SHOGUN  6.1.3
FirstOrderMinimizer.cpp
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31 
32 #include <shogun/base/Parameter.h>
34 using namespace shogun;
35 
37 {
38  SG_UNREF(m_fun);
40 }
41 
43 {
44  REQUIRE(fun,"The cost function must be not NULL\n");
45  if(m_fun != fun)
46  {
47  SG_REF(fun);
48  SG_UNREF(m_fun);
49  m_fun=fun;
50  }
51 }
52 
54 {
55  if(m_penalty_type != penalty_type)
56  {
57  SG_REF(penalty_type);
59  m_penalty_type=penalty_type;
60  }
61 }
62 
64 {
65  REQUIRE(penalty_weight>0,"The weight of penalty must be positive\n");
66  m_penalty_weight=penalty_weight;
67 }
68 
70 {
71  float64_t penalty=0.0;
72  if(m_penalty_type)
73  {
74  REQUIRE(m_penalty_weight>0,"The weight of penalty must be set first\n");
75  for(index_t idx=0; idx<var.vlen; idx++)
76  penalty+=m_penalty_weight*m_penalty_type->get_penalty(var[idx]);
77  }
78  return penalty;
79 }
80 
82 {
83  if(m_penalty_type)
84  {
85  REQUIRE(m_penalty_weight>0,"The weight of penalty must be set first\n");
86  for(index_t idx=0; idx<var.vlen; idx++)
87  {
88  float64_t grad=gradient[idx];
89  float64_t variable=var[idx];
90  gradient[idx]+=m_penalty_weight*m_penalty_type->get_penalty_gradient(variable,grad);
91  }
92  }
93 }
94 
95 void FirstOrderMinimizer::init()
96 {
97  m_fun=NULL;
98  m_penalty_type=NULL;
100  SG_ADD(&m_penalty_weight, "FirstOrderMinimizer__m_penalty_weight",
101  "penalty_weight in FirstOrderMinimizer", MS_NOT_AVAILABLE);
102  SG_ADD((CSGObject **)&m_penalty_type, "FirstOrderMinimizer__m_penalty_type",
103  "penalty_type in FirstOrderMinimizer", MS_NOT_AVAILABLE);
104  SG_ADD((CSGObject **)&m_fun, "FirstOrderMinimizer__m_fun",
105  "penalty_fun in FirstOrderMinimizer", MS_NOT_AVAILABLE);
106 }
virtual float64_t get_penalty_gradient(float64_t variable, float64_t gradient)=0
int32_t index_t
Definition: common.h:72
virtual void set_penalty_type(Penalty *penalty_type)
FirstOrderCostFunction * m_fun
#define REQUIRE(x,...)
Definition: SGIO.h:181
The base class for penalty/regularization used in minimization.
Definition: Penalty.h:47
#define SG_REF(x)
Definition: SGObject.h:52
virtual void set_penalty_weight(float64_t penalty_weight)
virtual void update_gradient(SGVector< float64_t > gradient, SGVector< float64_t > var)
Class SGObject is the base class of all shogun objects.
Definition: SGObject.h:124
virtual float64_t get_penalty(float64_t variable)=0
double float64_t
Definition: common.h:60
virtual float64_t get_penalty(SGVector< float64_t > var)
The first order cost function base class.
#define SG_UNREF(x)
Definition: SGObject.h:53
all of classes and functions are contained in the shogun namespace
Definition: class_list.h:18
#define SG_ADD(...)
Definition: SGObject.h:93
virtual void set_cost_function(FirstOrderCostFunction *fun)
index_t vlen
Definition: SGVector.h:571

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