FirstOrderMinimizer.h

Go to the documentation of this file.

/*
 * 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.
 *
 * The views and conclusions contained in the software and documentation are those
 * of the authors and should not be interpreted as representing official policies,
 * either expressed or implied, of the Shogun Development Team.
 *
 */

#ifndef FIRSTORDERMINIMIZER_H
#define FIRSTORDERMINIMIZER_H
#include <shogun/optimization/FirstOrderCostFunction.h>
#include <shogun/optimization/Minimizer.h>
#include <shogun/optimization/Penalty.h>
namespace shogun
{

class FirstOrderMinimizer: public Minimizer
{
public: 
    FirstOrderMinimizer():Minimizer()
    {
        init();
    }

    FirstOrderMinimizer(FirstOrderCostFunction *fun)
    {
        init();
        set_cost_function(fun);
    }

    virtual const char* get_name() const { return "FirstOrderMinimizer"; }

    virtual ~FirstOrderMinimizer();

    virtual bool supports_batch_update() const=0;

    virtual void set_cost_function(FirstOrderCostFunction *fun);

    virtual void unset_cost_function(bool is_unref=true)
    {
        if(is_unref)
        {
            SG_UNREF(m_fun);
        }
        m_fun=NULL;
    }

    virtual void set_penalty_weight(float64_t penalty_weight);

    virtual void set_penalty_type(Penalty* penalty_type);

protected:
    virtual float64_t get_penalty(SGVector<float64_t> var);

    virtual void update_gradient(SGVector<float64_t> gradient, SGVector<float64_t> var);

    FirstOrderCostFunction *m_fun;

    Penalty* m_penalty_type;

    float64_t m_penalty_weight;

private:
    void init();
};

}
#endif