NesterovMomentumCorrection.h

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/*
 * Copyright (c) The Shogun Machine Learning Toolbox
 * Written (w) 2015 Wu Lin
 * All rights reserved.
 *
 * Redistribution and use in source and binary forms, with or without
 * modification, are permitted provided that the following conditions are met:
 *
 * 1. Redistributions of source code must retain the above copyright notice, this
 *    list of conditions and the following disclaimer.
 * 2. Redistributions in binary form must reproduce the above copyright notice,
 *    this list of conditions and the following disclaimer in the documentation
 *    and/or other materials provided with the distribution.
 *
 * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
 * ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
 * WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
 * DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
 * ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
 * (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
 * LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
 * ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
 * (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
 * SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
 *
 * The views and conclusions contained in the software and documentation are those
 * of the authors and should not be interpreted as representing official policies,
 * either expressed or implied, of the Shogun Development Team.
 *
 */

#ifndef NESTEROVMOMENTUMCORRECTION_H
#define NESTEROVMOMENTUMCORRECTION_H
#include <shogun/lib/config.h>
#include <shogun/optimization/MomentumCorrection.h>
namespace shogun
{
class NesterovMomentumCorrection: public MomentumCorrection
{
public:
    /*  Constructor */
    NesterovMomentumCorrection()
        :MomentumCorrection()
    {
        init();
    }

    /*  Destructor */
    virtual ~NesterovMomentumCorrection() {}

    virtual DescendPair get_corrected_descend_direction(float64_t negative_descend_direction,
        index_t idx)
    {
        REQUIRE(idx>=0 && idx<m_previous_descend_direction.vlen,"The index (%d) is invalid\n", idx);
        float64_t tmp=m_weight*m_previous_descend_direction[idx];
        m_previous_descend_direction[idx]=tmp-negative_descend_direction;
        DescendPair pair;
        pair.delta=m_previous_descend_direction[idx];
        pair.descend_direction=(1.0+m_weight)*pair.delta-tmp;
        return pair;
    }
private:
    /*  Init */
    void init() { m_weight=0.9; }
};

}
#endif