parallel_sgd.hpp

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#ifndef MLPACK_CORE_OPTIMIZERS_PARALLEL_SGD_HPP
#define MLPACK_CORE_OPTIMIZERS_PARALLEL_SGD_HPP

#include <mlpack/prereqs.hpp>
#include <mlpack/core/math/random.hpp>
#include "decay_policies/constant_step.hpp"

namespace mlpack {
namespace optimization {

template <typename DecayPolicyType = ConstantStep>
class ParallelSGD
{
 public:
  ParallelSGD(const size_t maxIterations,
              const size_t threadShareSize,
              const double tolerance = 1e-5,
              const bool shuffle = true,
              const DecayPolicyType& decayPolicy = DecayPolicyType());

  template <typename SparseFunctionType>
  double Optimize(SparseFunctionType& function, arma::mat& iterate);

  size_t MaxIterations() const { return maxIterations; }
  size_t& MaxIterations() { return maxIterations; }

  size_t ThreadShareSize() const { return threadShareSize; }
  size_t& ThreadShareSize() { return threadShareSize; }

  double Tolerance() const { return tolerance; }
  double& Tolerance() { return tolerance; }

  bool Shuffle() const { return shuffle; }
  bool& Shuffle() { return shuffle; }

  DecayPolicyType& DecayPolicy() const { return decayPolicy; }
  DecayPolicyType& DecayPolicy() { return decayPolicy; }

 private:
  size_t maxIterations;

  size_t threadShareSize;

  double tolerance;

  bool shuffle;

  DecayPolicyType decayPolicy;
};

} // namespace optimization
} // namespace mlpack

// Include implementation.
#include "parallel_sgd_impl.hpp"

#endif