SHOGUN  6.1.3
SVRGMinimizer.h
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31 
32 #ifndef SVRGMINIMIZER_H
33 #define SVRGMINIMIZER_H
36 namespace shogun
37 {
38 
48 {
49 public:
51  SVRGMinimizer();
52 
57 
59  virtual ~SVRGMinimizer();
60 
65  virtual float64_t minimize();
66 
71  virtual const char* get_name() const { return "SVRGMinimizer"; }
72 
73 
79  virtual void set_sgd_number_passes(int32_t sgd_passes)
80  {
81  REQUIRE(m_num_passes>0, "Must set num_passes first\n");
82  REQUIRE(sgd_passes>=0, "The number (%d) to go through data using SGD update must be positive\n",
83  sgd_passes);
84  REQUIRE(m_num_passes>sgd_passes,
85  "SVRG update is not actived because the total number (%d) to go through data",
86  " is less than the number (%d) to go through data using SGD\n",
87  m_num_passes, sgd_passes);
88  m_num_sgd_passes=sgd_passes;
89  }
90 
101  virtual void set_average_update_interval(int32_t interval)
102  {
103  REQUIRE(m_num_passes>0, "Must set num passes first\n");
104  REQUIRE(m_num_sgd_passes>=0, "Must set sgd update passes first\n");
105  REQUIRE(interval>0, "Interval (%d) must be positive\n", interval);
106  REQUIRE((m_num_passes-m_num_sgd_passes)%interval==0, "Interval is not valid\n");
107  /* if (m_num_passes-m_num_sgd_passes)%interval!=0, will affect the finaly result if we do the following operations:
108  * first do minimization, then save_to_file, and then load_from_file and finaly do minimization.
109  * If we want to get the exact result when (m_num_passes-m_num_sgd_passes)%interval!=0,
110  * we should store/restore m_average_gradient and m_previous_variable in save_to_file/load_from_file
111  */
112  m_svrg_interval=interval;
113  }
114 
115 protected:
117  virtual void init_minimization();
118 
121 
124 
127 
130 private:
132  void init();
133 };
134 
135 }
136 #endif /* SVRGMINIMIZER_H */
The class is about a stochastic cost function for stochastic average minimizers.
virtual float64_t minimize()
#define REQUIRE(x,...)
Definition: SGIO.h:181
virtual void set_average_update_interval(int32_t interval)
The base class for stochastic first-order gradient-based minimizers.
virtual void init_minimization()
SGVector< float64_t > m_previous_variable
double float64_t
Definition: common.h:60
SGVector< float64_t > m_average_gradient
virtual const char * get_name() const
Definition: SVRGMinimizer.h:71
all of classes and functions are contained in the shogun namespace
Definition: class_list.h:18
virtual void set_sgd_number_passes(int32_t sgd_passes)
Definition: SVRGMinimizer.h:79
The class implements the stochastic variance reduced gradient (SVRG) minimizer.
Definition: SVRGMinimizer.h:47

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