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src
shogun
optimization
SMIDASMinimizer.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 SMIDASMINIMIZER_H
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#define SMIDASMINIMIZER_H
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#include <
shogun/optimization/SMDMinimizer.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
SMIDASMinimizer
:
public
SMDMinimizer
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{
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public
:
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SMIDASMinimizer
();
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SMIDASMinimizer
(
FirstOrderStochasticCostFunction
*fun);
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virtual
~SMIDASMinimizer
();
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virtual
float64_t
minimize
();
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virtual
void
load_from_context
(
CMinimizerContext
* context)
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{
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SMDMinimizer::load_from_context
(context);
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std::string key=
"SMIDASMinimizer::m_dual_variable"
;
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SGVector<float64_t>
value=context->
get_data_sgvector_float64
(key);
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m_dual_variable
=
SGVector<float64_t>
(value.
vlen
);
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std::copy(value.
vector
, value.
vector
+value.
vlen
,
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m_dual_variable
.
vector
);
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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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SMDMinimizer::update_context
(context);
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SGVector<float64_t>
value(
m_dual_variable
.
vlen
);
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std::copy(
m_dual_variable
.
vector
,
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m_dual_variable
.
vector
+
m_dual_variable
.
vlen
,
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value.
vector
);
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std::string key=
"SMIDASMinimizer::m_dual_variable"
;
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context->
save_data
(key, value);
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}
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virtual
void
init_minimization
();
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SGVector<float64_t>
m_dual_variable
;
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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
/* SMIDASMINIMIZER_H */
shogun::CMinimizerContext::save_data
virtual void save_data(const std::string &key, SGVector< float64_t > value)
Definition:
MinimizerContext.h:74
shogun::SMDMinimizer
The class implements the stochastic mirror descend (SMD) minimizer.
Definition:
SMDMinimizer.h:44
shogun::CMinimizerContext
The class is used to serialize and deserialize variables for the optimization framework.
Definition:
MinimizerContext.h:45
config.h
shogun::FirstOrderStochasticCostFunction
The first order stochastic cost function base class.
Definition:
FirstOrderStochasticCostFunction.h:50
shogun::SMIDASMinimizer::minimize
virtual float64_t minimize()
Definition:
SMIDASMinimizer.cpp:53
shogun::CMinimizerContext::get_data_sgvector_float64
virtual SGVector< float64_t > get_data_sgvector_float64(const std::string &key)
Definition:
MinimizerContext.h:113
shogun::SMDMinimizer::update_context
virtual void update_context(CMinimizerContext *context)
Definition:
SMDMinimizer.h:90
shogun::SGVector::vlen
index_t vlen
Definition:
SGVector.h:494
shogun::SGVector::vector
T * vector
Definition:
SGVector.h:492
shogun::SMIDASMinimizer::~SMIDASMinimizer
virtual ~SMIDASMinimizer()
Definition:
SMIDASMinimizer.cpp:43
shogun::SMIDASMinimizer
The class implements the Stochastic MIrror Descent mAde Sparse (SMIDAS) minimizer.
Definition:
SMIDASMinimizer.h:48
shogun::SMIDASMinimizer::init_minimization
virtual void init_minimization()
Definition:
SMIDASMinimizer.cpp:95
shogun::SMDMinimizer::load_from_context
virtual void load_from_context(CMinimizerContext *context)
Definition:
SMDMinimizer.h:78
shogun::SGVector< float64_t >
shogun::SMIDASMinimizer::update_context
virtual void update_context(CMinimizerContext *context)
Definition:
SMIDASMinimizer.h:89
float64_t
double float64_t
Definition:
common.h:50
SMDMinimizer.h
shogun::SMIDASMinimizer::load_from_context
virtual void load_from_context(CMinimizerContext *context)
Definition:
SMIDASMinimizer.h:73
shogun
all of classes and functions are contained in the shogun namespace
Definition:
class_list.h:18
shogun::SMIDASMinimizer::m_dual_variable
SGVector< float64_t > m_dual_variable
Definition:
SMIDASMinimizer.h:104
shogun::SMIDASMinimizer::SMIDASMinimizer
SMIDASMinimizer()
Definition:
SMIDASMinimizer.cpp:37
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