/**
* Copyright (C) 2013-2017 Vasilis Vryniotis
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
* http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
package com.datumbox.framework.core.mathematics.regularization;
import java.util.Map;
/**
* Utility class for L1 regularization.
*
* https://www.cs.ubc.ca/~murphyk/Teaching/CS540-Fall08/L13.pdf
* http://www.aclweb.org/anthology/P09-1054
*
* @author Vasilis Vryniotis
*/
public class L1Regularizer {
/**
* Updates the weights by applying the L1 regularization.
*
* @param l1
* @param learningRate
* @param weights
* @param newWeights
* @param
*/
public static void updateWeights(double l1, double learningRate, Map weights, Map newWeights) {
if(l1 > 0.0) {
/*
//SGD-L1 (Naive)
for(Map.Entry e : weights.entrySet()) {
K column = e.getKey();
newWeights.put(column, newWeights.get(column) + l1*Math.signum(e.getValue())*(-learningRate));
}
*/
//SGDL1 (Clipping)
for(Map.Entry e : newWeights.entrySet()) {
K column = e.getKey();
double wi_k_intermediate = e.getValue(); //the weight wi_k+1/2 as seen on the paper
if(wi_k_intermediate > 0.0) {
newWeights.put(column, Math.max(0.0, wi_k_intermediate - l1*wi_k_intermediate));
}
else if(wi_k_intermediate < 0.0) {
newWeights.put(column, Math.min(0.0, wi_k_intermediate + l1*wi_k_intermediate));
}
}
}
}
/**
* Estimates the penalty by adding the L1 regularization.
*
* @param l1
* @param weights
* @param
* @return
*/
public static double estimatePenalty(double l1, Map weights) {
double penalty = 0.0;
if(l1 > 0.0) {
double sumAbsWeights = 0.0;
for(double w : weights.values()) {
sumAbsWeights += Math.abs(w);
}
penalty = l1*sumAbsWeights;
}
return penalty;
}
}
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