ShareBoostOptimizer.h

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/*
 * This program is free software; you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation; either version 3 of the License, or
 * (at your option) any later version.
 *
 * Written (W) 2012 Chiyuan Zhang
 * Copyright (C) 2012 Chiyuan Zhang
 */

#ifndef SHAREBOOSTOPTIMIZER_H__
#define SHAREBOOSTOPTIMIZER_H__

#include <shogun/lib/config.h>

#include <shogun/multiclass/ShareBoost.h>

namespace shogun
{

class ShareBoostOptimizer
{
public:
    ShareBoostOptimizer(CShareBoost *sb, bool verbose=false)
        :m_sb(sb), m_verbose(verbose) { SG_REF(m_sb); }
    ~ShareBoostOptimizer() { SG_UNREF(m_sb); }

    void optimize();
private:
    static float64_t lbfgs_evaluate(void *userdata, const float64_t *W, float64_t *grad, const int32_t n, const float64_t step);

    static int lbfgs_progress(
            void *instance,
            const float64_t *x,
            const float64_t *g,
            const float64_t fx,
            const float64_t xnorm,
            const float64_t gnorm,
            const float64_t step,
            int n,
            int k,
            int ls
            );

    CShareBoost *m_sb;
    bool m_verbose;
};

} /* shogun */

#endif /* end of include guard: SHAREBOOSTOPTIMIZER_H__ */