32 #ifndef SVRGMINIMIZER_H
33 #define SVRGMINIMIZER_H
71 virtual const char*
get_name()
const {
return "SVRGMinimizer"; }
82 REQUIRE(sgd_passes>=0,
"The number (%d) to go through data using SGD update must be positive\n",
85 "SVRG update is not actived because the total number (%d) to go through data",
86 " is less than the number (%d) to go through data using SGD\n",
105 REQUIRE(interval>0,
"Interval (%d) must be positive\n", interval);
The class is about a stochastic cost function for stochastic average minimizers.
virtual float64_t minimize()
virtual void set_average_update_interval(int32_t interval)
The base class for stochastic first-order gradient-based minimizers.
virtual void init_minimization()
SGVector< float64_t > m_previous_variable
SGVector< float64_t > m_average_gradient
virtual const char * get_name() const
all of classes and functions are contained in the shogun namespace
virtual void set_sgd_number_passes(int32_t sgd_passes)
The class implements the stochastic variance reduced gradient (SVRG) minimizer.