spalera_sgd.hpp

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#ifndef MLPACK_CORE_OPTIMIZERS_SPALERA_SGD_SPALERA_SGD_HPP
#define MLPACK_CORE_OPTIMIZERS_SPALERA_SGD_SPALERA_SGD_HPP

#include <mlpack/prereqs.hpp>
#include <mlpack/core/optimizers/spalera_sgd/spalera_stepsize.hpp>
#include <mlpack/core/optimizers/sgd/decay_policies/no_decay.hpp>

namespace mlpack {
namespace optimization {

template<typename DecayPolicyType = NoDecay>
class SPALeRASGD
{
 public:
  SPALeRASGD(const double stepSize = 0.01,
             const size_t batchSize = 32,
             const size_t maxIterations = 100000,
             const double tolerance = 1e-5,
             const double lambda = 0.01,
             const double alpha = 0.001,
             const double epsilon = 1e-6,
             const double adaptRate = 3.10e-8,
             const bool shuffle = true,
             const DecayPolicyType& decayPolicy = DecayPolicyType(),
             const bool resetPolicy = true);

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

  size_t BatchSize() const { return batchSize; }
  size_t& BatchSize() { return batchSize; }

  double StepSize() const { return stepSize; }
  double& StepSize() { return stepSize; }

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

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

  double Alpha() const { return updatePolicy.Alpha(); }
  double& Alpha() { return updatePolicy.Alpha(); }

  double AdaptRate() const { return updatePolicy.AdaptRate(); }
  double& AdaptRate() { return updatePolicy.AdaptRate(); }

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

  bool ResetPolicy() const { return resetPolicy; }
  bool& ResetPolicy() { return resetPolicy; }

  SPALeRAStepsize UpdatePolicy() const { return updatePolicy; }
  SPALeRAStepsize& UpdatePolicy() { return updatePolicy; }

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

 private:
  double stepSize;

  size_t batchSize;

  size_t maxIterations;

  double tolerance;

  double lambda;

  bool shuffle;

  SPALeRAStepsize updatePolicy;

  DecayPolicyType decayPolicy;

  bool resetPolicy;
};

} // namespace optimization
} // namespace mlpack

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

#endif