de.bwaldvogel.liblinear.L2R_LrFunction Maven / Gradle / Ivy
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package de.bwaldvogel.liblinear;
class L2R_LrFunction implements Function {
private final double[] C;
private final double[] z;
private final double[] D;
private final Problem prob;
public L2R_LrFunction(Problem prob, double[] C) {
int l = prob.l;
this.prob = prob;
z = new double[l];
D = new double[l];
this.C = C;
}
private void Xv(double[] v, double[] Xv) {
int l = prob.l;
Feature[][] x = prob.x;
for (int i = 0; i < l; i++)
Xv[i] = SparseOperator.dot(v, x[i]);
}
private void XTv(double[] v, double[] XTv) {
int l = prob.l;
int w_size = get_nr_variable();
Feature[][] x = prob.x;
for (int i = 0; i < w_size; i++)
XTv[i] = 0;
for (int i = 0; i < l; i++) {
SparseOperator.axpy(v[i], x[i], XTv);
}
}
@Override
public double fun(double[] w) {
int i;
double f = 0;
double[] y = prob.y;
int l = prob.l;
int w_size = get_nr_variable();
Xv(w, z);
for (i = 0; i < w_size; i++)
f += w[i] * w[i];
f /= 2.0;
for (i = 0; i < l; i++) {
double yz = y[i] * z[i];
if (yz >= 0)
f += C[i] * Math.log(1 + Math.exp(-yz));
else
f += C[i] * (-yz + Math.log(1 + Math.exp(yz)));
}
return (f);
}
@Override
public void grad(double[] w, double[] g) {
int i;
double[] y = prob.y;
int l = prob.l;
int w_size = get_nr_variable();
for (i = 0; i < l; i++) {
z[i] = 1 / (1 + Math.exp(-y[i] * z[i]));
D[i] = z[i] * (1 - z[i]);
z[i] = C[i] * (z[i] - 1) * y[i];
}
XTv(z, g);
for (i = 0; i < w_size; i++)
g[i] = w[i] + g[i];
}
@Override
public void Hv(double[] s, double[] Hs) {
int i;
int l = prob.l;
int w_size = get_nr_variable();
Feature[][] x = prob.x;
for (i = 0; i < w_size; i++)
Hs[i] = 0;
for (i = 0; i < l; i++) {
Feature[] xi = x[i];
double xTs = SparseOperator.dot(s, xi);
xTs = C[i] * D[i] * xTs;
SparseOperator.axpy(xTs, xi, Hs);
}
for (i = 0; i < w_size; i++)
Hs[i] = s[i] + Hs[i];
}
@Override
public int get_nr_variable() {
return prob.n;
}
@Override
public void get_diag_preconditioner(double[] M) {
int l = prob.l;
int w_size = get_nr_variable();
Feature[][] x = prob.x;
for (int i = 0; i < w_size; i++)
M[i] = 1;
for (int i = 0; i < l; i++) {
for (Feature s : x[i]) {
M[s.getIndex() - 1] += s.getValue() * s.getValue() * C[i] * D[i];
}
}
}
}
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