
}
@Override
public int dim() {
return X.rows();
}
@Override
public double value(final Vec z) {
final int n = z.dim() / 2;
double value = 0.0;
for (int i = 0; i < n; i++) {
for (int j = 0; j < n; j++) {
final double x = X.get(i, j);
value += Math.pow(x - z.get(i) * z.get(j+n), 2);
value += Math.pow(x - c1*z.get(i), 2);
value += Math.pow(x - c2*z.get(j+n), 2);
}
}
return value;
}
public Mx getX() {
return X;
}
@Override
public Vec gradient(final Vec z) {
final int n = z.dim() / 2;
final Vec grad = new ArrayVec(z.dim());
for (int i = 0; i < n; i++) {
double valU = 0.0;
final double u_i = z.get(i);
for (int j = 0; j < n; j++) {
final double x = X.get(i, j);
valU += z.get(n+j) * (z.get(n+j) * u_i - x) + c1 * (c1 * u_i - x);
}
grad.set(i, 2 * valU);
}
for (int j = 0; j < n; j++) {
double valV = 0.0;
final double v_j = z.get(n + j);
for (int i = 0; i < n; i++) {
final double x = X.get(i, j);
valV += z.get(i) * (z.get(n + i) * v_j - x) + c2 * (c2 * v_j - x);
}
grad.set(n + j, 2 * valV);
}
return grad;
}
}
© 2015 - 2024 Weber Informatics LLC | Privacy Policy