InverseScalingLearningRate.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
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 */

#ifndef INVERSESCALINGLEARNINGRATE_H
#define INVERSESCALINGLEARNINGRATE_H

#include <shogun/optimization/LearningRate.h>
#include <shogun/mathematics/Math.h>

namespace shogun
{
class InverseScalingLearningRate: public LearningRate
{
public:
    /*  Constructor */
    InverseScalingLearningRate():LearningRate() { init(); }

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

    virtual float64_t get_learning_rate(int32_t iter_counter)
    {
        REQUIRE(iter_counter,"Iter_counter (%d) must be positive\n", iter_counter);
        return m_initial_learning_rate/CMath::pow(m_intercept+m_slope*iter_counter,m_exponent);
    }

    virtual void set_initial_learning_rate(float64_t initial_learning_rate)
    {
        REQUIRE(initial_learning_rate>0.0, "Initial learning rate (%f) should be positive\n",
            initial_learning_rate);
        m_initial_learning_rate=initial_learning_rate;
    }

    virtual void set_exponent(float64_t exponent)
    {
        REQUIRE(exponent>0.0, "Exponent (%f) should be positive\n", exponent);
        m_exponent=exponent;
    }

    virtual void set_slope(float64_t slope)
    {
        REQUIRE(slope>0.0,"Slope (%f) should be positive\n", slope);
        m_slope=slope;
    }

    virtual void set_intercept(float64_t intercept)
    {
        REQUIRE(intercept>=0, "Intercept (%f) should be non-negative\n",
            intercept);
        m_intercept=intercept;
    }

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

    virtual void load_from_context(CMinimizerContext* context)
    {
        REQUIRE(context, "Context must set\n");
    }
protected:
    float64_t m_exponent;
    float64_t m_slope;
    float64_t m_intercept;
    float64_t m_initial_learning_rate;
private:
    void init()
    {
        m_exponent=0.5;
        m_initial_learning_rate=1.0;
        m_intercept=0.0;
        m_slope=1.0;
    }
};

}

#endif