/* * 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.common.RandomUtils; import org.apache.mahout.math.Vector; import java.util.Random; /** * <p>Provides a stochastic mixture of ranking updates and normal logistic updates. This uses a * combination of AUC driven learning to improve ranking performance and traditional log-loss driven * learning to improve log-likelihood.</p> * * <p>See www.eecs.tufts.edu/~dsculley/papers/combined-ranking-and-regression.pdf</p> * * <p>This implementation only makes sense for the binomial case.</p> */ public class MixedGradient implements Gradient { private final double alpha; private final RankingGradient rank; private final Gradient basic; private final Random random = RandomUtils.getRandom(); private boolean hasZero; private boolean hasOne; public MixedGradient(double alpha, int window) { this.alpha = alpha; this.rank = new RankingGradient(window); this.basic = this.rank.getBaseGradient(); } @Override public Vector apply(String groupKey, int actual, Vector instance, AbstractVectorClassifier classifier) { if (random.nextDouble() < alpha) { // one option is to apply a ranking update relative to our recent history if (!hasZero || !hasOne) { throw new IllegalStateException(); } return rank.apply(groupKey, actual, instance, classifier); } else { hasZero |= actual == 0; hasOne |= actual == 1; // the other option is a normal update, but we have to update our history on the way rank.addToHistory(actual, instance); return basic.apply(groupKey, actual, instance, classifier); } } }