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116 lines (92 loc) · 2.6 KB
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package liblinear;
class L2R_LrFunction implements Function {
private final double[] C;
private final double[] z;
private final double[] D;
private final Problem prob;
public L2R_LrFunction( Problem prob, double Cp, double Cn ) {
int i;
int l = prob.l;
int[] y = prob.y;
this.prob = prob;
z = new double[l];
D = new double[l];
C = new double[l];
for (i = 0; i < l; i++) {
if (y[i] == 1)
C[i] = prob.W[i] * Cp;
else
C[i] = prob.W[i] * Cn;
}
}
private void Xv(double[] v, double[] Xv) {
for (int i = 0; i < prob.l; i++) {
Xv[i] = 0;
for (FeatureNode s : prob.x[i]) {
Xv[i] += v[s.index - 1] * s.value;
}
}
}
private void XTv(double[] v, double[] XTv) {
int l = prob.l;
int w_size = get_nr_variable();
FeatureNode[][] x = prob.x;
for (int i = 0; i < w_size; i++)
XTv[i] = 0;
for (int i = 0; i < l; i++) {
for (FeatureNode s : x[i]) {
XTv[s.index - 1] += v[i] * s.value;
}
}
}
public double fun(double[] w) {
int i;
double f = 0;
int[] y = prob.y;
int l = prob.l;
int w_size = get_nr_variable();
Xv(w, z);
for (i = 0; i < l; i++) {
double yz = y[i] * z[i];
if (yz >= 0)
f += C[i] * Math.log(1 + Math.exp(-yz));
else
f += C[i] * (-yz + Math.log(1 + Math.exp(yz)));
}
f = 2.0 * f;
for (i = 0; i < w_size; i++)
f += w[i] * w[i];
f /= 2.0;
return (f);
}
public void grad(double[] w, double[] g) {
int i;
int[] y = prob.y;
int l = prob.l;
int w_size = get_nr_variable();
for (i = 0; i < l; i++) {
z[i] = 1 / (1 + Math.exp(-y[i] * z[i]));
D[i] = z[i] * (1 - z[i]);
z[i] = C[i] * (z[i] - 1) * y[i];
}
XTv(z, g);
for (i = 0; i < w_size; i++)
g[i] = w[i] + g[i];
}
public void Hv(double[] s, double[] Hs) {
int i;
int l = prob.l;
int w_size = get_nr_variable();
double[] wa = new double[l];
Xv(s, wa);
for (i = 0; i < l; i++)
wa[i] = C[i] * D[i] * wa[i];
XTv(wa, Hs);
for (i = 0; i < w_size; i++)
Hs[i] = s[i] + Hs[i];
// delete[] wa;
}
public int get_nr_variable() {
return prob.n;
}
}