wehub-resource-sync
36 lines
795 B
Python
36 lines
795 B
Python
# coding:utf-8
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import numpy as np
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from autograd import elementwise_grad
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class Regularizer(object):
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def __init__(self, C=0.01):
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self.C = C
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self._grad = elementwise_grad(self._penalty)
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def _penalty(self, weights):
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raise NotImplementedError()
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def grad(self, weights):
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return self._grad(weights)
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def __call__(self, weights):
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return self.grad(weights)
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class L1(Regularizer):
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def _penalty(self, weights):
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return self.C * np.abs(weights)
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class L2(Regularizer):
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def _penalty(self, weights):
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return self.C * weights**2
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class ElasticNet(Regularizer):
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"""Linear combination of L1 and L2 penalties."""
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def _penalty(self, weights):
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return 0.5 * self.C * weights**2 + (1.0 - self.C) * np.abs(weights)
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