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Scalable machine learning libraries

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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.mahout.classifier.sgd;

import java.io.DataInput;
import java.io.DataOutput;
import java.io.IOException;

/**
 * Implements the Laplacian or bi-exponential prior.  This prior has a strong tendency to set coefficients to zero
 * and thus is useful as an alternative to variable selection.  This version implements truncation which prevents
 * a coefficient from changing sign.  If a correction would change the sign, the coefficient is truncated to zero.
 *
 * Note that it doesn't matter to have a scale for this distribution because after taking the derivative of the logP,
 * the lambda coefficient used to combine the prior with the observations has the same effect.  If we had a scale here,
 * then it would be the same effect as just changing lambda.
 */
public class L1 implements PriorFunction {
  @Override
  public double age(double oldValue, double generations, double learningRate) {
    double newValue = oldValue - Math.signum(oldValue) * learningRate * generations;
    if (newValue * oldValue < 0) {
      // don't allow the value to change sign
      return 0;
    } else {
      return newValue;
    }
  }

  @Override
  public double logP(double betaIJ) {
    return -Math.abs(betaIJ);
  }

  @Override
  public void write(DataOutput out) throws IOException {
    // stateless class has nothing to serialize
  }

  @Override
  public void readFields(DataInput dataInput) throws IOException {
    // stateless class has nothing to serialize
  }
}