jsat.math.decayrates

Class PowerDecay

java.lang.Object

jsat.math.decayrates.PowerDecay

All Implemented Interfaces:

java.io.Serializable, DecayRate, Parameterized

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

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

InverseDecay is a special case of this decay when α=1.
NoDecay is a special case of this decay when α = 0

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor and Description
PowerDecay() Creates a new Power Decay rate
PowerDecay(double tau, double alpha) Creates a new Power 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 via exponentiation, increasing α increases the rate at which the rate decays.
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

PowerDecay

public PowerDecay(double tau,
                  double alpha)

Creates a new Power decay rate

Parameters:

tau - the initial time offset

alpha - the time scaling

PowerDecay

public PowerDecay()

Creates a new Power Decay rate

Method Detail

setAlpha

public void setAlpha(double alpha)

Controls the scaling via exponentiation, increasing α increases the rate at which the rate decays. As α goes to zero, the decay rate goes toward zero (meaning the value returned becomes constant),

Parameters:

alpha - the scaling parameter in [0, ∞), but should generally be kept in (0, 1).

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