DescendUpdaterWithCorrection.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
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 * (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
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#ifndef DESCENDUPDATERWITHCORRECTION_H
#define DESCENDUPDATERWITHCORRECTION_H
#include <shogun/lib/config.h>
#include <shogun/optimization/DescendUpdater.h>
#include <shogun/optimization/MomentumCorrection.h>

namespace shogun
{
class DescendUpdaterWithCorrection: public DescendUpdater
{
public:
    /*  Destructor */
    virtual ~DescendUpdaterWithCorrection() {};

    virtual void update_variable(SGVector<float64_t> variable_reference,
        SGVector<float64_t> raw_negative_descend_direction, float64_t learning_rate)
    {
        REQUIRE(variable_reference.vlen>0,"variable_reference must set\n");
        REQUIRE(variable_reference.vlen==raw_negative_descend_direction.vlen,
            "The length of variable_reference (%d) and the length of gradient (%d) do not match\n",
            variable_reference.vlen,raw_negative_descend_direction.vlen);

        if(m_correction)
        {
            MomentumCorrection* momentum_correction=dynamic_cast<MomentumCorrection *>(m_correction);
            if(momentum_correction)
            {
                if(!momentum_correction->is_initialized())
                    momentum_correction->initialize_previous_direction(variable_reference.vlen);
            }
        }

        for(index_t idx=0; idx<variable_reference.vlen; idx++)
        {
            float64_t negative_descend_direction=get_negative_descend_direction(
                variable_reference[idx], raw_negative_descend_direction[idx], idx, learning_rate);
            if(m_correction)
            {
                DescendPair pair=m_correction->get_corrected_descend_direction(
                    negative_descend_direction, idx);
                variable_reference[idx]+=pair.descend_direction;
            }
            else
            {
                variable_reference[idx]-=negative_descend_direction;
            }
        }
    }

    virtual void update_context(CMinimizerContext* context)
    {
        REQUIRE(context, "Context must set\n");
        if(m_correction)
            m_correction->update_context(context);
    }

    virtual void load_from_context(CMinimizerContext* context)
    {
        REQUIRE(context, "Context must set\n");
        if(m_correction)
            m_correction->load_from_context(context);
    }

    virtual void set_descend_correction(DescendCorrection* correction)
    {
        if(correction)
            m_correction=correction;
    }

    virtual bool enables_descend_correction()
    {
        return m_correction!=NULL;
    }
protected:
    virtual float64_t get_negative_descend_direction(float64_t variable,
        float64_t raw_negative_descend_direction, index_t idx, float64_t learning_rate)=0;

    DescendCorrection* m_correction;

private:
    void init()
    {
        m_correction=NULL;
    }
};

}
#endif