shark::NestedGridSearch Class Reference

Nested grid search. More...

#include <shark/Algorithms/DirectSearch/GridSearch.h>

+ Inheritance diagram for shark::NestedGridSearch:

Public Member Functions

 NestedGridSearch ()
 Constructor. More...
 
std::string name () const
 From INameable: return the class name. More...
 
void configure (const std::vector< double > &min, const std::vector< double > &max)
 Initialization of the nested grid search. More...
 
void configure (size_t parameters, double min, double max)
 Initialization of the nested grid search. 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...
 
virtual void init (ObjectiveFunctionType const &objectiveFunction, SearchPointType const &startingPoint)
 if NestedGridSearch was not configured before this call, it is default initialized ti the range[-1,1] for every parameter More...
 
void step (ObjectiveFunctionType const &objectiveFunction)
 
- Public Member Functions inherited from shark::AbstractSingleObjectiveOptimizer< RealVector >
std::size_t numInitPoints () const
 By default most single objective optimizers only require a single point. More...
 
virtual void init (ObjectiveFunctionType const &function, std::vector< SearchPointType > const &initPoints)
 Initialize the optimizer for the supplied objective function using a set of initialisation points. More...
 
virtual const SolutionTypesolution () const
 returns the current solution of the optimizer More...
 
- Public Member Functions inherited from shark::AbstractOptimizer< RealVector, double, SingleObjectiveResultSet< RealVector > >
const Featuresfeatures () const
 
virtual void updateFeatures ()
 
bool requiresValue () const
 
bool requiresFirstDerivative () const
 
bool requiresSecondDerivative () const
 
bool canSolveConstrained () const
 
bool requiresClosestFeasible () const
 
virtual ~AbstractOptimizer ()
 
virtual void init (ObjectiveFunctionType const &function)
 Initialize the optimizer for the supplied objective function. More...
 
- Public Member Functions inherited from shark::INameable
virtual ~INameable ()
 
- 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

std::vector< double > m_minimum
 minimum parameter value to check More...
 
std::vector< double > m_maximum
 maximum parameter value to check More...
 
std::vector< double > m_stepsize
 current step size for every parameter More...
 
bool m_configured
 
- Protected Attributes inherited from shark::AbstractSingleObjectiveOptimizer< RealVector >
SolutionType m_best
 Current solution of the optimizer. More...
 
- Protected Attributes inherited from shark::AbstractOptimizer< RealVector, double, SingleObjectiveResultSet< RealVector > >
Features m_features
 

Additional Inherited Members

- Public Types inherited from shark::AbstractSingleObjectiveOptimizer< RealVector >
typedef base_type::SearchPointType SearchPointType
 
typedef base_type::SolutionType SolutionType
 
typedef base_type::ResultType ResultType
 
typedef base_type::ObjectiveFunctionType ObjectiveFunctionType
 
- Public Types inherited from shark::AbstractOptimizer< RealVector, double, SingleObjectiveResultSet< RealVector > >
enum  Feature
 Models features that the optimizer requires from the objective function. More...
 
typedef RealVector SearchPointType
 
typedef double ResultType
 
typedef SingleObjectiveResultSet< RealVector > SolutionType
 
typedef AbstractObjectiveFunction< RealVector, ResultTypeObjectiveFunctionType
 
typedef TypedFlags< FeatureFeatures
 
typedef TypedFeatureNotAvailableException< FeatureFeatureNotAvailableException
 
- Protected Member Functions inherited from shark::AbstractOptimizer< RealVector, double, SingleObjectiveResultSet< RealVector > >
void checkFeatures (ObjectiveFunctionType const &objectiveFunction)
 Convenience function that checks whether the features of the supplied objective function match with the required features of the optimizer. More...
 

Detailed Description

Nested grid search.

The NestedGridSearch class is an iterative optimizer, doing one grid search in every iteration. In every iteration, it halves the grid extent doubling the resolution in every coordinate.
Although nested grid search is much less exhaustive than standard grid search, it still suffers from exponential time and memory complexity in the number of variables optimized. Therefore, if the number of variables is larger than 2 or 3, consider using the CMA instead.
Nested grid search works as follows: The optimizer defined a 5x5x...x5 equi-distant grid (depending on the search space dimension) on an initially defined search cube. During every grid search iteration, the error is computed for all grid points. Then the grid is moved to the best grid point found so far and contracted by a factor of two in each dimension. Each call to the optimize() function performs one such step.
Let N denote the number of parameters to optimize. To compute the error landscape at the current zoom level, the algorithm has to do \( 5^N \) error function evaluations in every iteration.
The grid is always centered around the best solution currently known. If this solution is located at the boundary, the landscape may exceed the parameter range defined m_minimum and m_maximum. These invalid landscape values are not used.

