/// <summary>
/// The gradient being used by the optimizer
/// </summary>
protected virtual float DifferentiableFunction(ref VBuffer <float> x, ref VBuffer <float> gradient,
IProgressChannelProvider progress)
{
Contracts.Assert((_numChunks == 0) != (_data == null));
Contracts.Assert((_cursorFactory == null) == (_data == null));
Contracts.Assert(x.Length == BiasCount + WeightCount);
Contracts.Assert(gradient.Length == BiasCount + WeightCount);
// REVIEW: if/when LBFGS test code is removed, the progress provider needs to become required.
Contracts.AssertValueOrNull(progress);
float scaleFactor = 1 / (float)WeightSum;
VBuffer <float> xDense = default(VBuffer <float>);
if (x.IsDense)
{
xDense = x;
}
else
{
x.CopyToDense(ref xDense);
}
IProgressChannel pch = progress != null?progress.StartProgressChannel("Gradient") : null;
float loss;
using (pch)
{
loss = _data == null
? DifferentiableFunctionMultithreaded(ref xDense, ref gradient, pch)
: DifferentiableFunctionStream(_cursorFactory, ref xDense, ref gradient, pch);
}
float regLoss = 0;
if (L2Weight > 0)
{
Contracts.Assert(xDense.IsDense);
var values = xDense.Values;
Double r = 0;
for (int i = BiasCount; i < values.Length; i++)
{
var xx = values[i];
r += xx * xx;
}
regLoss = (float)(r * L2Weight * 0.5);
// Here we probably want to use sparse x
VBufferUtils.ApplyWithEitherDefined(ref x, ref gradient,
(int ind, float v1, ref float v2) => { if (ind >= BiasCount)
{
v2 += L2Weight * v1;
}
});
}
VectorUtils.ScaleBy(ref gradient, scaleFactor);
// REVIEW: The regularization component of the loss is being scaled as well,
// but it's unclear that it should be scaled.
return((loss + regLoss) * scaleFactor);
}
protected void FixDirZeros()
{
VBufferUtils.ApplyWithEitherDefined(ref _steepestDescDir, ref _dir,
(int i, Float sdVal, ref Float dirVal) =>
{
if (sdVal == 0)
{
dirVal = 0;
}
});
}
/// <summary>
/// Multiplies arrays Dst *= A element by element and returns the result in <paramref name="dst"/> (Hadamard product).
/// </summary>
public static void MulElementWise(ref VBuffer <Float> a, ref VBuffer <Float> dst)
{
Contracts.Check(a.Length == dst.Length, "Vectors must have the same dimensionality.");
if (a.IsDense && dst.IsDense)
{
CpuMathUtils.MulElementWise(a.Values, dst.Values, dst.Values, a.Length);
}
else
{
VBufferUtils.ApplyWithEitherDefined(ref a, ref dst, (int ind, Float v1, ref Float v2) => { v2 *= v1; });
}
}
