Standard steepest descent. More...
#include <shark/Algorithms/GradientDescent/SteepestDescent.h>
Public Member Functions | |
SteepestDescent () | |
std::string | name () const |
From INameable: return the class name. More... | |
void | init (ObjectiveFunctionType const &objectiveFunction, SearchPointType const &startingPoint) |
initializes the optimizer using a predefined starting point More... | |
double | learningRate () const |
get learning rate More... | |
void | setLearningRate (double learningRate) |
set learning rate More... | |
double | momentum () const |
get momentum parameter More... | |
void | setMomentum (double momentum) |
set momentum parameter More... | |
void | step (ObjectiveFunctionType const &objectiveFunction) |
updates searchdirection and then does simple gradient descent 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... | |
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 SolutionType & | solution () const |
returns the current solution of the optimizer More... | |
Public Member Functions inherited from shark::AbstractOptimizer< RealVector, double, SingleObjectiveResultSet< RealVector > > | |
const Features & | features () 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 () | |
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, ResultType > | ObjectiveFunctionType |
typedef TypedFlags< Feature > | Features |
typedef TypedFeatureNotAvailableException< Feature > | FeatureNotAvailableException |
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... | |
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 |
Standard steepest descent.
Definition at line 42 of file SteepestDescent.h.
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inlinevirtual |
initializes the optimizer using a predefined starting point
Implements shark::AbstractSingleObjectiveOptimizer< RealVector >.
Definition at line 56 of file SteepestDescent.h.
References shark::AbstractOptimizer< RealVector, double, SingleObjectiveResultSet< RealVector > >::checkFeatures(), shark::AbstractObjectiveFunction< PointType, ResultT >::evalDerivative(), shark::AbstractSingleObjectiveOptimizer< RealVector >::m_best, shark::AbstractObjectiveFunction< PointType, ResultT >::numberOfVariables(), shark::ResultSet< SearchPointT, ResultT >::point, SHARK_RUNTIME_CHECK, and shark::ResultSet< SearchPointT, ResultT >::value.
Referenced by main(), and trainRBM().
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inline |
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inline |
get momentum parameter
Definition at line 84 of file SteepestDescent.h.
Referenced by setMomentum().
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inlinevirtual |
From INameable: return the class name.
Reimplemented from shark::INameable.
Definition at line 53 of file SteepestDescent.h.
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inlinevirtual |
Read the component from the supplied archive.
[in,out] | archive | The archive to read from. |
Reimplemented from shark::ISerializable.
Definition at line 102 of file SteepestDescent.h.
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set learning rate
Definition at line 77 of file SteepestDescent.h.
References learningRate().
Referenced by main(), and trainRBM().
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set momentum parameter
Definition at line 91 of file SteepestDescent.h.
References momentum().
Referenced by main().
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inlinevirtual |
updates searchdirection and then does simple gradient descent
Implements shark::AbstractOptimizer< RealVector, double, SingleObjectiveResultSet< RealVector > >.
Definition at line 97 of file SteepestDescent.h.
References shark::AbstractObjectiveFunction< PointType, ResultT >::evalDerivative(), shark::AbstractSingleObjectiveOptimizer< RealVector >::m_best, shark::ResultSet< SearchPointT, ResultT >::point, and shark::ResultSet< SearchPointT, ResultT >::value.
Referenced by main(), and trainRBM().
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inlinevirtual |
Write the component to the supplied archive.
[in,out] | archive | The archive to write to. |
Reimplemented from shark::ISerializable.
Definition at line 109 of file SteepestDescent.h.