| <!DOCTYPE html><html lang="en"><head><meta charset="utf-8"><meta name="viewport" content="width=device-width, initial-scale=1.0"><meta name="generator" content="rustdoc"><meta name="description" content="Source of the Rust file `/root/.cargo/git/checkouts/incubator-teaclave-crates-c8106113f74feefc/ede1f68/rusty-machine/src/learning/toolkit/regularization.rs`."><meta name="keywords" content="rust, rustlang, rust-lang"><title>regularization.rs - source</title><link rel="preload" as="font" type="font/woff2" crossorigin href="../../../../SourceSerif4-Regular.ttf.woff2"><link rel="preload" as="font" type="font/woff2" crossorigin href="../../../../FiraSans-Regular.woff2"><link rel="preload" as="font" type="font/woff2" crossorigin href="../../../../FiraSans-Medium.woff2"><link rel="preload" as="font" type="font/woff2" crossorigin href="../../../../SourceCodePro-Regular.ttf.woff2"><link rel="preload" as="font" type="font/woff2" crossorigin href="../../../../SourceSerif4-Bold.ttf.woff2"><link rel="preload" as="font" type="font/woff2" crossorigin href="../../../../SourceCodePro-Semibold.ttf.woff2"><link rel="stylesheet" href="../../../../normalize.css"><link rel="stylesheet" href="../../../../rustdoc.css" id="mainThemeStyle"><link rel="stylesheet" href="../../../../ayu.css" disabled><link rel="stylesheet" href="../../../../dark.css" disabled><link rel="stylesheet" href="../../../../light.css" id="themeStyle"><script id="default-settings" ></script><script src="../../../../storage.js"></script><script defer src="../../../../source-script.js"></script><script defer src="../../../../source-files.js"></script><script defer src="../../../../main.js"></script><noscript><link rel="stylesheet" href="../../../../noscript.css"></noscript><link rel="alternate icon" type="image/png" href="../../../../favicon-16x16.png"><link rel="alternate icon" type="image/png" href="../../../../favicon-32x32.png"><link rel="icon" type="image/svg+xml" href="../../../../favicon.svg"></head><body class="rustdoc source"><!--[if lte IE 11]><div class="warning">This old browser is unsupported and will most likely display funky things.</div><![endif]--><nav class="sidebar"><a class="sidebar-logo" href="../../../../rusty_machine/index.html"><div class="logo-container"><img class="rust-logo" src="../../../../rust-logo.svg" alt="logo"></div></a></nav><main><div class="width-limiter"><nav class="sub"><a class="sub-logo-container" href="../../../../rusty_machine/index.html"><img class="rust-logo" src="../../../../rust-logo.svg" alt="logo"></a><form class="search-form"><div class="search-container"><span></span><input class="search-input" name="search" autocomplete="off" spellcheck="false" placeholder="Click or press ‘S’ to search, ‘?’ for more options…" type="search"><div id="help-button" title="help" tabindex="-1"><a href="../../../../help.html">?</a></div><div id="settings-menu" tabindex="-1"><a href="../../../../settings.html" title="settings"><img width="22" height="22" alt="Change settings" src="../../../../wheel.svg"></a></div></div></form></nav><section id="main-content" class="content"><div class="example-wrap"><pre class="src-line-numbers"><span id="1">1</span> |
| <span id="2">2</span> |
| <span id="3">3</span> |
| <span id="4">4</span> |
| <span id="5">5</span> |
| <span id="6">6</span> |
| <span id="7">7</span> |
| <span id="8">8</span> |
| <span id="9">9</span> |
| <span id="10">10</span> |
| <span id="11">11</span> |
| <span id="12">12</span> |
| <span id="13">13</span> |
| <span id="14">14</span> |
| <span id="15">15</span> |
| <span id="16">16</span> |
| <span id="17">17</span> |
| <span id="18">18</span> |
| <span id="19">19</span> |
| <span id="20">20</span> |
| <span id="21">21</span> |
| <span id="22">22</span> |
| <span id="23">23</span> |
