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optimizers added with more terminating conditions although none seem to work, and main deleted accidentally

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This commit is contained in:
Parikshit Ram
2008-02-22 06:47:01 +00:00
parent 49dddb2eb8
commit c54699dd46
1 changed files with 28 additions and 12 deletions
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fastlib/u/pram/opt/optimizers.h
+28 -12
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@@ -785,15 +785,15 @@ class SMD_SingleStep {
index_t iters;
index_t MAXIMUM_ITERATIONS = fx_param_int(opt_module_,"MAX_ITERS",100);
double EPSILON = fx_param_double(opt_module_, "EPSILON", 1.0e-5);
fx_format_param(opt_module_, "TOLERANCE", "%lf", 0.1);
double EPSILON = fx_param_double(opt_module_, "EPSILON", 1.0e-2);
fx_format_param(opt_module_, "TOLERANCE", "%lf", 0.01);
double TOLERANCE = fx_param_double_req(opt_module_, "TOLERANCE");
index_t dim = fx_param_int_req(opt_module_, "param_space_dim");
index_t num_batch = fx_param_int(opt_module_, "BATCHES",50);
Vector pold, pnew, grad, prev_grad;
long double f_old, f_new;
double scale, scale_prev, eta = 0.01, gamma, mu = 0.01;
long double p_tol = 0.0, f_tol = 0.0;
double p_tol = 0.0, f_tol = 0.0;
Matrix data_batched;
index_t batch_size = data().n_cols() / num_batch;
@@ -858,14 +858,29 @@ class SMD_SingleStep {
// using just the point in the param_space
// which refuses to move
if (p_tol < TOLERANCE) {
fx_format_result(opt_module_, "iters", "%d", iters+1);
fx_format_result(opt_module_,"min_obtained","%Lf", f_old);
for (index_t i = 0; i < dim; i++) {
pt[i] = pold.get(i);
if (p_tol < TOLERANCE) {
// rejected because stops too early, need the check
// the overall gradient is small
Vector temp_grad;
temp_grad.Init(dim);
long double f_final = (*func_ptr_)(pold, data(), &temp_grad);
double temp_grad_val = sqrt(la::Dot(temp_grad, temp_grad));
if (temp_grad_val < EPSILON) {
fx_format_result(opt_module_, "iters", "%d", iters+1);
fx_format_result(opt_module_,"min_obtained","%Lf", f_final);
for (index_t i = 0; i < dim; i++) {
pt[i] = pold.get(i);
}
printf("iters: %"LI"d\n", iters);
for(index_t i = 0; i < dim; i++) {
printf("%lf, ", pold.get(i));
}
printf("\nfinal val: %Lf\n p_tol : %lf, iters : %"LI"d, g_tol : %lf\n",
f_final, p_tol, iters, temp_grad_val);
return;
}
printf("iters: %"LI"d, min: %Lf\n", iters, f_old);
return;
}
pold.CopyValues(pnew);
@@ -896,8 +911,9 @@ class SMD_SingleStep {
printf("%lf, ", pold.get(i));
}
long double f_final = (*func_ptr_)(pold, data(), &grad);
printf("\nfinal val: %Lf\n p_tol : %Lf, iters : %"LI"d\n",
f_final, p_tol, iters);
scale = sqrt(la::Dot(grad, grad));
printf("\nfinal val: %Lf, p_tol : %lf, iters : %"LI"d, g_tol : %lf\n",
f_final, p_tol, iters, scale);
return;
}