Exemplo n.º 1
0
func (lr *LROWLQN) updateValueGrad(pos *core.Vector, dataset *core.DataSet) {
	var totalLoss float64 = 0.0
	var grad *core.Vector = core.NewVector()
	for _, sample := range dataset.Samples {
		var score float64 = lr.getScore(pos, sample)
		var signScore float64 = score
		if sample.Label == 0 {
			signScore = -score
		}
		var prob float64
		var lnProb float64
		if signScore < -30 {
			prob = 0
			lnProb = signScore
		} else if signScore > 30 {
			prob = 1
			lnProb = 0
		} else {
			prob = 1.0 / (1.0 + math.Exp(-signScore))
			lnProb = math.Log(prob)
		}
		var scale float64
		if sample.Label == 0 {
			scale = (1 - prob)
		} else {
			scale = -(1 - prob)
		}
		totalLoss += -lnProb
		for _, fea := range sample.Features {
			grad.AddValue(fea.Id, scale*fea.Value)
		}
	}
	lr.lastPos = pos.Copy()
	lr.lastCost = totalLoss
	lr.lastGrad = grad
}