org.apache.mahout.classifier.sgd.TPrior.java Source code

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Here is the source code for org.apache.mahout.classifier.sgd.TPrior.java

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/*
 * Licensed to the Apache Software Foundation (ASF) under one or more
 * contributor license agreements.  See the NOTICE file distributed with
 * this work for additional information regarding copyright ownership.
 * The ASF licenses this file to You 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.apache.mahout.classifier.sgd;

import org.apache.commons.math3.special.Gamma;

import java.io.DataInput;
import java.io.DataOutput;
import java.io.IOException;

/**
 * Provides a t-distribution as a prior.
 */
public class TPrior implements PriorFunction {
    private double df;

    public TPrior(double df) {
        this.df = df;
    }

    @Override
    public double age(double oldValue, double generations, double learningRate) {
        for (int i = 0; i < generations; i++) {
            oldValue -= learningRate * oldValue * (df + 1.0) / (df + oldValue * oldValue);
        }
        return oldValue;
    }

    @Override
    public double logP(double betaIJ) {
        return Gamma.logGamma((df + 1.0) / 2.0) - Math.log(df * Math.PI) - Gamma.logGamma(df / 2.0)
                - (df + 1.0) / 2.0 * Math.log1p(betaIJ * betaIJ);
    }

    @Override
    public void write(DataOutput out) throws IOException {
        out.writeDouble(df);
    }

    @Override
    public void readFields(DataInput in) throws IOException {
        df = in.readDouble();
    }
}