IVector _Derivative(IVector th, float lambda)
{
using (var p0 = _feature.Multiply(th))
using (var p1 = p0.Column(0))
using (var p = p1.Sigmoid())
using (var e0 = p.Subtract(_target))
using (var e = e0.ToRowMatrix())
using (var e2 = e.Multiply(_feature)) {
e2.Multiply(1f / _feature.RowCount);
var ret = e2.Row(0);
if (lambda != 0f)
{
var reg = new float[th.Count];
using (var thi = th.AsIndexable()) {
var term = lambda / _feature.RowCount;
for (var i = 1; i < th.Count; i++)
{
reg[i] = thi[i] * term;
}
using (var regVector = _lap.CreateVector(reg))
ret.Add(regVector);
}
}
return(ret);
}
}
public float ComputeCost(IVector theta, float lambda)
{
var regularisationCost = theta.AsIndexable().Values.Skip(1).Sum(v => v * v * lambda);
var h = _feature.Multiply(theta);
var diff = _target.Subtract(h.Column(0));
diff.Add(regularisationCost);
return(diff.PointwiseMultiply(diff).AsIndexable().Values.Sum() / (2 * _feature.RowCount));
}
I4DTensor _FormIntoTensor(ILinearAlgebraProvider lap, IVector vector, I4DTensor tensor)
{
var indexableVector = vector.AsIndexable();
var tensorList = new List <I3DTensor>();
for (var i = 0; i < tensor.Count; i++)
{
var matrixList = new List <IMatrix>();
for (var j = 0; j < tensor.Depth; j++)
{
matrixList.Add(lap.CreateMatrix(tensor.RowCount, tensor.ColumnCount, indexableVector[j]));
}
tensorList.Add(lap.Create3DTensor(matrixList));
}
return(lap.Create4DTensor(tensorList));
}
public float ComputeCost(IVector th, float lambda)
{
using (var h0 = _feature.Multiply(th))
using (var h1 = h0.Column(0))
using (var h = h1.Sigmoid())
using (var hLog = h.Log())
using (var t = _target.Clone()) {
var a = _target.DotProduct(hLog);
t.Multiply(-1f);
t.Add(1f);
h.Multiply(-1f);
h.Add(1f);
var b = t.DotProduct(hLog);
var ret = -(a + b) / _feature.RowCount;
if (lambda != 0f)
{
ret += th.AsIndexable().Values.Skip(1).Select(v => v * v).Sum() * lambda / (2 * _feature.RowCount);
}
return(ret);
}
}
public void PointwiseDivideColumns(IVector vector)
{
var v2 = vector.AsIndexable();
_matrix.MapIndexedInplace((x, y, v) => v /= v2[y]);
}
