L2Regularizer.java

package edu.berkeley.nlp.math;

/**
 * User: aria42
 * Date: Mar 10, 2009
 */
public class L2Regularizer implements Regularizer {
  double sigmaSquared = 1.0;

  public L2Regularizer(double sigmaSquared) {
    this.sigmaSquared = sigmaSquared;
  }

  public L2Regularizer() {
    
  }

  public double getSigmaSquared() {
    return sigmaSquared;
  }

  public void setSigmaSquared(double sigmaSquared) {
    this.sigmaSquared = sigmaSquared;
  }

  public double update(double[] weights, double[] grad, double c) {
    double l2 = 0.0;
    for (int w = 0; w < weights.length; w++) {
      double weight = weights[w];
      l2 += c * weight*weight/sigmaSquared;
      grad[w] += c * 2.0 * weight/sigmaSquared;
    }
    return l2;
  }


  public double val(double[] weights, double c) {
	  double l2 = 0.0;
	    for (int w = 0; w < weights.length; w++) {
	      double weight = weights[w];
	      l2 += weight*weight/sigmaSquared;
	    }
	    return l2;  
  }
}