001/**
002 * Copyright (c) 2011, The University of Southampton and the individual contributors.
003 * All rights reserved.
004 *
005 * Redistribution and use in source and binary forms, with or without modification,
006 * are permitted provided that the following conditions are met:
007 *
008 *   *  Redistributions of source code must retain the above copyright notice,
009 *      this list of conditions and the following disclaimer.
010 *
011 *   *  Redistributions in binary form must reproduce the above copyright notice,
012 *      this list of conditions and the following disclaimer in the documentation
013 *      and/or other materials provided with the distribution.
014 *
015 *   *  Neither the name of the University of Southampton nor the names of its
016 *      contributors may be used to endorse or promote products derived from this
017 *      software without specific prior written permission.
018 *
019 * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
020 * ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
021 * WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
022 * DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
023 * ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
024 * (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
025 * LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
026 * ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
027 * (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
028 * SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
029 */
030package org.openimaj.ml.linear.learner.loss;
031
032import gov.sandia.cognition.math.matrix.Matrix;
033import gov.sandia.cognition.math.matrix.Vector;
034
035/**
036 * With a held Y and X, return gradient and evaluations of
037 * a loss function of some parameters s.t.
038 * 
039 * J(W) = F(Y,X,W)
040 * 
041 * @author Sina Samangooei (ss@ecs.soton.ac.uk)
042 *
043 */
044public abstract class LossFunction {
045        protected Matrix X;
046        protected Matrix Y;
047        protected Matrix bias;
048        public void setX(Matrix X){
049                this.X = X;
050        }
051        public void setY(Matrix Y){
052                this.Y = Y;
053        }
054        public abstract Matrix gradient(Matrix W);
055        public abstract double eval(Matrix W);
056        public void setBias(Matrix bias) {
057                this.bias = bias;
058        }
059        public abstract boolean isMatrixLoss() ;
060        
061        public boolean test_backtrack(Matrix W, Matrix grad, Matrix prox, double eta){
062                Matrix tmp = prox.clone();
063        tmp.minusEquals(W);
064        Vector tmpvec = tmp.getColumn(0);
065                return (
066                        eval(prox) <= eval(W) + grad.getColumn(0).dotProduct(tmpvec) + 0.5*eta*tmpvec.norm2());
067                
068        }
069}