An optimizer that optimizes general objective functions. More...
#include <shark/Algorithms/AbstractOptimizer.h>
Inheritance diagram for shark::AbstractOptimizer< SearchSpaceT, ResultT, SetT >:
Collaboration diagram for shark::AbstractOptimizer< SearchSpaceT, ResultT, SetT >:
Public Types | |
| enum | Feature { REQUIRES_VALUE = 1, REQUIRES_FIRST_DERIVATIVE = 2, REQUIRES_SECOND_DERIVATIVE = 4, CAN_SOLVE_CONSTRAINED = 8, REQUIRES_CLOSEST_FEASIBLE = 16 } |
| Models features that the optimizer requires from the objective function. More... | |
| typedef SearchSpaceT | SearchSpaceType |
| typedef SearchSpaceType::PointType | SearchPointType |
| typedef ResultT | ResultType |
| typedef SetT | SolutionSetType |
| typedef AbstractObjectiveFunction < SearchSpaceType, ResultType > | ObjectiveFunctionType |
| typedef TypedFlags< Feature > | Features |
| typedef TypedFeatureNotAvailableException < Feature > | FeatureNotAvailableException |
Public Member Functions | |
| const Features & | features () const |
| virtual void | updateFeatures () |
| bool | requiresValue () const |
| bool | requiresFirstDerivative () const |
| bool | requiresSecondDerivative () const |
| bool | canSolveConstrained () const |
| bool | requiresClosestFeasible () const |
| virtual | ~AbstractOptimizer () |
| Empty virtual d'tor. More... | |
| virtual void | init (ObjectiveFunctionType const &function)=0 |
| Initialize the optimizer for the supplied objective function. More... | |
| virtual void | step (ObjectiveFunctionType const &function)=0 |
| Carry out one step of the optimizer for the supplied objective function. More... | |
| virtual SolutionSetType const & | solution () const =0 |
| Accesses the best solution obtained so far. More... | |
| Public Member Functions inherited from shark::IConfigurable | |
| virtual | ~IConfigurable () |
| Virtual d'tor. More... | |
| virtual void | configure (const PropertyTree &node) |
| Configures the component given a property tree. More... | |
| Public Member Functions inherited from shark::INameable | |
| virtual | ~INameable () |
| virtual std::string | name () const |
| returns the name of the object More... | |
| Public Member Functions inherited from shark::ISerializable | |
| virtual | ~ISerializable () |
| Virtual d'tor. More... | |
| virtual void | read (InArchive &archive) |
| Read the component from the supplied archive. More... | |
| virtual void | write (OutArchive &archive) const |
| Write the component to the supplied archive. More... | |
| void | load (InArchive &archive, unsigned int version) |
| Versioned loading of components, calls read(...). More... | |
| void | save (OutArchive &archive, unsigned int version) const |
| Versioned storing of components, calls write(...). More... | |
| BOOST_SERIALIZATION_SPLIT_MEMBER () | |
Protected Member Functions | |
| void | checkFeatures (const ObjectiveFunctionType &objectiveFunction) |
| Convenience function that checks whether the features of the supplied objective function match with the required features of the optimizer. More... | |
Protected Attributes | |
| Features | m_features |
Detailed Description
template<typename SearchSpaceT, typename ResultT, typename SetT>
class shark::AbstractOptimizer< SearchSpaceT, ResultT, SetT >
An optimizer that optimizes general objective functions.
After construction and configurationg the optimizer, init() is called with the objective function to be used. After that step() can be called until the required solution is found. The solution can be queried using solution(). The type of the solution depends on the optimisation problem at hand. It is allowed to add constrains on the features the objective function needs to offer
These are:
- REQUIRES_VALUE: The function is evaluated to use the optimizer and the HAS_VALUE-flag must be set
- REQUIRES_FIRST_DERIVATIVE: The first derivative needs to be evaluated and
- HAS_FIRST_DERIVATIVE must be set
- REQUIRES_SECOND_DERIVATIVE: The second derivative needs to be evaluated and
- HAS_SECOND_DERIVATIVE must be set
- CAN_SOLVE_CONSTRAINED: The optimizer can solve functions which are constrained and where the IS_CONSTRAINED_FEATURE is set.
- REQUIRES_CLOSEST_FEASIBLE: If the function is constrained, it must offer a way to construct the closest feasible point and
- CAN_PROVIDE_CLOSEST_FEASIBLE must be set
Also when init() is called as offered by the AbstractOptimizer interface, the function is required to have the CAN_PROPOSE_STARTING_POINT flag.
- Template Parameters
-
SearchSpaceT The type of search space the optimizer works upon. ResultT The objective space the optimizer works upon. SetT Don't know.
Definition at line 74 of file AbstractOptimizer.h.
Member Typedef Documentation
| typedef TypedFeatureNotAvailableException<Feature> shark::AbstractOptimizer< SearchSpaceT, ResultT, SetT >::FeatureNotAvailableException |
Definition at line 94 of file AbstractOptimizer.h.
| typedef TypedFlags<Feature> shark::AbstractOptimizer< SearchSpaceT, ResultT, SetT >::Features |
Definition at line 94 of file AbstractOptimizer.h.
| typedef AbstractObjectiveFunction<SearchSpaceType,ResultType> shark::AbstractOptimizer< SearchSpaceT, ResultT, SetT >::ObjectiveFunctionType |
Definition at line 80 of file AbstractOptimizer.h.
| typedef ResultT shark::AbstractOptimizer< SearchSpaceT, ResultT, SetT >::ResultType |
Definition at line 78 of file AbstractOptimizer.h.
| typedef SearchSpaceType::PointType shark::AbstractOptimizer< SearchSpaceT, ResultT, SetT >::SearchPointType |
Definition at line 77 of file AbstractOptimizer.h.
| typedef SearchSpaceT shark::AbstractOptimizer< SearchSpaceT, ResultT, SetT >::SearchSpaceType |
Definition at line 76 of file AbstractOptimizer.h.
| typedef SetT shark::AbstractOptimizer< SearchSpaceT, ResultT, SetT >::SolutionSetType |
Definition at line 79 of file AbstractOptimizer.h.
