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// Copyright ©2014 The Gonum Authors. All rights reserved.
// Use of this source code is governed by a BSD-style
// license that can be found in the LICENSE file.
package optimize
import "gonum.org/v1/gonum/floats"
var (
_ Method = (*GradientDescent)(nil)
_ localMethod = (*GradientDescent)(nil)
)
// GradientDescent implements the steepest descent optimization method that
// performs successive steps along the direction of the negative gradient.
type GradientDescent struct {
// Linesearcher selects suitable steps along the descent direction.
// If Linesearcher is nil, a reasonable default will be chosen.
Linesearcher Linesearcher
// StepSizer determines the initial step size along each direction.
// If StepSizer is nil, a reasonable default will be chosen.
StepSizer StepSizer
// GradStopThreshold sets the threshold for stopping if the gradient norm
// gets too small. If GradStopThreshold is 0 it is defaulted to 1e-12, and
// if it is NaN the setting is not used.
GradStopThreshold float64
ls *LinesearchMethod
status Status
err error
}
func (g *GradientDescent) Status() (Status, error) {
return g.status, g.err
}
func (*GradientDescent) Uses(has Available) (uses Available, err error) {
return has.gradient()
}
func (g *GradientDescent) Init(dim, tasks int) int {
g.status = NotTerminated
g.err = nil
return 1
}
func (g *GradientDescent) Run(operation chan<- Task, result <-chan Task, tasks []Task) {
g.status, g.err = localOptimizer{}.run(g, g.GradStopThreshold, operation, result, tasks)
close(operation)
return
}
func (g *GradientDescent) initLocal(loc *Location) (Operation, error) {
if g.Linesearcher == nil {
g.Linesearcher = &Backtracking{}
}
if g.StepSizer == nil {
g.StepSizer = &QuadraticStepSize{}
}
if g.ls == nil {
g.ls = &LinesearchMethod{}
}
g.ls.Linesearcher = g.Linesearcher
g.ls.NextDirectioner = g
return g.ls.Init(loc)
}
func (g *GradientDescent) iterateLocal(loc *Location) (Operation, error) {
return g.ls.Iterate(loc)
}
func (g *GradientDescent) InitDirection(loc *Location, dir []float64) (stepSize float64) {
copy(dir, loc.Gradient)
floats.Scale(-1, dir)
return g.StepSizer.Init(loc, dir)
}
func (g *GradientDescent) NextDirection(loc *Location, dir []float64) (stepSize float64) {
copy(dir, loc.Gradient)
floats.Scale(-1, dir)
return g.StepSizer.StepSize(loc, dir)
}
func (*GradientDescent) needs() struct {
Gradient bool
Hessian bool
} {
return struct {
Gradient bool
Hessian bool
}{true, false}
}
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