@Override
public double value(final Vec mu) {
double result = 0.0;
for (int i = 0; i < ds.length(); i++) {
final double trans = binClassifier.value(ds.data().row(i));
final double sigmoid = MathTools.sigmoid(trans);
final double underLog =
mu.get(target.label(i)) * sigmoid + (1 - mu.get(target.label(i))) * (1 - sigmoid);
result -= Math.log(underLog);
}
result += c * VecTools.multiply(MxTools.multiply(laplacian, mu), mu);
return result;
}
@Override
public Vec gradient(final Vec mu) {
final Vec grad = new ArrayVec(mu.dim());
for (int k = 0; k < grad.dim(); k++) {
final TIntList idxs = classesIdxs.get(k);
double val = 0.0;
for (final TIntIterator listIter = idxs.iterator(); listIter.hasNext(); ) {
final Vec x = ds.data().row(listIter.next());
final double trans = binClassifier.value(x);
final double sigmoid = MathTools.sigmoid(trans);
val -= (2 * sigmoid - 1) / (mu.get(k) * sigmoid + (1 - mu.get(k)) * (1 - sigmoid));
grad.set(k, val);
}
}
final double norm = VecTools.norm(grad);
VecTools.scale(grad, 1 / norm);
for (int k = 0; k < grad.dim(); k++) {
final double val = VecTools.multiply(laplacian.row(k), mu);
grad.adjust(k, val);
}
return grad;
}