/**
* Copyright 2010 Neuroph Project http://neuroph.sourceforge.net
*
* 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 org.neuroph.util.random;
/**
* This class provides Gaussian randomization technique using Box Muller method.
* Based on GaussianRandomizer from Encog
* @author Zoran Sevarac
*/
public class GaussianRandomizer extends WeightsRandomizer {
double mean;
double standardDeviation;
/**
* The y2 value.
*/
private double y2;
/**
* Should we use the last value.
*/
private boolean useLast = false;
public GaussianRandomizer(double mean, double standardDeviation) {
this.mean = mean;
this.standardDeviation = standardDeviation;
}
/**
* Compute a Gaussian random number.
*
* @param mean
* The mean.
* @param std
* The standard deviation.
* @return The random number.
*/
private double boxMuller(double mean, double std) {
double x1, x2, w, y1;
// use value from previous call
if (this.useLast) {
y1 = this.y2;
this.useLast = false;
} else {
do {
x1 = 2.0 * randomGen.nextDouble() - 1.0;
x2 = 2.0 * randomGen.nextDouble() - 1.0;
w = x1 * x1 + x2 * x2;
} while (w >= 1.0);
w = Math.sqrt((-2.0 * Math.log(w)) / w);
y1 = x1 * w;
this.y2 = x2 * w;
this.useLast = true;
}
return (mean + y1 * std);
}
@Override
protected double nextRandomWeight() {
return boxMuller(mean, standardDeviation);
}
}
Ads help maintain this website.