MomentumCorrection.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
 * SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
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 */

#ifndef MOMEMTUMCORRECTION_H
#define MOMEMTUMCORRECTION_H
#include <shogun/lib/config.h>
#include <shogun/lib/SGVector.h>
#include <shogun/optimization/MinimizerContext.h>
#include <shogun/optimization/DescendCorrection.h>
namespace shogun
{
class MomentumCorrection: public DescendCorrection
{
public:

    /*  Constructor */
    MomentumCorrection()
        :DescendCorrection()
    {
        init();
    }

    /*  Destructor */
    virtual ~MomentumCorrection() {};

    virtual bool is_initialized()
    {
        return m_previous_descend_direction.vlen>0;
    }

    virtual void initialize_previous_direction(index_t len)
    {
        REQUIRE(len>0, "The length (%d) must be positive\n", len);
        m_previous_descend_direction=SGVector<float64_t>(len);
        m_previous_descend_direction.set_const(0.0);
    }

    virtual DescendPair get_corrected_descend_direction(float64_t negative_descend_direction,
        index_t idx)=0;

    virtual void update_context(CMinimizerContext* context)
    {
        REQUIRE(context, "context must set\n");
        SGVector<float64_t> value(m_previous_descend_direction.vlen);
        std::copy(m_previous_descend_direction.vector,
            m_previous_descend_direction.vector+m_previous_descend_direction.vlen,
            value.vector);
        std::string key="MomentumCorrection::m_previous_descend_direction";
        context->save_data(key, value);
    }

    virtual void load_from_context(CMinimizerContext* context)
    {
        REQUIRE(context, "context must set\n");
        std::string key="MomentumCorrection::m_previous_descend_direction";
        SGVector<float64_t> value=context->get_data_sgvector_float64(key);
        m_previous_descend_direction=SGVector<float64_t>(value.vlen);
        std::copy(value.vector, value.vector+value.vlen,
            m_previous_descend_direction.vector);
    }

    virtual float64_t get_previous_descend_direction(index_t idx)
    {
        REQUIRE(idx>=0 && idx<m_previous_descend_direction.vlen,
            "Index (%d) is invalid\n", idx);
        return m_previous_descend_direction[idx];
    }

    virtual float64_t get_length_previous_descend_direction()
    {
        return m_previous_descend_direction.vlen;
    }
protected:
    SGVector<float64_t> m_previous_descend_direction;

private:
    /* Init */
    void init()
    {
        m_previous_descend_direction=SGVector<float64_t>();
    }
};

}
#endif