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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 hivemall.regression;
import hivemall.model.FeatureValue;
import hivemall.model.IWeightValue;
import hivemall.model.WeightValue.WeightValueParamsF2;
import hivemall.optimizer.LossFunctions;
import hivemall.utils.lang.Primitives;
import javax.annotation.Nonnull;
import javax.annotation.Nullable;
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;
/**
* ADADELTA: AN ADAPTIVE LEARNING RATE METHOD.
*
* @deprecated Use {@link hivemall.regression.GeneralRegressorUDTF} instead
*/
@Deprecated
@Description(name = "train_adadelta_regr",
value = "_FUNC_(array features, float target [, constant string options])"
+ " - Returns a relation consists of <{int|bigint|string} feature, float weight>")
public final class AdaDeltaUDTF extends RegressionBaseUDTF {
private float decay;
private float eps;
private float scaling;
@Override
public StructObjectInspector initialize(ObjectInspector[] argOIs) throws UDFArgumentException {
final int numArgs = argOIs.length;
if (numArgs != 2 && numArgs != 3) {
throw new UDFArgumentException(
"AdaDeltaUDTF takes 2 or 3 arguments: List features, float target [, constant string options]");
}
StructObjectInspector oi = super.initialize(argOIs);
model.configureParams(true, true, false);
return oi;
}
@Override
protected Options getOptions() {
Options opts = super.getOptions();
opts.addOption("rho", "decay", true, "Decay rate [default 0.95]");
opts.addOption("eps", true, "A constant used in the denominator of AdaGrad [default 1e-6]");
opts.addOption("scale", true,
"Internal scaling/descaling factor for cumulative weights [100]");
return opts;
}
@Override
protected CommandLine processOptions(ObjectInspector[] argOIs) throws UDFArgumentException {
CommandLine cl = super.processOptions(argOIs);
if (cl == null) {
this.decay = 0.95f;
this.eps = 1e-6f;
this.scaling = 100f;
} else {
this.decay = Primitives.parseFloat(cl.getOptionValue("decay"), 0.95f);
this.eps = Primitives.parseFloat(cl.getOptionValue("eps"), 1E-6f);
this.scaling = Primitives.parseFloat(cl.getOptionValue("scale"), 100f);
}
return cl;
}
@Override
protected final void checkTargetValue(final float target) throws UDFArgumentException {
if (target < 0.f || target > 1.f) {
throw new UDFArgumentException("target must be in range 0 to 1: " + target);
}
}
@Override
protected void update(@Nonnull final FeatureValue[] features, float target, float predicted) {
float gradient = LossFunctions.logisticLoss(target, predicted);
onlineUpdate(features, gradient);
}
@Override
protected void onlineUpdate(@Nonnull final FeatureValue[] features, float gradient) {
final float g_g = gradient * (gradient / scaling);
for (FeatureValue f : features) {// w[i] += y * x[i]
if (f == null) {
continue;
}
Object x = f.getFeature();
float xi = f.getValueAsFloat();
IWeightValue old_w = model.get(x);
IWeightValue new_w = getNewWeight(old_w, xi, gradient, g_g);
model.set(x, new_w);
}
}
@Nonnull
protected IWeightValue getNewWeight(@Nullable final IWeightValue old, final float xi,
final float gradient, final float g_g) {
float old_w = 0.f;
float old_scaled_sum_sqgrad = 0.f;
float old_sum_squared_delta_x = 0.f;
if (old != null) {
old_w = old.get();
old_scaled_sum_sqgrad = old.getSumOfSquaredGradients();
old_sum_squared_delta_x = old.getSumOfSquaredDeltaX();
}
float new_scaled_sum_sq_grad = (decay * old_scaled_sum_sqgrad) + ((1.f - decay) * g_g);
float dx = (float) Math.sqrt(
(old_sum_squared_delta_x + eps) / (old_scaled_sum_sqgrad * scaling + eps)) * gradient;
float new_sum_squared_delta_x =
(decay * old_sum_squared_delta_x) + ((1.f - decay) * dx * dx);
float new_w = old_w + (dx * xi);
return new WeightValueParamsF2(new_w, new_scaled_sum_sq_grad, new_sum_squared_delta_x);
}
}
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