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.
 *
 * Written (W) 2013 Roman Votyakov
 * Copyright (C) 2012 Jacob Walker
 */

#ifndef CGRADIENTMODELSELECTION_H_
#define CGRADIENTMODELSELECTION_H_

#include <shogun/lib/config.h>

#ifdef HAVE_NLOPT

#include <shogun/modelselection/ModelSelection.h>
#include <shogun/modelselection/ParameterCombination.h>

namespace shogun
{

class CGradientModelSelection : public CModelSelection
{
public:
    CGradientModelSelection();

    CGradientModelSelection(CMachineEvaluation* machine_eval,
            CModelSelectionParameters* model_parameters=NULL);

    virtual ~CGradientModelSelection();

    virtual CParameterCombination* select_model(bool print_state=false);

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

    void set_max_evaluations(uint32_t max_evaluations)
    {
        m_max_evaluations=max_evaluations;
    }

    uint32_t get_max_evaluations() const { return m_max_evaluations; }

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

    float64_t get_grad_tolerance() const { return m_grad_tolerance; }

private:
    void init();

protected:
    uint32_t m_max_evaluations;

    float64_t m_grad_tolerance;
};
}
#endif /* HAVE_NLOPT */
#endif /* CGRADIENTMODELSELECTION_H_ */