Class: AROW::Model

Inherits:
Object
  • Object
show all
Defined in:
lib/arow.rb

Instance Method Summary collapse

Constructor Details

#initialize(num_features, r = 0.1) ⇒ Model

Returns a new instance of Model.



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# File 'lib/arow.rb', line 5

def initialize(num_features, r = 0.1)
  @num_features = num_features
  @r = r

  @means = Array.new(num_features, 0.0)
  @covariances = Array.new(num_features, 1.0)
end

Instance Method Details

#margin(features) ⇒ Object 



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# File 'lib/arow.rb', line 13

def margin(features)
  result = 0.0

  features.each do |index, value|
    result += @means[index] * value
  end

  return result
end

#predict(features) ⇒ Object 



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# File 'lib/arow.rb', line 23

def predict(features)
  return margin(features) > 0
end

#update(features, label) ⇒ Object 



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# File 'lib/arow.rb', line 27

def update(features, label)
  margin = margin(features)
  label_value = label ? 1 : -1;

  return false if label_value * margin >= 1

  confidence = 0.0
  features.each do |index, value|
    confidence += @covariances[index] * value * value
  end

  beta = 1.0 / (confidence + @r)
  alpha = label_value * (1.0 - label_value * margin) * beta

  features.each do |index, value|
    v = @covariances[index] * value
    @means[index] += alpha * v
    @covariances[index] -= beta * v * v
  end

  return true
end