| <span id="24">24</span> |
| <span id="25">25</span> |
| <span id="26">26</span> |
| <span id="27">27</span> |
| <span id="28">28</span> |
| <span id="29">29</span> |
| <span id="30">30</span> |
| <span id="31">31</span> |
| <span id="32">32</span> |
| <span id="33">33</span> |
| <span id="34">34</span> |
| <span id="35">35</span> |
| <span id="36">36</span> |
| <span id="37">37</span> |
| <span id="38">38</span> |
| <span id="39">39</span> |
| <span id="40">40</span> |
| <span id="41">41</span> |
| <span id="42">42</span> |
| <span id="43">43</span> |
| <span id="44">44</span> |
| <span id="45">45</span> |
| <span id="46">46</span> |
| <span id="47">47</span> |
| <span id="48">48</span> |
| <span id="49">49</span> |
| <span id="50">50</span> |
| <span id="51">51</span> |
| <span id="52">52</span> |
| <span id="53">53</span> |
| <span id="54">54</span> |
| <span id="55">55</span> |
| <span id="56">56</span> |
| <span id="57">57</span> |
| <span id="58">58</span> |
| <span id="59">59</span> |
| <span id="60">60</span> |
| <span id="61">61</span> |
| <span id="62">62</span> |
| <span id="63">63</span> |
| <span id="64">64</span> |
| <span id="65">65</span> |
| <span id="66">66</span> |
| <span id="67">67</span> |
| <span id="68">68</span> |
| <span id="69">69</span> |
| <span id="70">70</span> |
| <span id="71">71</span> |
| <span id="72">72</span> |
| <span id="73">73</span> |
| <span id="74">74</span> |
| <span id="75">75</span> |
| <span id="76">76</span> |
| <span id="77">77</span> |
| <span id="78">78</span> |
| <span id="79">79</span> |
| <span id="80">80</span> |
| <span id="81">81</span> |
| <span id="82">82</span> |
| <span id="83">83</span> |
| <span id="84">84</span> |
| <span id="85">85</span> |
| <span id="86">86</span> |
| <span id="87">87</span> |
| <span id="88">88</span> |
| <span id="89">89</span> |
| <span id="90">90</span> |
| <span id="91">91</span> |
| <span id="92">92</span> |
| <span id="93">93</span> |
| <span id="94">94</span> |
| <span id="95">95</span> |
| <span id="96">96</span> |
| <span id="97">97</span> |
| <span id="98">98</span> |
| <span id="99">99</span> |
| <span id="100">100</span> |
| <span id="101">101</span> |
| <span id="102">102</span> |
| <span id="103">103</span> |
| <span id="104">104</span> |
| <span id="105">105</span> |
| <span id="106">106</span> |
| <span id="107">107</span> |
| <span id="108">108</span> |
| <span id="109">109</span> |
| <span id="110">110</span> |
| <span id="111">111</span> |
| <span id="112">112</span> |
| <span id="113">113</span> |
| <span id="114">114</span> |
| <span id="115">115</span> |
| <span id="116">116</span> |
| <span id="117">117</span> |
| <span id="118">118</span> |
| <span id="119">119</span> |
| <span id="120">120</span> |
| <span id="121">121</span> |
| <span id="122">122</span> |
| <span id="123">123</span> |
| <span id="124">124</span> |
| <span id="125">125</span> |
| <span id="126">126</span> |
| <span id="127">127</span> |
| <span id="128">128</span> |
| <span id="129">129</span> |
| <span id="130">130</span> |
| <span id="131">131</span> |
| <span id="132">132</span> |
| <span id="133">133</span> |
| <span id="134">134</span> |
| <span id="135">135</span> |
| <span id="136">136</span> |
| <span id="137">137</span> |
| <span id="138">138</span> |
| <span id="139">139</span> |
| <span id="140">140</span> |
| <span id="141">141</span> |
| <span id="142">142</span> |
| <span id="143">143</span> |
| <span id="144">144</span> |
| <span id="145">145</span> |
| <span id="146">146</span> |
| <span id="147">147</span> |
| <span id="148">148</span> |
| <span id="149">149</span> |
| <span id="150">150</span> |
| <span id="151">151</span> |
| <span id="152">152</span> |
| <span id="153">153</span> |
| <span id="154">154</span> |
