Cosine tracker for treeagent

code.go

// cosineTracker is a splitTracker for CosineAlgorithm.
type cosineTracker struct {
	mseTracker
}

func (c *cosineTracker) Quality() float64 {
	sums := []smallVec{c.sumTracker.leftSum, c.sumTracker.rightSum}
	sqSums := []float64{c.leftSquares, c.rightSquares}
	counts := []float64{float64(c.leftCount), float64(c.rightCount)}

	// This is a closed form solution for cos(theta), where
	// theta is the angle between the actual gradient and
	// the approximated gradient.
	//
	// See https://gist.github.com/unixpickle/e002210247344aaa025a0601bf355bd8.

	leftDot := sums[0].Dot(sums[0])
	rightDot := sums[1].Dot(sums[1])
	numerator := leftDot/counts[0] + rightDot/counts[1]
	denomSq := sqSums[0] + sqSums[1]
	denomSq *= leftDot/counts[0] + rightDot/counts[1]
	denom := math.Sqrt(denomSq)
	if denom == 0 {
		return math.Inf(-1)
	}
	return numerator / denom
}