diff options
Diffstat (limited to 'gi/posterior-regularisation/prjava/src/optimization/stopCriteria/NormalizedProjectedGradientL2Norm.java')
-rw-r--r-- | gi/posterior-regularisation/prjava/src/optimization/stopCriteria/NormalizedProjectedGradientL2Norm.java | 60 |
1 files changed, 60 insertions, 0 deletions
diff --git a/gi/posterior-regularisation/prjava/src/optimization/stopCriteria/NormalizedProjectedGradientL2Norm.java b/gi/posterior-regularisation/prjava/src/optimization/stopCriteria/NormalizedProjectedGradientL2Norm.java new file mode 100644 index 00000000..5ae554c2 --- /dev/null +++ b/gi/posterior-regularisation/prjava/src/optimization/stopCriteria/NormalizedProjectedGradientL2Norm.java @@ -0,0 +1,60 @@ +package optimization.stopCriteria; + +import optimization.gradientBasedMethods.Objective; +import optimization.gradientBasedMethods.ProjectedObjective; +import optimization.util.MathUtils; + +/** + * Divides the norm by the norm at the begining of the iteration + * @author javg + * + */ +public class NormalizedProjectedGradientL2Norm extends ProjectedGradientL2Norm{ + + /** + * Stop if gradientNorm/(originalGradientNorm) smaller + * than gradientConvergenceValue + */ + double originalProjectedNorm = -1; + + public NormalizedProjectedGradientL2Norm(double gradientConvergenceValue){ + super(gradientConvergenceValue); + } + + public void reset(){ + originalProjectedNorm = -1; + } + + + double[] projectGradient(ProjectedObjective obj){ + + if(obj.auxParameters == null){ + obj.auxParameters = new double[obj.getNumParameters()]; + } + System.arraycopy(obj.getParameters(), 0, obj.auxParameters, 0, obj.getNumParameters()); + MathUtils.minusEquals(obj.auxParameters, obj.gradient, 1); + obj.auxParameters = obj.projectPoint(obj.auxParameters); + MathUtils.minusEquals(obj.auxParameters,obj.getParameters(),1); + return obj.auxParameters; + } + + public boolean stopOptimization(Objective obj){ + if(obj instanceof ProjectedObjective) { + ProjectedObjective o = (ProjectedObjective) obj; + double norm = MathUtils.L2Norm(projectGradient(o)); + if(originalProjectedNorm == -1){ + originalProjectedNorm = norm; + } + double normalizedNorm = 1.0*norm/originalProjectedNorm; + if( normalizedNorm < gradientConvergenceValue){ + System.out.println("Gradient norm below normalized normtreshold: " + norm + " original: " + originalProjectedNorm + " normalized norm: " + normalizedNorm); + return true; + }else{ +// System.out.println("projected gradient norm: " + norm); + return false; + } + } + System.out.println("Not a projected objective"); + throw new RuntimeException(); + } +} |