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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.math.Vector;
import org.apache.mahout.math.function.Functions;
import java.util.ArrayDeque;
import java.util.ArrayList;
import java.util.Deque;
import java.util.List;
/**
* Uses the difference between this instance and recent history to get a
* gradient that optimizes ranking performance. Essentially this is the
* same as directly optimizing AUC. It isn't expected that this would
* be used alone, but rather that a MixedGradient would use it and a
* DefaultGradient together to combine both ranking and log-likelihood
* goals.
*/
public class RankingGradient implements Gradient {
private static final Gradient BASIC = new DefaultGradient();
private int window = 10;
private final List> history = new ArrayList<>();
public RankingGradient(int window) {
this.window = window;
}
@Override
public final Vector apply(String groupKey, int actual, Vector instance, AbstractVectorClassifier classifier) {
addToHistory(actual, instance);
// now compute average gradient versus saved vectors from the other side
Deque otherSide = history.get(1 - actual);
int n = otherSide.size();
Vector r = null;
for (Vector other : otherSide) {
Vector g = BASIC.apply(groupKey, actual, instance.minus(other), classifier);
if (r == null) {
r = g;
} else {
r.assign(g, Functions.plusMult(1.0 / n));
}
}
return r;
}
public void addToHistory(int actual, Vector instance) {
while (history.size() <= actual) {
history.add(new ArrayDeque(window));
}
// save this instance
Deque ourSide = history.get(actual);
ourSide.add(instance);
while (ourSide.size() >= window) {
ourSide.pollFirst();
}
}
public Gradient getBaseGradient() {
return BASIC;
}
}
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