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SMIDASMinimizer.h
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3  * Written (w) 2015 Wu Lin
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31 
32 #ifndef SMIDASMINIMIZER_H
33 #define SMIDASMINIMIZER_H
35 #include <shogun/lib/config.h>
36 namespace shogun
37 {
38 
49 {
50 public:
53 
58 
60  virtual ~SMIDASMinimizer();
61 
66  virtual float64_t minimize();
67 
73  virtual void load_from_context(CMinimizerContext* context)
74  {
76  std::string key="SMIDASMinimizer::m_dual_variable";
79  std::copy(value.vector, value.vector+value.vlen,
81  }
82 
83 protected:
84 
89  virtual void update_context(CMinimizerContext* context)
90  {
93  std::copy(m_dual_variable.vector,
95  value.vector);
96  std::string key="SMIDASMinimizer::m_dual_variable";
97  context->save_data(key, value);
98  }
99 
101  virtual void init_minimization();
102 
105 
106 private:
107  /* Init */
108  void init();
109 };
110 
111 }
112 #endif /* SMIDASMINIMIZER_H */
virtual void save_data(const std::string &key, SGVector< float64_t > value)
The class implements the stochastic mirror descend (SMD) minimizer.
Definition: SMDMinimizer.h:44
The class is used to serialize and deserialize variables for the optimization framework.
The first order stochastic cost function base class.
virtual float64_t minimize()
virtual SGVector< float64_t > get_data_sgvector_float64(const std::string &key)
virtual void update_context(CMinimizerContext *context)
Definition: SMDMinimizer.h:90
index_t vlen
Definition: SGVector.h:494
The class implements the Stochastic MIrror Descent mAde Sparse (SMIDAS) minimizer.
virtual void init_minimization()
virtual void load_from_context(CMinimizerContext *context)
Definition: SMDMinimizer.h:78
virtual void update_context(CMinimizerContext *context)
double float64_t
Definition: common.h:50
virtual void load_from_context(CMinimizerContext *context)
all of classes and functions are contained in the shogun namespace
Definition: class_list.h:18
SGVector< float64_t > m_dual_variable

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