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author | Avneesh Saluja <asaluja@gmail.com> | 2013-03-28 18:28:16 -0700 |
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committer | Avneesh Saluja <asaluja@gmail.com> | 2013-03-28 18:28:16 -0700 |
commit | 3d8d656fa7911524e0e6885647173474524e0784 (patch) | |
tree | 81b1ee2fcb67980376d03f0aa48e42e53abff222 /training/utils/optimize.cc | |
parent | be7f57fdd484e063775d7abf083b9fa4c403b610 (diff) | |
parent | 96fedabebafe7a38a6d5928be8fff767e411d705 (diff) |
fixed conflicts
Diffstat (limited to 'training/utils/optimize.cc')
-rw-r--r-- | training/utils/optimize.cc | 102 |
1 files changed, 102 insertions, 0 deletions
diff --git a/training/utils/optimize.cc b/training/utils/optimize.cc new file mode 100644 index 00000000..41ac90d8 --- /dev/null +++ b/training/utils/optimize.cc @@ -0,0 +1,102 @@ +#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]); + if (!opt_.requests_f_and_g()) opt_.run(&(*x)[0], obj, &g[0]); + // cerr << opt_ << endl; +} + |