Member Enumeration Documentation
| enum shark::AbstractOptimizer::Feature |
Models features that the optimizer requires from the objective function.
- See Also
- AbstractObjectiveFunction
| Enumerator | |
|---|---|
| REQUIRES_VALUE | |
| REQUIRES_FIRST_DERIVATIVE | |
| REQUIRES_SECOND_DERIVATIVE | |
| CAN_SOLVE_CONSTRAINED | |
| REQUIRES_CLOSEST_FEASIBLE | |
Definition at line 86 of file AbstractOptimizer.h.
Constructor & Destructor Documentation
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inlinevirtual |
Empty virtual d'tor.
Definition at line 116 of file AbstractOptimizer.h.
Member Function Documentation
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inline |
Definition at line 106 of file AbstractOptimizer.h.
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inlineprotected |
Convenience function that checks whether the features of the supplied objective function match with the required features of the optimizer.
- Parameters
-
[in] objectiveFunction The function to match with.
- Exceptions
-
shark::Exception
Definition at line 142 of file AbstractOptimizer.h.
Referenced by shark::CG::init(), shark::SteepestDescent::init(), shark::IRLS::init(), shark::BFGS::init(), shark::LBFGS::init(), shark::NoisyRprop::init(), shark::Quickprop::init(), shark::RpropMinus::init(), shark::QuickpropOriginal::init(), and shark::IRpropPlus::init().
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inline |
Definition at line 94 of file AbstractOptimizer.h.
Referenced by shark::AbstractOptimizer< SearchSpace, double, SingleObjectiveResultSet< SearchSpace::PointType > >::canSolveConstrained(), shark::AbstractOptimizer< SearchSpace, double, SingleObjectiveResultSet< SearchSpace::PointType > >::requiresClosestFeasible(), shark::AbstractOptimizer< SearchSpace, double, SingleObjectiveResultSet< SearchSpace::PointType > >::requiresFirstDerivative(), shark::AbstractOptimizer< SearchSpace, double, SingleObjectiveResultSet< SearchSpace::PointType > >::requiresSecondDerivative(), and shark::AbstractOptimizer< SearchSpace, double, SingleObjectiveResultSet< SearchSpace::PointType > >::requiresValue().
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pure virtual |
Initialize the optimizer for the supplied objective function.
- Parameters
-
[in] function The objective function to initialize for.
Implemented in shark::AbstractMultiObjectiveOptimizer< SearchSpace >, shark::AbstractSingleObjectiveOptimizer< SearchSpace >, and shark::AbstractSingleObjectiveOptimizer< VectorSpace< double > >.
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inline |
Definition at line 109 of file AbstractOptimizer.h.
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inline |
Definition at line 100 of file AbstractOptimizer.h.
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inline |
Definition at line 103 of file AbstractOptimizer.h.
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inline |
Definition at line 96 of file AbstractOptimizer.h.
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pure virtual |
Accesses the best solution obtained so far.
- Returns
- An immutable reference to the best solution obtained so far.
Implemented in shark::AbstractMultiObjectiveOptimizer< SearchSpace >, shark::AbstractSingleObjectiveOptimizer< SearchSpace >, and shark::AbstractSingleObjectiveOptimizer< VectorSpace< double > >.
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pure virtual |
Carry out one step of the optimizer for the supplied objective function.
- Parameters
-
[in] function The objective function to initialize for.
Implemented in shark::PointSearch, shark::IRpropMinus, shark::NestedGridSearch, shark::IRpropPlus, shark::RpropPlus, shark::GridSearch, shark::CMA, shark::QuickpropOriginal, shark::CMSA, shark::OnePlusOneES, shark::RpropMinus, shark::Quickprop, shark::SteepestDescent, shark::LBFGS, shark::NoisyRprop, shark::IRLS, shark::BFGS, and shark::CG.
Referenced by shark::OptimizationTrainer< Model, LabelTypeT >::train().
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inlinevirtual |
Definition at line 94 of file AbstractOptimizer.h.
Member Data Documentation
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protected |
Definition at line 94 of file AbstractOptimizer.h.
Referenced by shark::BFGS::BFGS(), shark::CG::CG(), shark::AbstractOptimizer< SearchSpace, double, SingleObjectiveResultSet< SearchSpace::PointType > >::checkFeatures(), shark::CMA::CMA(), shark::CMSA::CMSA(), shark::IRLS::IRLS(), shark::IRpropPlus::IRpropPlus(), shark::LBFGS::LBFGS(), shark::NoisyRprop::NoisyRprop(), shark::OnePlusOneES::OnePlusOneES(), shark::Quickprop::Quickprop(), shark::QuickpropOriginal::QuickpropOriginal(), shark::RpropMinus::RpropMinus(), and shark::SteepestDescent::SteepestDescent().
The documentation for this class was generated from the following file:
- include/shark/Algorithms/AbstractOptimizer.h