| <span id="155">155</span> |
| <span id="156">156</span> |
| <span id="157">157</span> |
| <span id="158">158</span> |
| <span id="159">159</span> |
| <span id="160">160</span> |
| <span id="161">161</span> |
| <span id="162">162</span> |
| <span id="163">163</span> |
| <span id="164">164</span> |
| <span id="165">165</span> |
| <span id="166">166</span> |
| <span id="167">167</span> |
| <span id="168">168</span> |
| <span id="169">169</span> |
| <span id="170">170</span> |
| <span id="171">171</span> |
| <span id="172">172</span> |
| </pre><pre class="rust"><code><span class="doccomment">//! Regularization Module |
| //! |
| //! This module contains some base utility methods for regularization |
| //! within machine learning algorithms. |
| //! |
| //! The module contains a `Regularization` enum which provides access to |
| //! `L1`, `L2` and `ElasticNet` regularization. |
| //! |
| //! # Examples |
| //! |
| //! ``` |
| //! use rusty_machine::learning::toolkit::regularization::Regularization; |
| //! |
| //! let reg = Regularization::L1(0.5); |
| //! ``` |
| |
| </span><span class="kw">use </span>linalg::norm::{Euclidean, Lp, MatrixNorm}; |
| <span class="kw">use </span>linalg::{Matrix, MatrixSlice, BaseMatrix}; |
| <span class="kw">use </span>libnum::{FromPrimitive, Float}; |
| |
| <span class="doccomment">/// Model Regularization |
| </span><span class="attribute">#[derive(Debug, Clone, Copy)] |
| </span><span class="kw">pub enum </span>Regularization<T: Float> { |
| <span class="doccomment">/// L1 Regularization |
| </span>L1(T), |
| <span class="doccomment">/// L2 Regularization |
| </span>L2(T), |
| <span class="doccomment">/// Elastic Net Regularization (L1 and L2) |
| </span>ElasticNet(T, T), |
| <span class="doccomment">/// No Regularization |
| </span><span class="prelude-val">None</span>, |
| } |
| |
| <span class="kw">impl</span><T: Float + FromPrimitive> Regularization<T> { |
| <span class="doccomment">/// Compute the regularization addition to the cost. |
| </span><span class="kw">pub fn </span>reg_cost(<span class="kw-2">&</span><span class="self">self</span>, mat: MatrixSlice<T>) -> T { |
| <span class="kw">match </span><span class="kw-2">*</span><span class="self">self </span>{ |
| Regularization::L1(x) => <span class="self">Self</span>::l1_reg_cost(<span class="kw-2">&</span>mat, x), |
| Regularization::L2(x) => <span class="self">Self</span>::l2_reg_cost(<span class="kw-2">&</span>mat, x), |
| Regularization::ElasticNet(x, y) => { |
| <span class="self">Self</span>::l1_reg_cost(<span class="kw-2">&</span>mat, x) + <span class="self">Self</span>::l2_reg_cost(<span class="kw-2">&</span>mat, y) |
| } |
| Regularization::None => T::zero(), |
| } |
| } |
| |
| <span class="doccomment">/// Compute the regularization addition to the gradient. |
| </span><span class="kw">pub fn </span>reg_grad(<span class="kw-2">&</span><span class="self">self</span>, mat: MatrixSlice<T>) -> Matrix<T> { |
| <span class="kw">match </span><span class="kw-2">*</span><span class="self">self </span>{ |
| Regularization::L1(x) => <span class="self">Self</span>::l1_reg_grad(<span class="kw-2">&</span>mat, x), |
| Regularization::L2(x) => <span class="self">Self</span>::l2_reg_grad(<span class="kw-2">&</span>mat, x), |
| Regularization::ElasticNet(x, y) => { |
| <span class="self">Self</span>::l1_reg_grad(<span class="kw-2">&</span>mat, x) + <span class="self">Self</span>::l2_reg_grad(<span class="kw-2">&</span>mat, y) |
| } |
| Regularization::None => Matrix::zeros(mat.rows(), mat.cols()), |
| } |
| } |
| |
| <span class="kw">fn </span>l1_reg_cost(mat: <span class="kw-2">&</span>MatrixSlice<T>, x: T) -> T { |
| <span class="kw">let </span>l1_norm = Lp::Integer(<span class="number">1</span>).norm(mat); |
