NesterovMomentumCorrection.cpp

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/*
 * 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:
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 * 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
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 *
 * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
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#include <shogun/optimization/NesterovMomentumCorrection.h>

using namespace shogun;

DescendPair NesterovMomentumCorrection::get_corrected_descend_direction(float64_t negative_descend_direction,
    index_t idx)
{
    REQUIRE(idx>=0 && idx<m_previous_descend_direction.vlen,"The index (%d) is invalid\n", idx);
    float64_t tmp=m_weight*m_previous_descend_direction[idx];
    m_previous_descend_direction[idx]=tmp-negative_descend_direction;
    DescendPair pair;
    pair.delta=m_previous_descend_direction[idx];
    pair.descend_direction=(1.0+m_weight)*pair.delta-tmp;
    return pair;
}

void NesterovMomentumCorrection::init()
{
    m_weight=0.9;
}