Definition at line 373 of file GridSearch.h.

Constructor & Destructor Documentation

◆ NestedGridSearch()

shark::NestedGridSearch::NestedGridSearch ( )
inline

Constructor.

Definition at line 377 of file GridSearch.h.

References shark::GridSearch::m_configured.

Member Function Documentation

◆ configure() [1/2]

void shark::NestedGridSearch::configure ( const std::vector< double > &  min,
const std::vector< double > &  max 
)
inline

Initialization of the nested grid search.

The min and max arrays define ranges for every parameter to optimize. These ranges are strict, that is, the algorithm will not try values beyond the range, even if is finds a boundary minimum.
Parameters
minlower end of the parameter range
maxupper end of the parameter range

Definition at line 398 of file GridSearch.h.

◆ configure() [2/2]

void shark::NestedGridSearch::configure ( size_t  parameters,
double  min,
double  max 
)
inline

Initialization of the nested grid search.

The min and max values define ranges for every parameter to optimize. These ranges are strict, that is, the algorithm will not try values beyond the range, even if is finds a boundary minimum.
Parameters
parametersnumber of parameters to optimize
minlower end of the parameter range
maxupper end of the parameter range

Definition at line 427 of file GridSearch.h.

◆ init()

virtual void shark::NestedGridSearch::init ( ObjectiveFunctionType const &  objectiveFunction,
SearchPointType const &  startingPoint 
)
inlinevirtual

if NestedGridSearch was not configured before this call, it is default initialized ti the range[-1,1] for every parameter

Implements shark::AbstractSingleObjectiveOptimizer< RealVector >.

Definition at line 465 of file GridSearch.h.

References shark::AbstractOptimizer< RealVector, double, SingleObjectiveResultSet< RealVector > >::checkFeatures(), shark::GridSearch::configure(), shark::GridSearch::m_configured, and SIZE_CHECK.

◆ name()

std::string shark::NestedGridSearch::name ( ) const
inlinevirtual

From INameable: return the class name.

Reimplemented from shark::INameable.

Definition at line 383 of file GridSearch.h.

◆ read()

virtual void shark::NestedGridSearch::read ( InArchive archive)
inlinevirtual

Read the component from the supplied archive.

Parameters
[in,out]archiveThe archive to read from.

Reimplemented from shark::ISerializable.

Definition at line 444 of file GridSearch.h.

References shark::AbstractSingleObjectiveOptimizer< RealVector >::m_best, shark::GridSearch::m_configured, shark::ResultSet< SearchPointT, ResultT >::point, and shark::ResultSet< SearchPointT, ResultT >::value.

◆ step()

void shark::NestedGridSearch::step ( ObjectiveFunctionType const &  objectiveFunction)
inlinevirtual

◆ write()

virtual void shark::NestedGridSearch::write ( OutArchive archive) const
inlinevirtual

Write the component to the supplied archive.

Parameters
[in,out]archiveThe archive to write to.

Reimplemented from shark::ISerializable.

Definition at line 454 of file GridSearch.h.

References shark::AbstractSingleObjectiveOptimizer< RealVector >::m_best, shark::GridSearch::m_configured, shark::ResultSet< SearchPointT, ResultT >::point, and shark::ResultSet< SearchPointT, ResultT >::value.

Member Data Documentation

◆ m_configured

bool shark::NestedGridSearch::m_configured
protected

Definition at line 544 of file GridSearch.h.

◆ m_maximum

std::vector<double> shark::NestedGridSearch::m_maximum
protected

maximum parameter value to check

Definition at line 539 of file GridSearch.h.

◆ m_minimum

std::vector<double> shark::NestedGridSearch::m_minimum
protected

minimum parameter value to check

Definition at line 536 of file GridSearch.h.

◆ m_stepsize

std::vector<double> shark::NestedGridSearch::m_stepsize
protected

current step size for every parameter

Definition at line 542 of file GridSearch.h.


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