| l1_norm * x / ((T::one() + T::one()) * FromPrimitive::from_usize(mat.rows()).unwrap()) |
| } |
| |
| <span class="kw">fn </span>l1_reg_grad(mat: <span class="kw-2">&</span>MatrixSlice<T>, x: T) -> Matrix<T> { |
| <span class="kw">let </span>m_2 = (T::one() + T::one()) * FromPrimitive::from_usize(mat.rows()).unwrap(); |
| <span class="kw">let </span>out_mat_data = mat.iter() |
| .map(|y| { |
| <span class="kw">if </span>y.is_sign_negative() { |
| -x / m_2 |
| } <span class="kw">else </span>{ |
| x / m_2 |
| } |
| }) |
| .collect::<Vec<<span class="kw">_</span>>>(); |
| Matrix::new(mat.rows(), mat.cols(), out_mat_data) |
| } |
| |
| <span class="kw">fn </span>l2_reg_cost(mat: <span class="kw-2">&</span>MatrixSlice<T>, x: T) -> T { |
| Euclidean.norm(mat) * x / ((T::one() + T::one()) * FromPrimitive::from_usize(mat.rows()).unwrap()) |
| } |
| |
| <span class="kw">fn </span>l2_reg_grad(mat: <span class="kw-2">&</span>MatrixSlice<T>, x: T) -> Matrix<T> { |
| mat * (x / FromPrimitive::from_usize(mat.rows()).unwrap()) |
| } |
| } |
| |
| <span class="attribute">#[cfg(test)] |
| </span><span class="kw">mod </span>tests { |
| <span class="kw">use </span><span class="kw">super</span>::Regularization; |
| <span class="kw">use </span>linalg::{Matrix, BaseMatrix}; |
| <span class="kw">use </span>linalg::norm::{Euclidean, MatrixNorm}; |
| |
| <span class="attribute">#[test] |
| </span><span class="kw">fn </span>test_no_reg() { |
| <span class="kw">let </span>input_mat = Matrix::new(<span class="number">3</span>, <span class="number">4</span>, (<span class="number">0</span>..<span class="number">12</span>).map(|x| x <span class="kw">as </span>f64).collect::<Vec<<span class="kw">_</span>>>()); |
| <span class="kw">let </span>mat_slice = input_mat.as_slice(); |
| |
| <span class="kw">let </span>no_reg: Regularization<f64> = Regularization::None; |
| |
| <span class="kw">let </span>a = no_reg.reg_cost(mat_slice); |
| <span class="kw">let </span>b = no_reg.reg_grad(mat_slice); |
| |
| <span class="macro">assert_eq!</span>(a, <span class="number">0f64</span>); |
| <span class="macro">assert_eq!</span>(b, Matrix::zeros(<span class="number">3</span>, <span class="number">4</span>)); |
| } |
| |
| <span class="attribute">#[test] |
| </span><span class="kw">fn </span>test_l1_reg() { |
| <span class="kw">let </span>input_mat = Matrix::new(<span class="number">3</span>, <span class="number">4</span>, (<span class="number">0</span>..<span class="number">12</span>).map(|x| x <span class="kw">as </span>f64 - <span class="number">3f64</span>).collect::<Vec<<span class="kw">_</span>>>()); |
| <span class="kw">let </span>mat_slice = input_mat.as_slice(); |
| |
| <span class="kw">let </span>no_reg: Regularization<f64> = Regularization::L1(<span class="number">0.5</span>); |
| |
| <span class="kw">let </span>a = no_reg.reg_cost(mat_slice); |
| <span class="kw">let </span>b = no_reg.reg_grad(mat_slice); |
| |
| <span class="macro">assert!</span>((a - (<span class="number">42f64 </span>/ <span class="number">12f64</span>)) < <span class="number">1e-18</span>); |
| |
| <span class="kw">let </span>true_grad = <span class="macro">vec!</span>[-<span class="number">1.</span>, -<span class="number">1.</span>, -<span class="number">1.</span>, <span class="number">1.</span>, <span class="number">1.</span>, <span class="number">1.</span>, <span class="number">1.</span>, <span class="number">1.</span>, <span class="number">1.</span>, <span class="number">1.</span>, <span class="number">1.</span>, <span class="number">1.</span>] |
| .into_iter() |
| .map(|x| x / <span class="number">12f64</span>) |
| .collect::<Vec<<span class="kw">_</span>>>(); |
| |
| <span class="kw">for </span>eps <span class="kw">in </span>(b - Matrix::new(<span class="number">3</span>, <span class="number">4</span>, true_grad)).into_vec() { |
