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AdaptMomentumCorrection.cpp
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1 /*
2  * Copyright (c) The Shogun Machine Learning Toolbox
3  * Written (w) 2015 Wu Lin
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31 
33 #include <shogun/base/Parameter.h>
34 using namespace shogun;
35 
37 {
38  REQUIRE(correction,"MomentumCorrection must not NULL\n");
39  REQUIRE(correction != this, "MomentumCorrection can not be itself\n");
41  m_momentum_correction=correction;
42 }
43 
45 {
47 };
48 
50 {
51  REQUIRE(m_momentum_correction,"MomentumCorrection must set\n");
53 }
54 
56 {
57  REQUIRE(m_momentum_correction,"MomentumCorrection must set\n");
59 }
60 
62 {
63  REQUIRE(m_momentum_correction,"MomentumCorrection must set\n");
65 }
66 
68  index_t idx)
69 {
70  REQUIRE(m_momentum_correction,"MomentumCorrection must set\n");
71  REQUIRE(m_adapt_rate>0 && m_adapt_rate<1.0,"adaptive rate is invalid\n");
73  REQUIRE(idx>=0 && idx<len,
74  "The index (%d) is invalid\n", idx);
75  if(m_descend_rate.vlen==0)
76  {
79  }
80  float64_t rate=m_descend_rate[idx];
82  DescendPair pair=m_momentum_correction->get_corrected_descend_direction(rate*negative_descend_direction, idx);
84  if(pre*cur>0.0)
85  rate*=(1.0+m_adapt_rate);
86  else
87  {
88  if(pre*cur==0.0 && (cur>0.0 || pre>0.0))
89  rate*=(1.0+m_adapt_rate);
90  else
91  rate*=(1.0-m_adapt_rate);
92  }
93  if(rate<m_rate_min)
94  rate=m_rate_min;
95  if(rate>m_rate_max)
96  rate=m_rate_max;
97  m_descend_rate[idx]=rate;
98  return pair;
99  }
100 
101 
103  float64_t rate_min, float64_t rate_max)
104 {
105  REQUIRE(adapt_rate>0.0 && adapt_rate<1.0, "Adaptive rate (%f) must in (0,1)\n", adapt_rate);
106  REQUIRE(rate_min>=0, "Minimum speedup rate (%f) must be non-negative\n", rate_min);
107  REQUIRE(rate_max>rate_min, "Maximum speedup rate (%f) must greater than minimum speedup rate (%f)\n",
108  rate_max, rate_min);
109  m_adapt_rate=adapt_rate;
110  m_rate_min=rate_min;
111  m_rate_max=rate_max;
112 }
113 
115 {
116  REQUIRE(init_descend_rate>0,"Init speedup rate (%f) must be positive\n", init_descend_rate);
117  m_init_descend_rate=init_descend_rate;
118 }
119 
120 
121 void AdaptMomentumCorrection::init()
122 {
125  m_adapt_rate=0;
126  m_rate_min=0;
129 
130  SG_ADD(&m_adapt_rate, "AdaptMomentumCorrection__m_adapt_rate",
131  "m_adapt_rate in AdaptMomentumCorrection", MS_NOT_AVAILABLE);
132  SG_ADD(&m_rate_min, "AdaptMomentumCorrection__m_rate_min",
133  "m_rate_min in AdaptMomentumCorrection", MS_NOT_AVAILABLE);
134  SG_ADD(&m_rate_max, "AdaptMomentumCorrection__m_rate_max",
135  "m_rate_max in AdaptMomentumCorrection", MS_NOT_AVAILABLE);
136  SG_ADD(&m_init_descend_rate, "AdaptMomentumCorrection__m_init_descend_rate",
137  "m_init_descend_rate in AdaptMomentumCorrection", MS_NOT_AVAILABLE);
138  SG_ADD(&m_descend_rate, "AdaptMomentumCorrection__m_descend_rate",
139  "m_descend_rate in AdaptMomentumCorrection", MS_NOT_AVAILABLE);
140  SG_ADD((CSGObject **)&m_momentum_correction, "AdaptMomentumCorrection__m_momentum_correction",
141  "m_momentum_correction in AdaptMomentumCorrection", MS_NOT_AVAILABLE);
142 }
virtual DescendPair get_corrected_descend_direction(float64_t negative_descend_direction, index_t idx)
virtual void initialize_previous_direction(index_t len)
virtual void set_adapt_rate(float64_t adapt_rate, float64_t rate_min=0.0, float64_t rate_max=CMath::INFTY)
int32_t index_t
Definition: common.h:62
virtual float64_t get_length_previous_descend_direction()
static const float64_t INFTY
infinity
Definition: Math.h:2048
virtual void set_momentum_correction(MomentumCorrection *correction)
#define REQUIRE(x,...)
Definition: SGIO.h:206
virtual void set_init_descend_rate(float64_t init_descend_rate)
#define SG_REF(x)
Definition: SGObject.h:54
index_t vlen
Definition: SGVector.h:494
virtual float64_t get_previous_descend_direction(index_t idx)
Class SGObject is the base class of all shogun objects.
Definition: SGObject.h:115
double float64_t
Definition: common.h:50
virtual void initialize_previous_direction(index_t len)
#define SG_UNREF(x)
Definition: SGObject.h:55
all of classes and functions are contained in the shogun namespace
Definition: class_list.h:18
This is a base class for momentum correction methods.
#define SG_ADD(...)
Definition: SGObject.h:84
virtual void set_correction_weight(float64_t weight)
virtual void set_correction_weight(float64_t weight)
virtual DescendPair get_corrected_descend_direction(float64_t negative_descend_direction, index_t idx)=0
void set_const(T const_elem)
Definition: SGVector.cpp:150

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