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• L2R_L2_SvrFunction.java

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de.bwaldvogel.liblinear.L2R_L2_SvrFunction Maven / Gradle / Ivy

package de.bwaldvogel.liblinear;

/**
 * @since 1.91
 */
public class L2R_L2_SvrFunction extends L2R_L2_SvcFunction {

    private double p;

    public L2R_L2_SvrFunction(Problem prob, double[] C, double p) {
        super(prob, C);
        this.p = p;
    }

    @Override
    public double fun(double[] w) {
        double f = 0;
        double[] y = prob.y;
        int l = prob.l;
        int w_size = get_nr_variable();
        double d;

        Xv(w, z);

        for (int i = 0; i < w_size; i++)
            f += w[i] * w[i];
        f /= 2;
        for (int i = 0; i < l; i++) {
            d = z[i] - y[i];
            if (d < -p)
                f += C[i] * (d + p) * (d + p);
            else if (d > p) f += C[i] * (d - p) * (d - p);
        }

        return f;
    }

    @Override
    public void grad(double[] w, double[] g) {
        double[] y = prob.y;
        int l = prob.l;
        int w_size = get_nr_variable();

        sizeI = 0;
        for (int i = 0; i < l; i++) {
            double d = z[i] - y[i];

            // generate index set I
            if (d < -p) {
                z[sizeI] = C[i] * (d + p);
                I[sizeI] = i;
                sizeI++;
            } else if (d > p) {
                z[sizeI] = C[i] * (d - p);
                I[sizeI] = i;
                sizeI++;
            }

        }
        subXTv(z, g);

        for (int i = 0; i < w_size; i++)
            g[i] = w[i] + 2 * g[i];

    }

}