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| </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> |