From c54699dd4693f6d478e1c8cec7e2f6793359da4e Mon Sep 17 00:00:00 2001 From: Parikshit Ram Date: Fri, 22 Feb 2008 06:47:01 +0000 Subject: [PATCH] optimizers added with more terminating conditions although none seem to work, and main deleted accidentally --- fastlib/u/pram/opt/optimizers.h | 40 +++++++++++++++++++++++---------- 1 file changed, 28 insertions(+), 12 deletions(-) diff --git a/fastlib/u/pram/opt/optimizers.h b/fastlib/u/pram/opt/optimizers.h index 2bdf9a983b..fe0b9ddafe 100644 --- a/fastlib/u/pram/opt/optimizers.h +++ b/fastlib/u/pram/opt/optimizers.h @@ -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; }