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#include "optimize.h"
#include <iostream>
#include <cassert>
#include "lbfgs.h"
using namespace std;
BatchOptimizer::~BatchOptimizer() {}
void BatchOptimizer::Save(ostream* out) const {
out->write((const char*)&eval_, sizeof(eval_));
out->write((const char*)&has_converged_, sizeof(has_converged_));
SaveImpl(out);
unsigned int magic = 0xABCDDCBA; // should be uint32_t
out->write((const char*)&magic, sizeof(magic));
}
void BatchOptimizer::Load(istream* in) {
in->read((char*)&eval_, sizeof(eval_));
in->read((char*)&has_converged_, sizeof(has_converged_));
LoadImpl(in);
unsigned int magic = 0; // should be uint32_t
in->read((char*)&magic, sizeof(magic));
assert(magic == 0xABCDDCBA);
cerr << Name() << " EVALUATION #" << eval_ << endl;
}
void BatchOptimizer::SaveImpl(ostream* out) const {
(void)out;
}
void BatchOptimizer::LoadImpl(istream* in) {
(void)in;
}
string RPropOptimizer::Name() const {
return "RPropOptimizer";
}
void RPropOptimizer::OptimizeImpl(const double& obj,
const vector<double>& g,
vector<double>* x) {
for (int i = 0; i < g.size(); ++i) {
const double g_i = g[i];
const double sign_i = (signbit(g_i) ? -1.0 : 1.0);
const double prod = g_i * prev_g_[i];
if (prod > 0.0) {
const double dij = min(delta_ij_[i] * eta_plus_, delta_max_);
(*x)[i] -= dij * sign_i;
delta_ij_[i] = dij;
prev_g_[i] = g_i;
} else if (prod < 0.0) {
delta_ij_[i] = max(delta_ij_[i] * eta_minus_, delta_min_);
prev_g_[i] = 0.0;
} else {
(*x)[i] -= delta_ij_[i] * sign_i;
prev_g_[i] = g_i;
}
}
}
void RPropOptimizer::SaveImpl(ostream* out) const {
const size_t n = prev_g_.size();
out->write((const char*)&n, sizeof(n));
out->write((const char*)&prev_g_[0], sizeof(double) * n);
out->write((const char*)&delta_ij_[0], sizeof(double) * n);
}
void RPropOptimizer::LoadImpl(istream* in) {
size_t n;
in->read((char*)&n, sizeof(n));
assert(n == prev_g_.size());
assert(n == delta_ij_.size());
in->read((char*)&prev_g_[0], sizeof(double) * n);
in->read((char*)&delta_ij_[0], sizeof(double) * n);
}
string LBFGSOptimizer::Name() const {
return "LBFGSOptimizer";
}
LBFGSOptimizer::LBFGSOptimizer(int num_feats, int memory_buffers) :
opt_(num_feats, memory_buffers) {}
void LBFGSOptimizer::SaveImpl(ostream* out) const {
opt_.serialize(out);
}
void LBFGSOptimizer::LoadImpl(istream* in) {
opt_.deserialize(in);
}
void LBFGSOptimizer::OptimizeImpl(const double& obj,
const vector<double>& g,
vector<double>* x) {
opt_.run(&(*x)[0], obj, &g[0]);
cerr << opt_ << endl;
}
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