diff options
Diffstat (limited to 'training/optimize.cc')
-rw-r--r-- | training/optimize.cc | 102 |
1 files changed, 0 insertions, 102 deletions
diff --git a/training/optimize.cc b/training/optimize.cc deleted file mode 100644 index 41ac90d8..00000000 --- a/training/optimize.cc +++ /dev/null @@ -1,102 +0,0 @@ -#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; -} - |