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src
shogun
optimization
SMDMinimizer.h
Go to the documentation of this file.
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/*
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* Copyright (c) The Shogun Machine Learning Toolbox
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* Written (w) 2015 Wu Lin
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* All rights reserved.
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*
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* Redistribution and use in source and binary forms, with or without
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* modification, are permitted provided that the following conditions are met:
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*
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* 1. Redistributions of source code must retain the above copyright notice, this
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* list of conditions and the following disclaimer.
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* 2. Redistributions in binary form must reproduce the above copyright notice,
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* this list of conditions and the following disclaimer in the documentation
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* and/or other materials provided with the distribution.
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*
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* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
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* ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
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* WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
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* DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
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* ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
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* (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
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* LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
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* ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
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* (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
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* SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
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*
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* The views and conclusions contained in the software and documentation are those
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* of the authors and should not be interpreted as representing official policies,
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* either expressed or implied, of the Shogun Development Team.
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*
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*/
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#ifndef SMDMINIMIZER_H
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#define SMDMINIMIZER_H
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#include <
shogun/optimization/FirstOrderStochasticMinimizer.h
>
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#include <
shogun/optimization/MappingFunction.h
>
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#include <
shogun/lib/config.h
>
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namespace
shogun
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{
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class
SMDMinimizer
:
public
FirstOrderStochasticMinimizer
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{
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public
:
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SMDMinimizer
();
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SMDMinimizer
(
FirstOrderStochasticCostFunction
*fun);
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virtual
~SMDMinimizer
();
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virtual
float64_t
minimize
();
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virtual
void
set_mapping_function
(
MappingFunction
* mapping_fun)
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{
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REQUIRE
(mapping_fun,
"mapping/projection function must be set\n"
);
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m_mapping_fun
=mapping_fun;
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}
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virtual
void
load_from_context
(
CMinimizerContext
* context)
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{
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FirstOrderStochasticMinimizer::load_from_context
(context);
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REQUIRE
(
m_mapping_fun
,
"MappingFunction must set\n"
);
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m_mapping_fun
->
load_from_context
(context);
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}
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protected
:
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virtual
void
update_context
(
CMinimizerContext
* context)
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{
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FirstOrderStochasticMinimizer::update_context
(context);
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REQUIRE
(
m_mapping_fun
,
"MappingFunction must set\n"
);
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m_mapping_fun
->
update_context
(context);
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}
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virtual
void
init_minimization
();
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MappingFunction
*
m_mapping_fun
;
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private
:
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/* Init */
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void
init();
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};
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}
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#endif
/* SMDMINIMIZER_H */
shogun::MappingFunction
The base mapping function for mirror descend.
Definition:
MappingFunction.h:41
shogun::MappingFunction::load_from_context
virtual void load_from_context(CMinimizerContext *context)=0
shogun::SMDMinimizer
The class implements the stochastic mirror descend (SMD) minimizer.
Definition:
SMDMinimizer.h:44
shogun::FirstOrderStochasticMinimizer::update_context
virtual void update_context(CMinimizerContext *context)
Definition:
FirstOrderStochasticMinimizer.h:187
shogun::SMDMinimizer::SMDMinimizer
SMDMinimizer()
Definition:
SMDMinimizer.cpp:36
shogun::CMinimizerContext
The class is used to serialize and deserialize variables for the optimization framework.
Definition:
MinimizerContext.h:45
config.h
REQUIRE
#define REQUIRE(x,...)
Definition:
SGIO.h:206
shogun::SMDMinimizer::init_minimization
virtual void init_minimization()
Definition:
SMDMinimizer.cpp:85
shogun::SMDMinimizer::minimize
virtual float64_t minimize()
Definition:
SMDMinimizer.cpp:52
shogun::FirstOrderStochasticCostFunction
The first order stochastic cost function base class.
Definition:
FirstOrderStochasticCostFunction.h:50
shogun::FirstOrderStochasticMinimizer
The base class for stochastic first-order gradient-based minimizers.
Definition:
FirstOrderStochasticMinimizer.h:71
shogun::SMDMinimizer::update_context
virtual void update_context(CMinimizerContext *context)
Definition:
SMDMinimizer.h:90
shogun::SMDMinimizer::m_mapping_fun
MappingFunction * m_mapping_fun
Definition:
SMDMinimizer.h:100
shogun::SMDMinimizer::set_mapping_function
virtual void set_mapping_function(MappingFunction *mapping_fun)
Definition:
SMDMinimizer.h:67
shogun::SMDMinimizer::load_from_context
virtual void load_from_context(CMinimizerContext *context)
Definition:
SMDMinimizer.h:78
float64_t
double float64_t
Definition:
common.h:50
FirstOrderStochasticMinimizer.h
shogun::SMDMinimizer::~SMDMinimizer
virtual ~SMDMinimizer()
Definition:
SMDMinimizer.cpp:42
shogun::MappingFunction::update_context
virtual void update_context(CMinimizerContext *context)=0
MappingFunction.h
shogun
all of classes and functions are contained in the shogun namespace
Definition:
class_list.h:18
shogun::FirstOrderStochasticMinimizer::load_from_context
virtual void load_from_context(CMinimizerContext *context)
Definition:
FirstOrderStochasticMinimizer.h:136
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