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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 org.apache.commons.math3.special.Gamma;

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

/**
 * Provides a t-distribution as a prior.
 */
public class TPrior implements PriorFunction {
  private double df;

  public TPrior(double df) {
    this.df = df;
  }

  @Override
  public double age(double oldValue, double generations, double learningRate) {
    for (int i = 0; i < generations; i++) {
      oldValue -= learningRate * oldValue * (df + 1.0) / (df + oldValue * oldValue);
    }
    return oldValue;
  }

  @Override
  public double logP(double betaIJ) {
    return Gamma.logGamma((df + 1.0) / 2.0)
        - Math.log(df * Math.PI)
        - Gamma.logGamma(df / 2.0)
        - (df + 1.0) / 2.0 * Math.log1p(betaIJ * betaIJ);
  }

  @Override
  public void write(DataOutput out) throws IOException {
    out.writeDouble(df);
  }

  @Override
  public void readFields(DataInput in) throws IOException {
    df = in.readDouble();
  }
}