initial check in

1 files changed, 114 insertions, 0 deletions

diff --git a/training/optimize.cc b/training/optimize.cc
new file mode 100644
index 00000000..5194752e
--- /dev/null
+++ b/training/optimize.cc
@@ -0,0 +1,114 @@
+#include "optimize.h"
+
+#include <iostream>
+#include <cassert>
+
+#include "lbfgs.h"
+
+using namespace std;
+
+Optimizer::~Optimizer() {}
+
+void Optimizer::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 Optimizer::Load(istream* in) {
+  in->read((char*)&eval_, sizeof(eval_));
+  ++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 Optimizer::SaveImpl(ostream* out) const {
+  (void)out;
+}
+
+void Optimizer::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 SGDOptimizer::Name() const {
+  return "SGDOptimizer";
+}
+
+void SGDOptimizer::OptimizeImpl(const double& obj,
+                            const vector<double>& g,
+                            vector<double>* x) {
+  (void)obj;
+  for (int i = 0; i < g.size(); ++i)
+    (*x)[i] -= g[i] * eta_;
+}
+
+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;
+}
+