added base classes for gradient update

src/shogun/optimization/DescendUpdater.h

@@ -0,0 +1,66 @@
+/*
+ * Copyright (c) The Shogun Machine Learning Toolbox
+ * Written (w) 2015 Wu Lin
+ * All rights reserved.
+ *
+ * Redistribution and use in source and binary forms, with or without
+ * modification, are permitted provided that the following conditions are met:
+ *
+ * 1. Redistributions of source code must retain the above copyright notice, this
+ *    list of conditions and the following disclaimer.
+ * 2. Redistributions in binary form must reproduce the above copyright notice,
+ *    this list of conditions and the following disclaimer in the documentation
+ *    and/or other materials provided with the distribution.
+ *
+ * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
+ * ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
+ * WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+ * DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
+ * ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
+ * (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
+ * LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
+ * ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+ * (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+ * SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+ *
+ * The views and conclusions contained in the software and documentation are those
+ * of the authors and should not be interpreted as representing official policies,
+ * either expressed or implied, of the Shogun Development Team.
+ *
+ */
+
+#ifndef CDESCENDUPDATER_H
+#define CDESCENDUPDATER_H
+#include <shogun/lib/config.h>
+#include <shogun/lib/SGVector.h>
+#include <shogun/optimization/MinimizerContext.h>
+namespace shogun
+{
+/** @brief This is a base class for descend update.
+ *
+ * the base class do the following job:
+ * Given variable_reference and its negative_descend_direction
+ * the update_variable function will do
+ * variable_reference-=update_variable(negative_descend_direction)
+ *
+ * Note that an example of a negative_descend_direction is gradient  
+ *
+ */
+class CDescendUpdater
+{
+public:
+	/**update the variable_reference based on the negative_descend_direction
+	 * 
+	 * @param variable_reference a reference of the target variable
+	 * @param negative_descend_direction the negative descend direction given the current variable
+	 */
+	virtual void update_variable(SGVector<float64_t> variable_reference,
+		SGVector<float64_t> negative_descend_direction)=0;
+
+	virtual void update_context(CMinimizerContext* context)=0;
+
+	virtual void load_from_context(CMinimizerContext* context)=0;
+};
+
+}
+#endif

src/shogun/optimization/LearningRate.h

@@ -0,0 +1,61 @@
+/*
+ * Copyright (c) The Shogun Machine Learning Toolbox
+ * Written (w) 2015 Wu Lin
+ * All rights reserved.
+ *
+ * Redistribution and use in source and binary forms, with or without
+ * modification, are permitted provided that the following conditions are met:
+ *
+ * 1. Redistributions of source code must retain the above copyright notice, this
+ *    list of conditions and the following disclaimer.
+ * 2. Redistributions in binary form must reproduce the above copyright notice,
+ *    this list of conditions and the following disclaimer in the documentation
+ *    and/or other materials provided with the distribution.
+ *
+ * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
+ * ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
+ * WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+ * DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
+ * ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
+ * (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
+ * LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
+ * ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+ * (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+ * SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+ *
+ * The views and conclusions contained in the software and documentation are those
+ * of the authors and should not be interpreted as representing official policies,
+ * either expressed or implied, of the Shogun Development Team.
+ *
+ */
+
+#ifndef LEARNINGRATE_H
+#define LEARNINGRATE_H
+#include <shogun/optimization/MinimizerContext.h>
+namespace shogun
+{
+/** @brief The base class about learning rate for a descent-based minimizer.
+ *
+ * This is an interface class used in descent based minimizers.
+ *
+ */
+class CLearningRate
+{
+public:
+
+	/** get the learning rate for descent direction
+	 
+	 * Note that the learning rate usually is positive
+	 *
+	 * @return the learning rate (A.K.A step size/length)
+	 */
+	virtual float64_t get_learning_rate()=0;
+
+	virtual void update_context(CMinimizerContext* context)=0;
+
+	virtual void load_from_context(CMinimizerContext* context)=0;
+};
+
+}
+
+#endif

src/shogun/optimization/MinimizerContext.h

@@ -0,0 +1,65 @@
+/*
+ * Copyright (c) The Shogun Machine Learning Toolbox
+ * Written (w) 2015 Wu Lin
+ * All rights reserved.
+ *
+ * Redistribution and use in source and binary forms, with or without
+ * modification, are permitted provided that the following conditions are met:
+ *
+ * 1. Redistributions of source code must retain the above copyright notice, this
+ *    list of conditions and the following disclaimer.
+ * 2. Redistributions in binary form must reproduce the above copyright notice,
+ *    this list of conditions and the following disclaimer in the documentation
+ *    and/or other materials provided with the distribution.
+ *
+ * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
+ * ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
+ * WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+ * DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
+ * ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
+ * (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
+ * LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
+ * ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+ * (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+ * SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+ *
+ * The views and conclusions contained in the software and documentation are those
+ * of the authors and should not be interpreted as representing official policies,
+ * either expressed or implied, of the Shogun Development Team.
+ *
+ */
+
+#ifndef MINIMIZERCONTEXT_H
+#define MINIMIZERCONTEXT_H
+#include <shogun/lib/config.h>
+#include <shogun/lib/SGVector.h>
+#include <shogun/base/Parameter.h>
+#include <shogun/base/SGObject.h>
+namespace shogun
+{
+class CMinimizerContext: public CSGObject
+{
+public:
+	CMinimizerContext()
+		:CSGObject()
+	{
+		init();
+	}
+
+	virtual const char* get_name() const {return "MinimizerContext";}
+
+	SGVector<float64_t> m_corrected_direction;
+	int32_t m_learning_rate_count;
+private:
+	void init()
+	{
+		m_learning_rate_count=0;
+		m_corrected_direction=SGVector<float64_t>();
+		SG_ADD(&m_corrected_direction, "", "", MS_NOT_AVAILABLE);
+		SG_ADD(&m_learning_rate_count, "", "", MS_NOT_AVAILABLE);
+	}
+
+};
+}
+
+#endif