smile.glm.model.Bernoulli Maven / Gradle / Ivy
The newest version!
/*
* Copyright (c) 2010-2021 Haifeng Li. All rights reserved.
*
* Smile is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* Smile is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with Smile. If not, see .
*/
package smile.glm.model;
import java.util.Arrays;
import java.util.stream.IntStream;
/**
* The response variable is of Bernoulli distribution.
*
* @author Haifeng Li
*/
public interface Bernoulli {
/**
* logit link function.
* @return logit link function.
*/
static Model logit() {
return new Model() {
@Override
public String toString() {
return "Bernoulli(logit)";
}
@Override
public double link(double mu) {
return Math.log(mu / (1.0 - mu));
}
@Override
public double invlink(double eta) {
return 1.0 / (1.0 + Math.exp(-eta));
}
@Override
public double dlink(double mu) {
return 1.0 / (mu * (1.0 - mu));
}
@Override
public double variance(double mu) {
return mu * (1.0 - mu);
}
@Override
public double mustart(double y) {
if (y == 0) return 0.1;
if (y == 1.0) return 0.9;
throw new IllegalArgumentException("Invalid argument (expected 0 or 1): " + y);
}
@Override
public double deviance(double[] y, double[] mu, double[] residuals) {
return IntStream.range(0, y.length).mapToDouble(i -> {
double d = -2.0 * (y[i] == 0.0 ? Math.log(1 - mu[i]) : Math.log(mu[i]));
residuals[i] = Math.sqrt(d) * Math.signum(y[i] - mu[i]);
return d;
}).sum();
}
@Override
public double nullDeviance(double[] y, double mu) {
double logmu = -Math.log(mu);
double logmu1 = -Math.log(1.0 - mu);
return 2.0 * Arrays.stream(y).map(yi -> yi == 0.0 ? logmu1 : logmu).sum();
}
@Override
public double logLikelihood(double[] y, double[] mu) {
return IntStream.range(0, y.length).mapToDouble(i -> y[i] == 0.0 ? Math.log(1 - mu[i]) : Math.log(mu[i])).sum();
}
};
}
}