| <span class="macro">assert!</span>(eps < <span class="number">1e-18</span>); |
| } |
| } |
| |
| <span class="attribute">#[test] |
| </span><span class="kw">fn </span>test_l2_reg() { |
| <span class="kw">let </span>input_mat = Matrix::new(<span class="number">3</span>, <span class="number">4</span>, (<span class="number">0</span>..<span class="number">12</span>).map(|x| x <span class="kw">as </span>f64 - <span class="number">3f64</span>).collect::<Vec<<span class="kw">_</span>>>()); |
| <span class="kw">let </span>mat_slice = input_mat.as_slice(); |
| |
| <span class="kw">let </span>no_reg: Regularization<f64> = Regularization::L2(<span class="number">0.5</span>); |
| |
| <span class="kw">let </span>a = no_reg.reg_cost(mat_slice); |
| <span class="kw">let </span>b = no_reg.reg_grad(mat_slice); |
| |
| <span class="macro">assert!</span>((a - (Euclidean.norm(<span class="kw-2">&</span>input_mat) / <span class="number">12f64</span>)) < <span class="number">1e-18</span>); |
| |
| <span class="kw">let </span>true_grad = <span class="kw-2">&</span>input_mat / <span class="number">6f64</span>; |
| <span class="kw">for </span>eps <span class="kw">in </span>(b - true_grad).into_vec() { |
| <span class="macro">assert!</span>(eps < <span class="number">1e-18</span>); |
| } |
| } |
| |
| <span class="attribute">#[test] |
| </span><span class="kw">fn </span>test_elastic_net_reg() { |
| <span class="kw">let </span>input_mat = Matrix::new(<span class="number">3</span>, <span class="number">4</span>, (<span class="number">0</span>..<span class="number">12</span>).map(|x| x <span class="kw">as </span>f64 - <span class="number">3f64</span>).collect::<Vec<<span class="kw">_</span>>>()); |
| <span class="kw">let </span>mat_slice = input_mat.as_slice(); |
| |
| <span class="kw">let </span>no_reg: Regularization<f64> = Regularization::ElasticNet(<span class="number">0.5</span>, <span class="number">0.25</span>); |
| |
| <span class="kw">let </span>a = no_reg.reg_cost(mat_slice); |
| <span class="kw">let </span>b = no_reg.reg_grad(mat_slice); |
| |
| <span class="macro">assert!</span>(a - ((Euclidean.norm(<span class="kw-2">&</span>input_mat) / <span class="number">24f64</span>) + (<span class="number">42f64 </span>/ <span class="number">12f64</span>)) < <span class="number">1e-18</span>); |
| |
| <span class="kw">let </span>l1_true_grad = Matrix::new(<span class="number">3</span>, <span class="number">4</span>, |
| <span class="macro">vec!</span>[-<span class="number">1.</span>, -<span class="number">1.</span>, -<span class="number">1.</span>, <span class="number">1.</span>, <span class="number">1.</span>, <span class="number">1.</span>, <span class="number">1.</span>, <span class="number">1.</span>, <span class="number">1.</span>, <span class="number">1.</span>, <span class="number">1.</span>, <span class="number">1.</span>] |
| .into_iter() |
| .map(|x| x / <span class="number">12f64</span>) |
| .collect::<Vec<<span class="kw">_</span>>>()); |
| <span class="kw">let </span>l2_true_grad = <span class="kw-2">&</span>input_mat / <span class="number">12f64</span>; |
| |
| <span class="kw">for </span>eps <span class="kw">in </span>(b - l1_true_grad - l2_true_grad) |
| .into_vec() { |
| <span class="comment">// Slightly lower boundary than others - more numerical error as more ops. |
| </span><span class="macro">assert!</span>(eps < <span class="number">1e-12</span>); |
| } |
| } |
| } |
| </code></pre></div> |
| </section></div></main><div id="rustdoc-vars" data-root-path="../../../../" data-current-crate="rusty_machine" data-themes="ayu,dark,light" data-resource-suffix="" data-rustdoc-version="1.66.0-nightly (5c8bff74b 2022-10-21)" ></div></body></html> |
