jens
7b34529b24
git-svn-id: http://moon:8086/svn/matlab/trunk@91 801c6759-fa7c-4059-a304-17956f83a07c
21 lines
417 B
Matlab
21 lines
417 B
Matlab
function [m] = LogisticHv(v,w,X,y)
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% v(feature,1) - vector that we will apply diagonal preconditioner to
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% w(feature,1)
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% X(instance,feature)
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% y(instance,1)
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sig = 1./(1+exp(-y.*(X*w)));
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% Compute diagonals of Hessian
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sig = sig.*(1-sig);
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for i = 1:length(w)
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h(i,1) = (sig.*X(:,i))'*X(:,i);
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end
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% Apply preconditioner
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m = v./h;
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% Exact preconditioner
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%H = X'*diag(sig.*(1-sig))*X;
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%m = H\v;
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