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Scalable machine learning libraries
/*
* 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 org.apache.mahout.classifier.AbstractVectorClassifier;
import org.apache.mahout.common.RandomUtils;
import org.apache.mahout.math.Vector;
import java.util.Random;
/**
* Provides a stochastic mixture of ranking updates and normal logistic updates. This uses a
* combination of AUC driven learning to improve ranking performance and traditional log-loss driven
* learning to improve log-likelihood.
*
* See www.eecs.tufts.edu/~dsculley/papers/combined-ranking-and-regression.pdf
*
* This implementation only makes sense for the binomial case.
*/
public class MixedGradient implements Gradient {
private final double alpha;
private final RankingGradient rank;
private final Gradient basic;
private final Random random = RandomUtils.getRandom();
private boolean hasZero;
private boolean hasOne;
public MixedGradient(double alpha, int window) {
this.alpha = alpha;
this.rank = new RankingGradient(window);
this.basic = this.rank.getBaseGradient();
}
@Override
public Vector apply(String groupKey, int actual, Vector instance, AbstractVectorClassifier classifier) {
if (random.nextDouble() < alpha) {
// one option is to apply a ranking update relative to our recent history
if (!hasZero || !hasOne) {
throw new IllegalStateException();
}
return rank.apply(groupKey, actual, instance, classifier);
} else {
hasZero |= actual == 0;
hasOne |= actual == 1;
// the other option is a normal update, but we have to update our history on the way
rank.addToHistory(actual, instance);
return basic.apply(groupKey, actual, instance, classifier);
}
}
}
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