com.tencent.angel.spark.ml.psf.FTRLWUpdater Maven / Gradle / Ivy
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* Tencent is pleased to support the open source community by making Angel available.
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* Copyright (C) 2017-2018 THL A29 Limited, a Tencent company. All rights reserved.
*
* Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in
* compliance with the License. You may obtain a copy of the License at
*
* https://opensource.org/licenses/Apache-2.0
*
* Unless required by applicable law or agreed to in writing, software distributed under the License
* is distributed on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express
* or implied. See the License for the specific language governing permissions and limitations under
* the License.
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*/
package com.tencent.angel.spark.ml.psf;
import com.tencent.angel.ml.matrix.psf.update.enhance.zip2.func.Zip2MapWithIndexFunc;
import io.netty.buffer.ByteBuf;
public class FTRLWUpdater implements Zip2MapWithIndexFunc {
private double alpha;
private double beta;
private double lambda1;
private double lambda2;
private long skipIndex;
public FTRLWUpdater() {
super();
}
public FTRLWUpdater(double alpha, double beta, double lambda1, double lambda2, long skipIndex) {
this.alpha = alpha;
this.beta = beta;
this.lambda1 = lambda1;
this.lambda2 = lambda2;
this.skipIndex = skipIndex;
}
@Override public double call(long index, double zVal, double nVal) {
if (index == skipIndex) {
return -1.0 * alpha * zVal / (beta + Math.sqrt(nVal));
} else if (Math.abs(zVal) > lambda1) {
return (-1) * (1.0 / (lambda2 + (beta + Math.sqrt(nVal)) / alpha)) * (zVal
- Math.signum(zVal) * lambda1);
} else {
return 0.0;
}
}
@Override public void serialize(ByteBuf buf) {
buf.writeDouble(alpha);
buf.writeDouble(beta);
buf.writeDouble(lambda1);
buf.writeDouble(lambda2);
buf.writeLong(skipIndex);
}
@Override public void deserialize(ByteBuf buf) {
alpha = buf.readDouble();
beta = buf.readDouble();
lambda1 = buf.readDouble();
lambda2 = buf.readDouble();
skipIndex = buf.readLong();
}
@Override public int bufferLen() {
return 5 * 8;
}
}
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