Math.Statistics.Dirichlet.Options

Documentation

type TrainingVector = Vector Double

A vector used for deriving the parameters of a Dirichlet density or mixture.

type TrainingVectors = Vector TrainingVector

A vector of training vectors. This is the only vector that is not unboxed (for obvious reasons).

newtype StepSize

Usually denoted by lowercase greek letter eta (η), size of each step in the gradient. Should be greater than zero and much less than one.

Constructors

Step Double

type Delta = Double

Maximum difference between costs to consider that the process converged.

data Predicate

Predicate specifying when the training should be over.

Constructors

Pred

Fields

maxIter :: !Int

Maximum number of iterations.

minDelta :: !Delta

Minimum delta to continue iterating. This is invariant of deltaSteps, which means that if deltaSteps is 2 then minDelta will be considered twice bigger to account for the different deltaSteps.

deltaSteps :: !Int

How many estimation steps should be done before recalculating the delta. If deltaSteps is 1 then it will be recalculated on every step.

maxWeightIter :: !Int

Maximum number of iterations on each weight step.

jumpDelta :: !Delta

Used only when calculating mixtures. When the delta drops below this cutoff the computation changes from estimating the alphas to estimatating the weights and vice-versa. Should be greater than minDelta.

Instances

Eq Predicate

Read Predicate

Show Predicate

data Reason

Reason why the derivation was over.

Constructors

Delta

The difference between applications of the cost function dropped below the minimum delta. In other words, it coverged.

MaxIter

The maximum number of iterations was reached while the delta was still greater than the minimum delta.

CG Result

CG_DESCENT returned this result, which brought the derivation process to a halt.

Instances

Eq Reason

Read Reason

Show Reason

data Result a

Result of a deriviation.

Constructors

Result

Fields

reason :: !Reason

Reason why the derivation was over.

iters :: !Int

Number of iterations spent.

lastDelta :: !Delta

Last difference between costs.

lastCost :: !Double

Last cost (i.e. the cost of the result).

result :: !a

Result obtained.

Instances

Eq a => Eq (Result a)

Read a => Read (Result a)

Show a => Show (Result a)

NFData a => NFData (Result a)