OpenANN-apidoc/MBSGD_8h_source.html

#ifndef OPENANN_OPTIMIZATION_MBSGD_H_

#define OPENANN_OPTIMIZATION_MBSGD_H_


#include <OpenANN/optimization/Optimizer.h>

#include <OpenANN/optimization/StoppingCriteria.h>

#include <OpenANN/util/Random.h>

#include <Eigen/Core>

#include <vector>

#include <list>


namespace OpenANN

{


class MBSGD : public Optimizer

{

  StoppingCriteria stop;

  Optimizable* opt; // do not delete

  bool nesterov;

  double alpha;

  double alphaDecay;

  double minAlpha;

  double eta;

  double etaGain;

  double maxEta;

  int batchSize;

  double minGain;

  double maxGain;

  bool useGain;


  int iteration;

  RandomNumberGenerator rng;

  int P, N, batches;

  Eigen::VectorXd gradient, gains, parameters, momentum, currentGradient;

  double accumulatedError;

  std::vector<int> randomIndices;

public:

  MBSGD(double learningRate = 0.01, double momentum = 0.5, int batchSize = 10,

        bool nesterov = false, double learningRateDecay = 1.0,

        double minimalLearningRate = 0.0, double momentumGain = 0.0,

        double maximalMomentum = 1.0, double minGain = 1.0,

        double maxGain = 1.0);

  ~MBSGD();

  virtual void setOptimizable(Optimizable& opt);

  virtual void setStopCriteria(const StoppingCriteria& stop);

  virtual void optimize();

  virtual bool step();

  virtual Eigen::VectorXd result();

  virtual std::string name();

private:

  void initialize();

};


} // namespace OpenANN


#endif // OPENANN_OPTIMIZATION_MBSGD_H_