65 "The length (%d) of dual variable must match the length (%d) of variable\n",
69 REQUIRE(penalty_type,
"For now only L1Penalty is supported. Please use the penalty for this minimizer\n");
72 REQUIRE(fun,
"the cost function must be a stochastic cost function\n");
91 void SMIDASMinimizer::init()
108 SG_SWARNING(
"There is not theoretical guarantee when Descend Correction is enabled\n");
112 if(!gradient_updater)
114 SG_SWARNING(
"There is not theoretical guarantee when this updater is used\n");
119 SG_SWARNING(
"There is not theoretical guarantee when this updater is used\n");
virtual SGVector< float64_t > get_gradient()=0
The class implements the stochastic mirror descend (SMD) minimizer.
DescendUpdater * m_gradient_updater
virtual void update_variable(SGVector< float64_t > variable, SGVector< float64_t > dual_variable)=0
The is the base class for L1 penalty/regularization within the FirstOrderMinimizer framework...
float64_t m_penalty_weight
virtual void begin_sample()=0
FirstOrderCostFunction * m_fun
virtual void init_minimization()
virtual void update_variable(SGVector< float64_t > variable_reference, SGVector< float64_t > negative_descend_direction, float64_t learning_rate)=0
The first order stochastic cost function base class.
virtual float64_t minimize()
virtual ~SMIDASMinimizer()
MappingFunction * m_mapping_fun
virtual void init_minimization()
LearningRate * m_learning_rate
virtual SGVector< float64_t > get_dual_variable(SGVector< float64_t > variable)=0
virtual float64_t get_penalty(SGVector< float64_t > var)
virtual float64_t get_cost()=0
virtual void update_variable_for_proximity(SGVector< float64_t > variable, float64_t proximal_weight)
The class implements the gradient descend method.
all of classes and functions are contained in the shogun namespace
SGVector< float64_t > m_dual_variable
virtual bool next_sample()=0
This is a base class for descend update with descend based correction.
virtual bool enables_descend_correction()
virtual float64_t get_learning_rate(int32_t iter_counter)=0
virtual SGVector< float64_t > obtain_variable_reference()=0