/* * 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.math.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(); } }