org.nd4j.linalg.learning.regularization.L2Regularization Maven / Gradle / Ivy
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* * terms of the Apache License, Version 2.0 which is available at
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package org.nd4j.linalg.learning.regularization;
import lombok.Data;
import lombok.NonNull;
import org.nd4j.linalg.api.ndarray.INDArray;
import org.nd4j.linalg.api.ops.impl.transforms.pairwise.arithmetic.Axpy;
import org.nd4j.linalg.factory.Nd4j;
import org.nd4j.linalg.schedule.FixedSchedule;
import org.nd4j.linalg.schedule.ISchedule;
import org.nd4j.shade.jackson.annotation.JsonProperty;
@Data
public class L2Regularization implements Regularization {
protected final ISchedule l2;
/**
* @param l2 L2 regularization coefficient
*/
public L2Regularization(double l2) {
this(new FixedSchedule(l2));
}
/**
* @param l2 L2 regularization coefficient (schedule)
*/
public L2Regularization(@JsonProperty("l2") @NonNull ISchedule l2) {
this.l2 = l2;
}
@Override
public ApplyStep applyStep(){
return ApplyStep.BEFORE_UPDATER;
}
@Override
public void apply(INDArray param, INDArray gradView, double lr, int iteration, int epoch) {
//L = loss + l2 * 0.5 * sum_i x[i]^2
//dL/dx[i] = dloss/dx[i] + l2 * x[i]
double coeff = l2.valueAt(iteration, epoch);
Nd4j.exec(new Axpy(param, gradView, gradView, coeff)); //Gradient = scale * param + gradient
}
@Override
public double score(INDArray param, int iteration, int epoch) {
//Score: L = 0.5 * sum_i x[i]^2
double norm2 = param.norm2Number().doubleValue(); //Norm2 is sqrt(sum_i x[i]^2)
return l2.valueAt(iteration, epoch) * 0.5 * norm2 * norm2;
}
@Override
public Regularization clone() {
return new L2Regularization(l2.clone());
}
}