L2LrFunction.java example

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rapidminer-5-master
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 */
package liblinear;

class L2LrFunction implements Function {

   private final double[] C;
   private final double[] z;
   private final double[] D;
   private final Problem  prob;

   public L2LrFunction( Problem prob, double Cp, double Cn ) {
      int i;
      int l = prob.l;
      int[] y = prob.y;

      this.prob = prob;

      z = new double[l];
      D = new double[l];
      C = new double[l];

      for ( i = 0; i < l; i++ ) {
         if ( y[i] == 1 )
            C[i] = Cp;
         else
            C[i] = Cn;
      }
   }


   private void Xv( double[] v, double[] Xv ) {

      for ( int i = 0; i < prob.l; i++ ) {
         Xv[i] = 0;
         for ( FeatureNode s : prob.x[i] ) {
            Xv[i] += v[s.index - 1] * s.value;
         }
      }
   }

   private void XTv( double[] v, double[] XTv ) {
      int l = prob.l;
      int n = prob.n;
      FeatureNode[][] x = prob.x;

      for ( int i = 0; i < n; i++ )
         XTv[i] = 0;

      for ( int i = 0; i < l; i++ ) {
         for ( FeatureNode s : x[i] ) {
            XTv[s.index - 1] += v[i] * s.value;
         }
      }
   }


   public double fun( double[] w ) {
      int i;
      double f = 0;
      int[] y = prob.y;
      int l = prob.l;
      int n = prob.n;

      Xv(w, z);
      for ( i = 0; i < l; i++ ) {
         double yz = y[i] * z[i];
         if ( yz >= 0 )
            f += C[i] * Math.log(1 + Math.exp(-yz));
         else
            f += C[i] * (-yz + Math.log(1 + Math.exp(yz)));
      }
      f = 2.0 * f;
      for ( i = 0; i < n; i++ )
         f += w[i] * w[i];
      f /= 2.0;

      return (f);
   }

   public void grad( double[] w, double[] g ) {
      int i;
      int[] y = prob.y;
      int l = prob.l;
      int n = prob.n;

      for ( i = 0; i < l; i++ ) {
         z[i] = 1 / (1 + Math.exp(-y[i] * z[i]));
         D[i] = z[i] * (1 - z[i]);
         z[i] = C[i] * (z[i] - 1) * y[i];
      }
      XTv(z, g);

      for ( i = 0; i < n; i++ )
         g[i] = w[i] + g[i];
   }

   public void Hv( double[] s, double[] Hs ) {
      int i;
      int l = prob.l;
      int n = prob.n;
      double[] wa = new double[l];

      Xv(s, wa);
      for ( i = 0; i < l; i++ )
         wa[i] = C[i] * D[i] * wa[i];

      XTv(wa, Hs);
      for ( i = 0; i < n; i++ )
         Hs[i] = s[i] + Hs[i];
      // delete[] wa;
   }

   public int get_nr_variable() {
      return prob.n;
   }

}