org.apache.flink.ml.common.lossfunc.LeastSquareLoss Maven / Gradle / Ivy
The newest version!
/*
* 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.flink.ml.common.lossfunc;
import org.apache.flink.annotation.Internal;
import org.apache.flink.ml.common.feature.LabeledPointWithWeight;
import org.apache.flink.ml.linalg.BLAS;
import org.apache.flink.ml.linalg.DenseVector;
import org.apache.flink.ml.regression.linearregression.LinearRegression;
/** The loss function for least square loss. See {@link LinearRegression} for example. */
@Internal
public class LeastSquareLoss implements LossFunc {
public static final LeastSquareLoss INSTANCE = new LeastSquareLoss();
private LeastSquareLoss() {}
@Override
public double computeLoss(LabeledPointWithWeight dataPoint, DenseVector coefficient) {
double dot = BLAS.dot(dataPoint.getFeatures(), coefficient);
return dataPoint.getWeight() * 0.5 * Math.pow(dot - dataPoint.getLabel(), 2);
}
@Override
public void computeGradient(
LabeledPointWithWeight dataPoint, DenseVector coefficient, DenseVector cumGradient) {
double dot = BLAS.dot(dataPoint.getFeatures(), coefficient);
BLAS.axpy(
(dot - dataPoint.getLabel()) * dataPoint.getWeight(),
dataPoint.getFeatures(),
cumGradient,
dataPoint.getFeatures().size());
}
}
© 2015 - 2025 Weber Informatics LLC | Privacy Policy