Detailed Description

This is a base class for descend update.

The class give the interface used in descend-based minimizer.

Given a target variable, \(w\), and its negative descend direction \(g\), the class will update \(w\) based on \(g\) (eg, subtracting \(g\))

Note that an example of \(g\) is to simply use the gradient wrt \(w\).

Definition at line 49 of file DescendUpdater.h.

Inheritance diagram for DescendUpdater:

Public Member Functions
virtual void	update_variable (SGVector< float64_t > variable_reference, SGVector< float64_t > negative_descend_direction, float64_t learning_rate)=0

virtual void	update_context (CMinimizerContext *context)=0

virtual void	load_from_context (CMinimizerContext *context)=0

Member Function Documentation

virtual void load_from_context ( CMinimizerContext * context )

pure virtual

Load the given context object to restore mutable variables

Parameters

context a context object

virtual void update_context ( CMinimizerContext * context )

pure virtual

Update a context object to store mutable variables used in descend update

Parameters

context a context object

virtual void update_variable	(	SGVector< float64_t >	variable_reference,
		SGVector< float64_t >	negative_descend_direction,
		float64_t	learning_rate
	)

pure virtual

Update the target variable based on the given negative descend direction

Note that this method will update the target variable in place. This method will be called by FirstOrderMinimizer::minimize()

Parameters

variable_reference	a reference of the target variable
negative_descend_direction	the negative descend direction given the current value
learning_rate	learning rate

The documentation for this class was generated from the following file: