diff options
Diffstat (limited to 'gi/posterior-regularisation/prjava/src/optimization/projections/SimplexProjection.java')
-rw-r--r-- | gi/posterior-regularisation/prjava/src/optimization/projections/SimplexProjection.java | 127 |
1 files changed, 0 insertions, 127 deletions
diff --git a/gi/posterior-regularisation/prjava/src/optimization/projections/SimplexProjection.java b/gi/posterior-regularisation/prjava/src/optimization/projections/SimplexProjection.java deleted file mode 100644 index f22afcaf..00000000 --- a/gi/posterior-regularisation/prjava/src/optimization/projections/SimplexProjection.java +++ /dev/null @@ -1,127 +0,0 @@ -package optimization.projections; - - - -import java.util.Random; - -import optimization.util.MathUtils; -import optimization.util.MatrixOutput; - -public class SimplexProjection extends Projection{ - - double scale; - public SimplexProjection(double scale) { - this.scale = scale; - } - - /** - * projects the numbers of the array - * into a simplex of size. - * We follow the description of the paper - * "Efficient Projetions onto the l1-Ball - * for learning in high dimensions" - */ - public void project(double[] original){ - double[] ds = new double[original.length]; - System.arraycopy(original, 0, ds, 0, ds.length); - //If sum is smaller then zero then its ok - for (int i = 0; i < ds.length; i++) ds[i] = ds[i]>0? ds[i]:0; - double sum = MathUtils.sum(ds); - if (scale - sum >= -1.E-10 ){ - System.arraycopy(ds, 0, original, 0, ds.length); - //System.out.println("Not projecting"); - return; - } - //System.out.println("projecting " + sum + " scontraints " + scale); - util.Array.sortDescending(ds); - double currentSum = 0; - double previousTheta = 0; - double theta = 0; - for (int i = 0; i < ds.length; i++) { - currentSum+=ds[i]; - theta = (currentSum-scale)/(i+1); - if(ds[i]-theta < -1e-10){ - break; - } - previousTheta = theta; - } - //DEBUG - if(previousTheta < 0){ - System.out.println("Simple Projection: Theta is smaller than zero: " + previousTheta); - System.exit(-1); - } - for (int i = 0; i < original.length; i++) { - original[i] = Math.max(original[i]-previousTheta, 0); - } - } - - - - - - - /** - * Samples a point from the simplex of scale. Just sample - * random number from 0-scale and then if - * their sum is bigger then sum make them normalize. - * This is probably not sampling uniformly from the simplex but it is - * enough for our goals in here. - */ - Random r = new Random(); - public double[] samplePoint(int dimensions) { - double[] newPoint = new double[dimensions]; - double sum =0; - for (int i = 0; i < newPoint.length; i++) { - double rand = r.nextDouble()*scale; - sum+=rand; - newPoint[i]=rand; - } - //Normalize - if(sum > scale){ - for (int i = 0; i < newPoint.length; i++) { - newPoint[i]=scale*newPoint[i]/sum; - } - } - return newPoint; - } - - public static void main(String[] args) { - SimplexProjection sp = new SimplexProjection(1); - - - double[] point = sp.samplePoint(3); - MatrixOutput.printDoubleArray(point , "random 1 sum:" + MathUtils.sum(point)); - point = sp.samplePoint(3); - MatrixOutput.printDoubleArray(point , "random 2 sum:" + MathUtils.sum(point)); - point = sp.samplePoint(3); - MatrixOutput.printDoubleArray(point , "random 3 sum:" + MathUtils.sum(point)); - - double[] d = {0,1.1,-10}; - double[] original = d.clone(); - MatrixOutput.printDoubleArray(d, "before"); - - sp.project(d); - MatrixOutput.printDoubleArray(d, "after"); - System.out.println("Test projection: " + sp.testProjection(original, d)); - - } - - - double epsilon = 1.E-10; - public double[] perturbePoint(double[] point, int parameter){ - double[] newPoint = point.clone(); - if(MathUtils.almost(MathUtils.sum(point), scale)){ - newPoint[parameter]-=epsilon; - } - else if(point[parameter]==0){ - newPoint[parameter]+=epsilon; - }else if(MathUtils.almost(point[parameter], scale)){ - newPoint[parameter]-=epsilon; - } - else{ - newPoint[parameter]-=epsilon; - } - return newPoint; - } - -} |