jubatus::core::regression::passive_aggressive Class Reference

#include <passive_aggressive.hpp>

Inheritance diagram for jubatus::core::regression::passive_aggressive:

Collaboration diagram for jubatus::core::regression::passive_aggressive:

Classes
struct	config

Public Member Functions
void	clear ()
	passive_aggressive (const config &config, storage_ptr storage)
	passive_aggressive (storage_ptr storage)
void	train (const common::sfv_t &fv, float value)
Public Member Functions inherited from jubatus::core::regression::regression_base
float	estimate (const common::sfv_t &fv) const
virtual void	get_status (std::map< std::string, std::string > &status) const
storage_ptr	get_storage ()
	regression_base (storage_ptr storage)
virtual	~regression_base ()

Private Attributes
config	config_
float	count_
float	sq_sum_
float	sum_

Additional Inherited Members
Protected Member Functions inherited from jubatus::core::regression::regression_base
void	update (const common::sfv_t &fv, float coeff)
Protected Attributes inherited from jubatus::core::regression::regression_base
storage_ptr	storage_

Detailed Description

Definition at line 28 of file passive_aggressive.hpp.

Constructor & Destructor Documentation

jubatus::core::regression::passive_aggressive::passive_aggressive	(	const config &	config,
		storage_ptr	storage
	)

Definition at line 27 of file passive_aggressive.cpp.

References JUBATUS_EXCEPTION, jubatus::core::regression::passive_aggressive::config::regularization_weight, and jubatus::core::regression::passive_aggressive::config::sensitivity.

    : regression_base(storage),
      config_(config),
      sum_(0.f),
      sq_sum_(0.f),
      count_(0.f) {

  if (!(0.f < config.regularization_weight)) {
    throw JUBATUS_EXCEPTION(
        common::invalid_parameter("0.0 < regularization_weight"));
  }

  if (!(0.f <= config.sensitivity)) {
    throw JUBATUS_EXCEPTION(
        common::invalid_parameter("0.0 <= sensitivity"));
  }
}

jubatus::core::regression::passive_aggressive::passive_aggressive ( storage_ptr  storage )

explicit

Definition at line 47 of file passive_aggressive.cpp.

    : regression_base(storage),
      sum_(0.f),
      sq_sum_(0.f),
      count_(0.f) {
}

Member Function Documentation

void jubatus::core::regression::passive_aggressive::clear ( )

virtual

Reimplemented from jubatus::core::regression::regression_base.

Definition at line 83 of file passive_aggressive.cpp.

References jubatus::core::regression::regression_base::clear(), count_, sq_sum_, and sum_.

                               {
  regression_base::clear();
  sum_ = 0.f;
  sq_sum_ = 0.f;
  count_ = 0.f;
}

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void jubatus::core::regression::passive_aggressive::train ( const common::sfv_t &  fv, float  value  )

virtual

Implements jubatus::core::regression::regression_base.

Definition at line 62 of file passive_aggressive.cpp.

References config_, count_, jubatus::core::regression::regression_base::estimate(), jubatus::core::regression::passive_aggressive::config::regularization_weight, jubatus::core::regression::passive_aggressive::config::sensitivity, sq_sum_, jubatus::core::regression::squared_norm(), sum_, and jubatus::core::regression::regression_base::update().

                                                                 {
  sum_ += value;
  sq_sum_ += value * value;
  count_ += 1;
  float avg = sum_ / count_;
  float std_dev = std::sqrt(sq_sum_ / count_ -  avg * avg);

  float predict = estimate(fv);
  float error = value - predict;
  float sign_error = error > 0.f ? 1.0f : -1.0f;
  float loss = sign_error * error - config_.sensitivity * std_dev;

  if (loss > 0.f) {
    float C = config_.regularization_weight;
    float coeff = sign_error * std::min(C, loss) / squared_norm(fv);
    if (!std::isinf(coeff)) {
      update(fv, coeff);
    }
  }
}

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Member Data Documentation

config jubatus::core::regression::passive_aggressive::config_

private

Definition at line 55 of file passive_aggressive.hpp.

Referenced by train().

float jubatus::core::regression::passive_aggressive::count_

private

Definition at line 58 of file passive_aggressive.hpp.

Referenced by clear(), and train().

float jubatus::core::regression::passive_aggressive::sq_sum_

private

Definition at line 57 of file passive_aggressive.hpp.

Referenced by clear(), and train().

float jubatus::core::regression::passive_aggressive::sum_

private

Definition at line 56 of file passive_aggressive.hpp.

Referenced by clear(), and train().

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The documentation for this class was generated from the following files:

• jubatus/core/regression/passive_aggressive.hpp
• jubatus/core/regression/passive_aggressive.cpp