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.matlib.regul; 031 032import org.openimaj.math.matrix.MatlibMatrixUtils; 033 034import ch.akuhn.matrix.Matrix; 035import ch.akuhn.matrix.Vector; 036 037public class L1L2Regulariser implements Regulariser { 038 039 @Override 040 public Matrix prox(Matrix W, double lambda) { 041 final int nrows = W.rowCount(); 042 final Matrix ret = W.newInstance(); 043 044 for (int r = 0; r < nrows; r++) { 045 final Vector row = W.row(r); 046 final double rownorm = MatlibMatrixUtils.norm2(row); 047 if (rownorm > lambda) { 048 final double scal = (rownorm - lambda) / rownorm; 049 MatlibMatrixUtils.setSubMatrixRow(ret, r, 0, row.times(scal)); 050 } 051 } 052 return ret; 053 } 054 055}