All Downloads are FREE. Search and download functionalities are using the official Maven repository.

hivemall.classifier.AROWClassifierUDTF 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 hivemall.classifier;

import hivemall.annotations.Cite;
import hivemall.model.FeatureValue;
import hivemall.model.IWeightValue;
import hivemall.model.PredictionResult;
import hivemall.model.WeightValue.WeightValueWithCovar;
import hivemall.optimizer.LossFunctions;

import javax.annotation.Nonnull;

import org.apache.commons.cli.CommandLine;
import org.apache.commons.cli.Options;
import org.apache.hadoop.hive.ql.exec.Description;
import org.apache.hadoop.hive.ql.exec.UDFArgumentException;
import org.apache.hadoop.hive.serde2.objectinspector.ObjectInspector;
import org.apache.hadoop.hive.serde2.objectinspector.StructObjectInspector;

/**
 * Adaptive Regularization of Weight Vectors (AROW) binary classifier.
 * 
 * 
 * [1] K. Crammer, A. Kulesza, and M. Dredze, "Adaptive Regularization of Weight Vectors",
 *     In Proc. NIPS, 2009.
 * 
*/ @Description(name = "train_arow", value = "_FUNC_(list features, int label [, const string options])" + " - Returns a relation consists of ", extended = "Build a prediction model by Adaptive Regularization of Weight Vectors (AROW) binary classifier") @Cite(description = "K. Crammer, A. Kulesza, and M. Dredze, \"Adaptive Regularization of Weight Vectors\", In Proc. NIPS, 2009.", url = "https://papers.nips.cc/paper/3848-adaptive-regularization-of-weight-vectors.pdf") public class AROWClassifierUDTF extends BinaryOnlineClassifierUDTF { /** Regularization parameter r */ protected float r; @Override public StructObjectInspector initialize(ObjectInspector[] argOIs) throws UDFArgumentException { final int numArgs = argOIs.length; if (numArgs != 2 && numArgs != 3) { throw new UDFArgumentException( "_FUNC_ takes 2 or 3 arguments: List features, Int label [, constant String options]"); } return super.initialize(argOIs); } @Override protected boolean useCovariance() { return true; } @Override protected Options getOptions() { Options opts = super.getOptions(); opts.addOption("r", "regularization", true, "Regularization parameter for some r > 0 [default 0.1]"); return opts; } @Override protected CommandLine processOptions(ObjectInspector[] argOIs) throws UDFArgumentException { final CommandLine cl = super.processOptions(argOIs); float r = 0.1f; if (cl != null) { String r_str = cl.getOptionValue("r"); if (r_str != null) { r = Float.parseFloat(r_str); if (!(r > 0)) { throw new UDFArgumentException( "Regularization parameter must be greater than 0: " + r_str); } } } this.r = r; return cl; } @Override protected void train(@Nonnull final FeatureValue[] features, int label) { final float y = label > 0 ? 1.f : -1.f; PredictionResult margin = calcScoreAndVariance(features); float m = margin.getScore() * y; if (m < 1.f) { float var = margin.getVariance(); float beta = 1.f / (var + r); float alpha = (1.f - m) * beta; update(features, y, alpha, beta); } } protected float loss(PredictionResult margin, float y) { float m = margin.getScore() * y; return m < 0.f ? 1.f : 0.f; // suffer loss = 1 if sign(t) != y } protected void update(@Nonnull final FeatureValue[] features, final float y, final float alpha, final float beta) { for (FeatureValue f : features) { if (f == null) { continue; } final Object k = f.getFeature(); final float v = f.getValueAsFloat(); IWeightValue old_w = model.get(k); IWeightValue new_w = getNewWeight(old_w, v, y, alpha, beta); model.set(k, new_w); } } private static IWeightValue getNewWeight(final IWeightValue old, final float x, final float y, final float alpha, final float beta) { final float old_w; final float old_cov; if (old == null) { old_w = 0.f; old_cov = 1.f; } else { old_w = old.get(); old_cov = old.getCovariance(); } float cv = old_cov * x; float new_w = old_w + (y * alpha * cv); float new_cov = old_cov - (beta * cv * cv); return new WeightValueWithCovar(new_w, new_cov); } @Description(name = "train_arowh", value = "_FUNC_(list features, int label [, const string options])" + " - Returns a relation consists of ", extended = "Build a prediction model by AROW binary classifier using hinge loss") public static class AROWh extends AROWClassifierUDTF { /** Aggressiveness parameter */ protected float c; @Override protected Options getOptions() { Options opts = super.getOptions(); opts.addOption("c", "aggressiveness", true, "Aggressiveness parameter C [default 1.0]"); return opts; } @Override protected CommandLine processOptions(ObjectInspector[] argOIs) throws UDFArgumentException { final CommandLine cl = super.processOptions(argOIs); float c = 1.f; if (cl != null) { String c_str = cl.getOptionValue("c"); if (c_str != null) { c = Float.parseFloat(c_str); if (!(c > 0.f)) { throw new UDFArgumentException( "Aggressiveness parameter C must be C > 0: " + c); } } } this.c = c; return cl; } @Override protected void train(@Nonnull final FeatureValue[] features, int label) { final float y = label > 0 ? 1.f : -1.f; PredictionResult margin = calcScoreAndVariance(features); float p = margin.getScore(); float loss = loss(p, y); // C - m (m = y * p) if (loss > 0.f) {// m < 1.0 || 1.0 - m > 0 float var = margin.getVariance(); float beta = 1.f / (var + r); float alpha = loss * beta; // (1.f - m) * beta update(features, y, alpha, beta); } } /** * @return C - y * p */ protected float loss(final float p, final float y) { return LossFunctions.hingeLoss(p, y, c); } } }




© 2015 - 2025 Weber Informatics LLC | Privacy Policy