Wrapper for the linesearch class of functions in the linear algebra library. More...

#include <shark/Algorithms/GradientDescent/LineSearch.h>

Inheritance diagram for shark::LineSearch:

Public Types
enum	LineSearchType { Dlinmin, WolfeCubic, Backtracking }

typedef AbstractObjectiveFunction< RealVector, double >	ObjectiveFunction

Public Member Functions
	LineSearch ()

LineSearchType	lineSearchType () const

LineSearchType &	lineSearchType ()

double	minInterval () const
	minInterval sets the minimum initial bracket More...

double &	minInterval ()
	minInterval sets the minimum initial bracket More...

double	maxInterval () const
	maxInterval sets the maximum initial bracket More...

double &	maxInterval ()
	maxInterval sets the maximum initial bracket More...

void	init (ObjectiveFunction const &objectiveFunction)
	initializes the internal state of the LineSearch class and sets the function on which the lineSearch is to be evaluated More...

SHARK_EXPORT_SYMBOL void	operator() (RealVector &searchPoint, double &pointValue, RealVector const &newtonDirection, RealVector &derivative, double stepLength=1.0) const

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...

Public Member Functions inherited from shark::ISerializable
virtual	~ISerializable ()
	Virtual d'tor. 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 Attributes
double	m_minInterval
	initial [min,max] bracket for linesearch More...

double	m_maxInterval
	initial [min,max] bracket for linesearch More...

LineSearchType	m_lineSearchType

ObjectiveFunction const *	m_function
	function to optimize More...

Detailed Description

Wrapper for the linesearch class of functions in the linear algebra library.

This class is a wrapper for the linesearch class of functions of the linear algebra library. The class is used for example in CG or BFGS for their internal linesearch learning steps. It is NOT an Optimizer on its own, since it needs the Newton direction to be specified.

Definition at line 49 of file LineSearch.h.

Member Typedef Documentation

◆ ObjectiveFunction

typedef AbstractObjectiveFunction<RealVector,double> shark::LineSearch::ObjectiveFunction

Definition at line 56 of file LineSearch.h.

Member Enumeration Documentation

◆ LineSearchType

enum shark::LineSearch::LineSearchType

Enumerator
Dlinmin
WolfeCubic
Backtracking

Definition at line 51 of file LineSearch.h.

Constructor & Destructor Documentation

◆ LineSearch()

shark::LineSearch::LineSearch ( )

inline

Initializes the internal variables of the class to useful default values. Dlinmin is used as default

Definition at line 60 of file LineSearch.h.

References Dlinmin, m_lineSearchType, m_maxInterval, and m_minInterval.

Member Function Documentation

◆ init()

void shark::LineSearch::init ( ObjectiveFunction const & objectiveFunction )

inline

initializes the internal state of the LineSearch class and sets the function on which the lineSearch is to be evaluated

Definition at line 90 of file LineSearch.h.

References m_function, operator()(), shark::searchPoint(), and SHARK_EXPORT_SYMBOL.

◆ lineSearchType() [1/2]

LineSearchType shark::LineSearch::lineSearchType ( ) const

inline

Definition at line 66 of file LineSearch.h.

References m_lineSearchType.

◆ lineSearchType() [2/2]

LineSearchType& shark::LineSearch::lineSearchType ( )

inline

Definition at line 69 of file LineSearch.h.

References m_lineSearchType.

◆ maxInterval() [1/2]

double shark::LineSearch::maxInterval ( ) const

inline

maxInterval sets the maximum initial bracket

Definition at line 81 of file LineSearch.h.

References m_maxInterval.

◆ maxInterval() [2/2]

double& shark::LineSearch::maxInterval ( )

inline

maxInterval sets the maximum initial bracket

Definition at line 85 of file LineSearch.h.

References m_maxInterval.

◆ minInterval() [1/2]

double shark::LineSearch::minInterval ( ) const

inline

minInterval sets the minimum initial bracket

Definition at line 73 of file LineSearch.h.

References m_minInterval.

◆ minInterval() [2/2]

double& shark::LineSearch::minInterval ( )

inline

minInterval sets the minimum initial bracket

Definition at line 77 of file LineSearch.h.

References m_minInterval.

◆ operator()()

SHARK_EXPORT_SYMBOL void shark::LineSearch::operator()	(	RealVector &	searchPoint,
		double &	pointValue,
		RealVector const &	newtonDirection,
		RealVector &	derivative,
		double	stepLength = `1.0`
	)		const

performs a linesearch on the objectiveFunction given the starting point, its value the newton direction and optionally the derivative at the starting point

Parameters

searchPoint	the point where the linesearch start
pointValue	the value of the function at searchPoint
newtonDirection	the search direction of the line search
derivative	the derivative of the function at searchPoint
stepLength	initial step length guess for guiding the line search

Referenced by init().

◆ read()

virtual void shark::LineSearch::read ( InArchive & archive )

inlinevirtual

Read the component from the supplied archive.

Parameters

[in,out] archive The archive to read from.

Reimplemented from shark::ISerializable.

Definition at line 103 of file LineSearch.h.

References m_lineSearchType, m_maxInterval, and m_minInterval.

◆ write()

virtual void shark::LineSearch::write ( OutArchive & archive ) const

inlinevirtual

Write the component to the supplied archive.

Parameters

[in,out] archive The archive to write to.

Reimplemented from shark::ISerializable.

Definition at line 109 of file LineSearch.h.

References m_lineSearchType, m_maxInterval, and m_minInterval.

Member Data Documentation

◆ m_function

ObjectiveFunction const* shark::LineSearch::m_function

protected

function to optimize

Definition at line 125 of file LineSearch.h.

Referenced by init().

◆ m_lineSearchType

LineSearchType shark::LineSearch::m_lineSearchType

protected

Definition at line 122 of file LineSearch.h.

Referenced by LineSearch(), lineSearchType(), read(), and write().

◆ m_maxInterval

double shark::LineSearch::m_maxInterval

protected

initial [min,max] bracket for linesearch

Definition at line 120 of file LineSearch.h.

Referenced by LineSearch(), maxInterval(), read(), and write().

◆ m_minInterval

double shark::LineSearch::m_minInterval

protected

initial [min,max] bracket for linesearch

Definition at line 118 of file LineSearch.h.

Referenced by LineSearch(), minInterval(), read(), and write().

The documentation for this class was generated from the following file:

include/shark/Algorithms/GradientDescent/LineSearch.h

Public Types

Public Member Functions

Protected Attributes

Detailed Description

Member Typedef Documentation

◆ ObjectiveFunction

Member Enumeration Documentation

◆ LineSearchType

Constructor & Destructor Documentation

◆ LineSearch()

Member Function Documentation

◆ init()

◆ lineSearchType() [1/2]

◆ lineSearchType() [2/2]

◆ maxInterval() [1/2]

◆ maxInterval() [2/2]

◆ minInterval() [1/2]

◆ minInterval() [2/2]

◆ operator()()

◆ read()

◆ write()

Member Data Documentation

◆ m_function

◆ m_lineSearchType

◆ m_maxInterval

◆ m_minInterval