@Override public Object compute(FloatMatrix params, int flag) { x = params.getRange(0, rows * features); FloatMatrix theta = params.getRange(rows * features, params.length); x = x.reshape(rows, features); theta = theta.reshape(columns, features); if (flag == 1 || flag == 3) { FloatMatrix M = MatrixFunctions.pow(x.mmul(theta.transpose()).sub(y), 2); this.cost = M.mul(r).columnSums().rowSums().get(0) / 2; if (lambda != 0) { float cost1 = (lambda / 2) * (MatrixFunctions.pow(theta, 2).columnSums().rowSums().get(0) + MatrixFunctions.pow(x, 2).columnSums().rowSums().get(0)); this.cost += cost1; } } if (flag == 2 || flag == 3) { FloatMatrix xGrad = FloatMatrix.zeros(x.rows, x.columns); FloatMatrix thetaGrad = FloatMatrix.zeros(theta.rows, theta.columns); int[] indices; FloatMatrix thetaTemp; FloatMatrix xTemp; FloatMatrix yTemp; for (int i = 0; i < rows; i++) { indices = r.getRow(i).eq(1).findIndices(); if (indices.length == 0) continue; thetaTemp = theta.getRows(indices); yTemp = y.getRow(i).get(indices); xGrad.putRow(i, x.getRow(i).mmul(thetaTemp.transpose()).sub(yTemp).mmul(thetaTemp)); } xGrad = xGrad.add(x.mmul(lambda)); for (int i = 0; i < columns; i++) { indices = r.getColumn(i).eq(1).findIndices(); if (indices.length == 0) continue; xTemp = x.getRows(indices); yTemp = y.getColumn(i).get(indices); thetaGrad.putRow( i, xTemp.mmul(theta.getRow(i).transpose()).sub(yTemp).transpose().mmul(xTemp)); } thetaGrad = thetaGrad.add(theta.mmul(lambda)); this.gradient = MatrixUtil.merge(xGrad.data, thetaGrad.data); } return flag == 1 ? cost : gradient; }
public FloatMatrix normalizeRatings() { int[] indices; FloatMatrix yMean = FloatMatrix.zeros(rows, 1); FloatMatrix yNorm = FloatMatrix.zeros(rows, columns); for (int i = 0; i < rows; i++) { indices = r.getRow(i).eq(1).findIndices(); yMean.put(i, y.getRow(i).get(indices).mean()); yNorm.getRow(i).put(indices, y.getRow(i).get(indices).sub(yMean.get(i))); } return yMean; }