sgd 0.1.0 → 0.2.0

raw patch · 4 files changed

+40/−6 lines, 4 files

Files

• Numeric/SGD.hs +1/−2
• Numeric/SGD/Grad.hs +21/−2
• Numeric/SGD/LogSigned.hs +17/−1
• sgd.cabal +1/−1

@@ -19,7 +19,6 @@ , module Numeric.SGD.Grad ) where -import Control.Applicative (Applicative) import Control.Monad (forM_) import Control.Monad.ST (ST, runST) import qualified System.Random as R@@ -84,7 +83,7 @@                     -> (Para -> x -> Grad)                     -> Dataset x -> Para -> ST s Para #-} sgdM-    :: (Applicative m, Prim.PrimMonad m)+    :: (Prim.PrimMonad m)     => SgdArgs              -- ^ SGD parameter values     -> (Para -> Int -> m ())    -- ^ Notification run every update     -> (Para -> x -> Grad)  -- ^ Gradient for dataset element

@@ -1,3 +1,5 @@+{-# LANGUAGE CPP #-}+ -- | A gradient is represented by an IntMap from gradient indices -- to values. Elements with no associated values in the gradient -- are assumed to have a 0 value assigned. Such elements are@@ -34,15 +36,28 @@ -- components in the gradient. type Grad = M.IntMap LogSigned +{-# INLINE insertWith #-}+insertWith :: (a -> a -> a) -> M.Key -> a -> M.IntMap a -> M.IntMap a+#if MIN_VERSION_containers(0,4,1)+insertWith = M.insertWith'+#else+insertWith f k x m = case M.lookup k m of+    Just y  ->+        let x' = f x y+        in  x' `seq` M.insert k x' m+    Nothing -> x `seq` M.insert k x m+#endif+ -- | Add normal-domain double to the gradient at the given position. {-# INLINE add #-} add :: Grad -> Int -> Double -> Grad-add grad i y = M.insertWith' (+) i (logSigned y) grad +add grad i y = insertWith (+) i (logSigned y) grad  + -- | Add log-domain, singed number to the gradient at the given position. {-# INLINE addL #-} addL :: Grad -> Int -> LogSigned -> Grad-addL grad i y = M.insertWith' (+) i y grad +addL grad i y = insertWith (+) i y grad   -- | Construct gradient from a list of (index, value) pairs. -- All values from the list are added at respective gradient@@ -78,6 +93,7 @@ -- Experimental version. parUnions :: [Grad] -> Grad parUnions [] = error "parUnions: empty list"+#if MIN_VERSION_containers(0,4,2) parUnions xs = runPar (parUnionsP xs)  -- | Parallel unoins in the Par monad.@@ -94,3 +110,6 @@     split (x:y:rest)  =         let (xs, ys) = split rest         in  (x:xs, y:ys)+#else+parUnions xs = M.unions xs+#endif

@@ -9,9 +9,11 @@ , fromPos , fromNeg , toNorm+, toLogFloat ) where  import qualified Data.Number.LogFloat as L+import Data.Function (on) import Control.Monad.Par (NFData)  instance NFData L.LogFloat@@ -20,8 +22,14 @@ data LogSigned = LogSigned     { pos :: {-# UNPACK #-} !L.LogFloat     -- ^ Positive component     , neg :: {-# UNPACK #-} !L.LogFloat     -- ^ Negative component-    }+    } deriving Show +instance Eq LogSigned where+    (==) = (==) `on` toLogFloat++instance Ord LogSigned where+    compare = compare `on` toLogFloat+ -- All fields are strict and unpacked. instance NFData LogSigned @@ -47,6 +55,14 @@ {-# INLINE toNorm #-} toNorm :: LogSigned -> Double toNorm (LogSigned x y) = L.fromLogFloat x - L.fromLogFloat y++-- | Change the 'LogSigned' to either negative 'Left' 'L.LogFloat'+-- or positive 'Right' 'L.LogFloat'.+toLogFloat :: LogSigned -> Either L.LogFloat L.LogFloat+toLogFloat x = case signum x of+    -1  -> Left  $ neg x - pos x+    1   -> Right $ pos x - neg x+    _   -> Right $ L.logFloat (0 :: Double)  instance Num LogSigned where     LogSigned x y + LogSigned x' y' =

@@ -1,5 +1,5 @@ name:               sgd-version:            0.1.0+version:            0.2.0 synopsis:           Stochastic gradient descent description:     Implementation of a Stochastic Gradient Descent optimization method.