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-rw-r--r--training/utils/optimize.cc102
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;
+}
+