Class LaplacePriorImpl

java.lang.Object
weka.classifiers.bayes.blr.Prior
weka.classifiers.bayes.blr.LaplacePriorImpl
All Implemented Interfaces:
Serializable, RevisionHandler

public class LaplacePriorImpl extends Prior
Implementation of the Gaussian Prior update function based on modified CLG Algorithm (CLG-Lasso) with a certain Trust Region Update based on Laplace Priors.
Version:
$Revision: 1.2 $
Author:
Navendu Garg(gargnav@iit.edu)
See Also:
  • Constructor Details

    • LaplacePriorImpl

      public LaplacePriorImpl()
  • Method Details

    • update

      public double update(int j, Instances instances, double beta, double hyperparameter, double[] r, double deltaV)
      Update function specific to Laplace Prior.
      Overrides:
      update in class Prior
    • laplaceUpdate

      public double laplaceUpdate(int j, double sign)
      This is the CLG-lasso update function described in the
       @TechReport{blrtext04,
      author = {Alexander Genkin and David D. Lewis and David Madigan},
      title = {Large-scale bayesian logistic regression for text categorization},
      institution = {DIMACS},
      year = {2004},
      url = "http://www.stat.rutgers.edu/~madigan/PAPERS/shortFat-v3a.pdf",
      OPTannote = {}
      }
      Parameters:
      j -
      Returns:
      double value
    • computeLogLikelihood

      public void computeLogLikelihood(double[] betas, Instances instances)
      Computes the log-likelihood values using the implementation in the Prior class.
      Parameters:
      betas -
      instances -
      hyperparameter -
    • computePenalty

      public void computePenalty(double[] betas, double[] hyperparameters)
      This function computes the penalty term specific to Laplacian distribution.
      Overrides:
      computePenalty in class Prior
      Parameters:
      betas -
      hyperparameters -
    • getRevision

      public String getRevision()
      Returns the revision string.
      Returns:
      the revision