Example #1
0
func updateMatch(lr *lr.LogisticRegression, records []creditRecord, protos []*hector.Sample, match [][]float64) {
	predictions := make([]float64, len(protos))
	for i, proto := range protos {
		predictions[i] = lr.Predict(proto)
	}

	for borrower, dist := range match {
		r := records[borrower].returned
		nr := records[borrower].borrowed - r

		for iuser, gamma := range dist {
			match[borrower][iuser] = gamma *
				math.Exp(float64(r)*math.Log(1-predictions[iuser])+float64(nr)*math.Log(predictions[iuser]))
		}

		norm := sum(match[borrower])
		for iuser, prob := range match[borrower] {
			match[borrower][iuser] = prob / norm
		}
	}
}