jsat.math.decayrates

Class InverseDecay

java.lang.Object

jsat.math.decayrates.InverseDecay

All Implemented Interfaces:

java.io.Serializable, DecayRate, Parameterized

public class InverseDecay
extends java.lang.Object
implements DecayRate, Parameterized

Decays an input by the inverse of the amount of time that has occurred, the max time being irrelevant. More specifically as η / (α(τ + time))

This decay rate can be used to create the same rate used by Pegasos, by using an initial rate of 1 and setting τ = 1 and α = λ, where λ is the regularization term used by the method calling the decay rate.

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor and Description
InverseDecay() Creates a new Inverse Decay rate
InverseDecay(double tau, double alpha) Creates a new Inverse decay rate

Method Summary

Modifier and Type	Method and Description
DecayRate	clone()
double	getAlpha() Returns the scaling parameter
double	getTau() Returns the early rate dampening parameter
double	rate(double time, double initial) Decays the initial value over time.
double	rate(double time, double maxTime, double initial) Decays the initial value over time.
void	setAlpha(double alpha) Controls the scaling of the divisor, increasing α dampens the whole range of values.
void	setTau(double tau) Controls the rate early in time, but has a decreasing impact on the rate returned as time goes forward.
java.lang.String	toString()

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

Methods inherited from interface jsat.parameters.Parameterized

getParameter, getParameters

Constructor Detail

InverseDecay

public InverseDecay(double tau,
                    double alpha)

Creates a new Inverse decay rate

Parameters:

tau - the initial time offset

alpha - the time scaling

InverseDecay

public InverseDecay()

Creates a new Inverse Decay rate

Method Detail

setAlpha

public void setAlpha(double alpha)

Controls the scaling of the divisor, increasing α dampens the whole range of values. Increasing it increases the values. value.

Parameters:

alpha - the scaling parameter

getAlpha

public double getAlpha()

Returns the scaling parameter

Returns:

the scaling parameter

setTau

public void setTau(double tau)

Controls the rate early in time, but has a decreasing impact on the rate returned as time goes forward. Larger values of τ dampen the initial rates returned, while lower values let the initial rates start higher.

Parameters:

tau - the early rate dampening parameter

getTau

public double getTau()

Returns the early rate dampening parameter

Returns:

the early rate dampening parameter

rate

public double rate(double time,
                   double maxTime,
                   double initial)

Description copied from interface: DecayRate

Decays the initial value over time.

Specified by:

rate in interface DecayRate

Parameters:

time - the current time through the algorithm in the range [0, maxTime]

maxTime - the maximum time step that will be seen

initial - the initial value

Returns:

the decayed value over time of the initial value

rate

public double rate(double time,
                   double initial)

Description copied from interface: DecayRate

Decays the initial value over time.

Specified by:

rate in interface DecayRate

Parameters:

time - the current time step to return a value for

initial - the initial learning rate

Returns:

the decayed value

clone

public DecayRate clone()

Specified by:

clone in interface DecayRate

Overrides:

clone in class java.lang.Object

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object