/* * 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 the Laplacian or bi-exponential prior. This prior has a strong tendency to set coefficients to zero * and thus is useful as an alternative to variable selection. This version implements truncation which prevents * a coefficient from changing sign. If a correction would change the sign, the coefficient is truncated to zero. * * Note that it doesn't matter to have a scale for this distribution because after taking the derivative of the logP, * the lambda coefficient used to combine the prior with the observations has the same effect. If we had a scale here, * then it would be the same effect as just changing lambda. */ public class L1 implements PriorFunction { @Override public double age(double oldValue, double generations, double learningRate) { double newValue = oldValue - Math.signum(oldValue) * learningRate * generations; if (newValue * oldValue < 0) { // don't allow the value to change sign return 0; } else { return newValue; } } @Override public double logP(double betaIJ) { return -Math.abs(betaIJ); } @Override public void write(DataOutput out) throws IOException { // stateless class has nothing to serialize } @Override public void readFields(DataInput dataInput) throws IOException { // stateless class has nothing to serialize } }