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Statistical sampling library for use in virtdata libraries, based on apache commons math 4

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/*
 * Licensed to the Apache Software Foundation (ASF) under one or more
 * contributor license agreements.  See the NOTICE file distributed with
 * this work for additional information regarding copyright ownership.
 * The ASF licenses this file to You 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
 *
 *      http://www.apache.org/licenses/LICENSE-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.
 */

package org.apache.commons.math4.analysis.function;

import java.util.Arrays;

import org.apache.commons.math4.analysis.ParametricUnivariateFunction;
import org.apache.commons.math4.analysis.differentiation.DerivativeStructure;
import org.apache.commons.math4.analysis.differentiation.UnivariateDifferentiableFunction;
import org.apache.commons.math4.exception.DimensionMismatchException;
import org.apache.commons.math4.exception.NullArgumentException;
import org.apache.commons.math4.util.FastMath;

/**
 * 
 *  Sigmoid function.
 * It is the inverse of the {@link Logit logit} function.
 * A more flexible version, the generalised logistic, is implemented
 * by the {@link Logistic} class.
 *
 * @since 3.0
 */
public class Sigmoid implements UnivariateDifferentiableFunction {
    /** Lower asymptote. */
    private final double lo;
    /** Higher asymptote. */
    private final double hi;

    /**
     * Usual sigmoid function, where the lower asymptote is 0 and the higher
     * asymptote is 1.
     */
    public Sigmoid() {
        this(0, 1);
    }

    /**
     * Sigmoid function.
     *
     * @param lo Lower asymptote.
     * @param hi Higher asymptote.
     */
    public Sigmoid(double lo,
                   double hi) {
        this.lo = lo;
        this.hi = hi;
    }

    /** {@inheritDoc} */
    @Override
    public double value(double x) {
        return value(x, lo, hi);
    }

    /**
     * Parametric function where the input array contains the parameters of
     * the {@link Sigmoid#Sigmoid(double,double) sigmoid function}, ordered
     * as follows:
     * 
    *
  • Lower asymptote
  • *
  • Higher asymptote
  • *
*/ public static class Parametric implements ParametricUnivariateFunction { /** * Computes the value of the sigmoid at {@code x}. * * @param x Value for which the function must be computed. * @param param Values of lower asymptote and higher asymptote. * @return the value of the function. * @throws NullArgumentException if {@code param} is {@code null}. * @throws DimensionMismatchException if the size of {@code param} is * not 2. */ @Override public double value(double x, double ... param) throws NullArgumentException, DimensionMismatchException { validateParameters(param); return Sigmoid.value(x, param[0], param[1]); } /** * Computes the value of the gradient at {@code x}. * The components of the gradient vector are the partial * derivatives of the function with respect to each of the * parameters (lower asymptote and higher asymptote). * * @param x Value at which the gradient must be computed. * @param param Values for lower asymptote and higher asymptote. * @return the gradient vector at {@code x}. * @throws NullArgumentException if {@code param} is {@code null}. * @throws DimensionMismatchException if the size of {@code param} is * not 2. */ @Override public double[] gradient(double x, double ... param) throws NullArgumentException, DimensionMismatchException { validateParameters(param); final double invExp1 = 1 / (1 + FastMath.exp(-x)); return new double[] { 1 - invExp1, invExp1 }; } /** * Validates parameters to ensure they are appropriate for the evaluation of * the {@link #value(double,double[])} and {@link #gradient(double,double[])} * methods. * * @param param Values for lower and higher asymptotes. * @throws NullArgumentException if {@code param} is {@code null}. * @throws DimensionMismatchException if the size of {@code param} is * not 2. */ private void validateParameters(double[] param) throws NullArgumentException, DimensionMismatchException { if (param == null) { throw new NullArgumentException(); } if (param.length != 2) { throw new DimensionMismatchException(param.length, 2); } } } /** * @param x Value at which to compute the sigmoid. * @param lo Lower asymptote. * @param hi Higher asymptote. * @return the value of the sigmoid function at {@code x}. */ private static double value(double x, double lo, double hi) { return lo + (hi - lo) / (1 + FastMath.exp(-x)); } /** {@inheritDoc} * @since 3.1 */ @Override public DerivativeStructure value(final DerivativeStructure t) throws DimensionMismatchException { double[] f = new double[t.getOrder() + 1]; final double exp = FastMath.exp(-t.getValue()); if (Double.isInfinite(exp)) { // special handling near lower boundary, to avoid NaN f[0] = lo; Arrays.fill(f, 1, f.length, 0.0); } else { // the nth order derivative of sigmoid has the form: // dn(sigmoid(x)/dxn = P_n(exp(-x)) / (1+exp(-x))^(n+1) // where P_n(t) is a degree n polynomial with normalized higher term // P_0(t) = 1, P_1(t) = t, P_2(t) = t^2 - t, P_3(t) = t^3 - 4 t^2 + t... // the general recurrence relation for P_n is: // P_n(x) = n t P_(n-1)(t) - t (1 + t) P_(n-1)'(t) final double[] p = new double[f.length]; final double inv = 1 / (1 + exp); double coeff = hi - lo; for (int n = 0; n < f.length; ++n) { // update and evaluate polynomial P_n(t) double v = 0; p[n] = 1; for (int k = n; k >= 0; --k) { v = v * exp + p[k]; if (k > 1) { p[k - 1] = (n - k + 2) * p[k - 2] - (k - 1) * p[k - 1]; } else { p[0] = 0; } } coeff *= inv; f[n] = coeff * v; } // fix function value f[0] += lo; } return t.compose(f); } }




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