internal virtual void UpdateDir()
{
if (EnforceNonNegativity)
{
VBufferUtils.ApplyInto(ref _x, ref _grad, ref _steepestDescDir,
(ind, xVal, gradVal) =>
{
if (xVal > 0)
{
return(-gradVal);
}
return(-Math.Min(gradVal, 0));
});
_steepestDescDir.CopyTo(ref _dir);
}
else
{
VectorUtils.ScaleInto(ref _grad, -1, ref _dir);
}
MapDirByInverseHessian();
if (EnforceNonNegativity)
{
FixDirZeros();
}
}
private void MakeSteepestDescDir()
{
if (!EnforceNonNegativity)
{
VBufferUtils.ApplyInto(ref _x, ref _grad, ref _steepestDescDir,
(ind, xVal, gradVal) =>
{
if (ind < _biasCount)
{
return(-gradVal);
}
if (xVal < 0)
{
return(-gradVal + _l1weight);
}
if (xVal > 0)
{
return(-gradVal - _l1weight);
}
if (gradVal < -_l1weight)
{
return(-gradVal - _l1weight);
}
if (gradVal > _l1weight)
{
return(-gradVal + _l1weight);
}
return(0);
});
}
else
{
VBufferUtils.ApplyInto(ref _x, ref _grad, ref _steepestDescDir,
(ind, xVal, gradVal) =>
{
if (ind < _biasCount)
{
return(-gradVal);
}
if (xVal > 0)
{
return(-gradVal - _l1weight);
}
return(-Math.Min(gradVal + _l1weight, 0));
});
}
_steepestDescDir.CopyTo(ref _dir);
}