#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; }