GradientModelSelection.h

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/*
 * This program is free software; you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation; either version 3 of the License, or
 * (at your option) any later version.
 *
 * Copyright (C) 2012 Jacob Walker
 */

#ifndef CGRADIENTMODELSELECTION_H_
#define CGRADIENTMODELSELECTION_H_

#include <shogun/modelselection/ParameterCombination.h>
#include <shogun/modelselection/ModelSelection.h>
#include <shogun/base/DynArray.h>
#include <shogun/evaluation/GradientResult.h>


namespace shogun
{

class CGradientModelSelection: public CModelSelection
{

public:

    CGradientModelSelection(CModelSelectionParameters* model_parameters,
            CMachineEvaluation* machine_eval);

    CGradientModelSelection();

    virtual ~CGradientModelSelection();

    virtual CParameterCombination* select_model(bool print_state=false);

    virtual const char* get_name() const {return "GradientModelSelection";}

    void set_max_evaluations(int m) {m_max_evaluations = m;}

    int get_max_evaluations() {return m_max_evaluations;}

    void set_grad_tolerance(float64_t t) {m_grad_tolerance = t;}

    float64_t get_grad_tolerance() {return m_grad_tolerance;}

private:

    static double nlopt_function(unsigned n, const double *x, double *grad,
            void *func_data);

    void test_gradients();

    void init();

protected:

    struct nlopt_package
    {
        shogun::CMachineEvaluation* m_machine_eval;

        shogun::CParameterCombination* m_current_combination;

        bool print_state;
    };

    int m_max_evaluations;

    float64_t m_grad_tolerance;

    CParameterCombination* m_current_combination;

};

}

#endif /* CGRADIENTMODELSELECTION_H_ */