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authorChris Dyer <cdyer@allegro.clab.cs.cmu.edu>2012-11-18 13:35:42 -0500
committerChris Dyer <cdyer@allegro.clab.cs.cmu.edu>2012-11-18 13:35:42 -0500
commit8aa29810bb77611cc20b7a384897ff6703783ea1 (patch)
tree8635daa8fffb3f2cd90e30b41e27f4f9e0909447 /training/optimize.h
parentfbdacabc85bea65d735f2cb7f92b98e08ce72d04 (diff)
major restructure of the training code
Diffstat (limited to 'training/optimize.h')
-rw-r--r--training/optimize.h92
1 files changed, 0 insertions, 92 deletions
diff --git a/training/optimize.h b/training/optimize.h
deleted file mode 100644
index 07943b44..00000000
--- a/training/optimize.h
+++ /dev/null
@@ -1,92 +0,0 @@
-#ifndef _OPTIMIZE_H_
-#define _OPTIMIZE_H_
-
-#include <iostream>
-#include <vector>
-#include <string>
-#include <cassert>
-
-#include "lbfgs.h"
-
-// abstract base class for first order optimizers
-// order of invocation: new, Load(), Optimize(), Save(), delete
-class BatchOptimizer {
- public:
- BatchOptimizer() : eval_(1), has_converged_(false) {}
- virtual ~BatchOptimizer();
- virtual std::string Name() const = 0;
- int EvaluationCount() const { return eval_; }
- bool HasConverged() const { return has_converged_; }
-
- void Optimize(const double& obj,
- const std::vector<double>& g,
- std::vector<double>* x) {
- assert(g.size() == x->size());
- ++eval_;
- OptimizeImpl(obj, g, x);
- scitbx::lbfgs::traditional_convergence_test<double> converged(g.size());
- has_converged_ = converged(&(*x)[0], &g[0]);
- }
-
- void Save(std::ostream* out) const;
- void Load(std::istream* in);
- protected:
- virtual void SaveImpl(std::ostream* out) const;
- virtual void LoadImpl(std::istream* in);
- virtual void OptimizeImpl(const double& obj,
- const std::vector<double>& g,
- std::vector<double>* x) = 0;
-
- int eval_;
- private:
- bool has_converged_;
-};
-
-class RPropOptimizer : public BatchOptimizer {
- public:
- explicit RPropOptimizer(int num_vars,
- double eta_plus = 1.2,
- double eta_minus = 0.5,
- double delta_0 = 0.1,
- double delta_max = 50.0,
- double delta_min = 1e-6) :
- prev_g_(num_vars, 0.0),
- delta_ij_(num_vars, delta_0),
- eta_plus_(eta_plus),
- eta_minus_(eta_minus),
- delta_max_(delta_max),
- delta_min_(delta_min) {
- assert(eta_plus > 1.0);
- assert(eta_minus > 0.0 && eta_minus < 1.0);
- assert(delta_max > 0.0);
- assert(delta_min > 0.0);
- }
- std::string Name() const;
- void OptimizeImpl(const double& obj,
- const std::vector<double>& g,
- std::vector<double>* x);
- void SaveImpl(std::ostream* out) const;
- void LoadImpl(std::istream* in);
- private:
- std::vector<double> prev_g_;
- std::vector<double> delta_ij_;
- const double eta_plus_;
- const double eta_minus_;
- const double delta_max_;
- const double delta_min_;
-};
-
-class LBFGSOptimizer : public BatchOptimizer {
- public:
- explicit LBFGSOptimizer(int num_vars, int memory_buffers = 10);
- std::string Name() const;
- void SaveImpl(std::ostream* out) const;
- void LoadImpl(std::istream* in);
- void OptimizeImpl(const double& obj,
- const std::vector<double>& g,
- std::vector<double>* x);
- private:
- scitbx::lbfgs::minimizer<double> opt_;
-};
-
-#endif