/* * 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 a linear combination of L1 and L2 priors. This can give an * interesting mixture of sparsity and load-sharing between redundant predictors. */ public class ElasticBandPrior implements PriorFunction { private double alphaByLambda; private L1 l1; private L2 l2; // Exists for Writable public ElasticBandPrior() { this(0.0); } public ElasticBandPrior(double alphaByLambda) { this.alphaByLambda = alphaByLambda; l1 = new L1(); l2 = new L2(1); } @Override public double age(double oldValue, double generations, double learningRate) { oldValue *= Math.pow(1 - alphaByLambda * learningRate, generations); double newValue = oldValue - Math.signum(oldValue) * learningRate * generations; if (newValue * oldValue < 0.0) { // don't allow the value to change sign return 0.0; } else { return newValue; } } @Override public double logP(double betaIJ) { return l1.logP(betaIJ) + alphaByLambda * l2.logP(betaIJ); } @Override public void write(DataOutput out) throws IOException { out.writeDouble(alphaByLambda); l1.write(out); l2.write(out); } @Override public void readFields(DataInput in) throws IOException { alphaByLambda = in.readDouble(); l1 = new L1(); l1.readFields(in); l2 = new L2(); l2.readFields(in); } }