#include <newton.h>

Inheritance diagram for dismec::solvers::NewtonWithLineSearch:

Public Member Functions
	NewtonWithLineSearch (long num_variables)

void	set_epsilon (double eps)

double	get_epsilon () const

void	set_maximum_iterations (long max_iter)

long	get_maximum_iterations () const

void	set_alpha_preconditioner (double alpha)

double	get_alpha_preconditioner () const

Public Member Functions inherited from dismec::solvers::Minimizer
	Minimizer (std::shared_ptr< spdlog::logger > logger={})

	~Minimizer () override

MinimizationResult	minimize (objective::Objective &objective, Eigen::Ref< DenseRealVector > init)

void	set_logger (std::shared_ptr< spdlog::logger > logger)
	sets the logger object that is used for progress tracking. More...

Public Member Functions inherited from dismec::HyperParameterBase
	HyperParameterBase ()=default

virtual	~HyperParameterBase ()=default

	HyperParameterBase (const HyperParameterBase &)=default

	HyperParameterBase (HyperParameterBase &&)=default

HyperParameterBase &	operator= (HyperParameterBase &&)=default

HyperParameterBase &	operator= (const HyperParameterBase &)=default

void	set_hyper_parameter (const std::string &name, long value)

void	set_hyper_parameter (const std::string &name, double value)

hyper_param_t	get_hyper_parameter (const std::string &name) const

std::vector< std::string >	get_hyper_parameter_names () const
	Returns a vector that lists all hyper parameter names. More...

Public Member Functions inherited from dismec::stats::Tracked
	Tracked ()
	Default constructor, creates the internal `stats::StatisticsCollection`. More...

void	register_stat (const std::string &name, std::unique_ptr< Statistics > stat)
	Registers a tracker for the statistics `name`. More...

std::shared_ptr< StatisticsCollection >	get_stats () const
	Gets an ownership-sharing reference to the `StatisticsCollection`. More...

Private Member Functions
MinimizationResult	run (objective::Objective &objective, Eigen::Ref< DenseRealVector > init) override

void	record_iteration (int iter, int cg_iter, real_t gnorm, real_t objective, const sLineSearchResult &step, real_t gnorm0)

Private Attributes
double	m_Epsilon = 0.01

double	m_Alpha_PCG = 0.01

long	m_MaxIter = 1000

CGMinimizer	m_CG_Solver

BacktrackingLineSearch	m_LineSearcher

DenseRealVector	m_Gradient

DenseRealVector	m_PreConditioner

HashVector	m_Weights

Additional Inherited Members
Public Types inherited from dismec::HyperParameterBase
using	hyper_param_t = std::variant< long, double >

Protected Member Functions inherited from dismec::HyperParameterBase
template<class U , class S >
void	declare_hyper_parameter (std::string name, U S::*pointer)

template<class U , class S >
void	declare_hyper_parameter (std::string name, U(S::getter)() const, void(S::setter)(U))
	Declares an constrained hyper-parameter with explicit getter and setter function. More...

template<class T , class S >
void	declare_sub_object (const std::string &name, T S::*object)
	Declares a sub-object that also contains hyper-parameters. More...

Protected Member Functions inherited from dismec::stats::Tracked
	~Tracked ()
	Non-virtual destructor. Declared protected, so we don't accidentally try to do a polymorphic delete. More...

template<class T >
void	record (stat_id_t stat, T &&value)
	Record statistics. This function just forwards all its arguments to the internal `StatisticsCollection`. More...

void	declare_stat (stat_id_t index, StatisticMetaData meta)
	Declares a new statistics. This function just forwards all its arguments to the internal `StatisticsCollection`. More...

void	declare_tag (tag_id_t index, std::string name)
	Declares a new tag. This function just forwards all its arguments to the internal `StatisticsCollection`. More...

template<class... Args>
void	set_tag (tag_id_t tag, long value)
	Set value of tag. This function just forwards all its arguments to the internal `StatisticsCollection`. More...

template<class... Args>
auto	make_timer (stat_id_t id, Args... args)
	Creates a new `ScopeTimer` using `stats::record_scope_time`. More...

Protected Attributes inherited from dismec::solvers::Minimizer
std::shared_ptr< spdlog::logger >	m_Logger

Detailed Description

Definition at line 16 of file newton.h.

Constructor & Destructor Documentation

◆ NewtonWithLineSearch()

NewtonWithLineSearch::NewtonWithLineSearch ( long num_variables )

explicit

Definition at line 35 of file newton.cpp.

Member Function Documentation

◆ get_alpha_preconditioner()

double dismec::solvers::NewtonWithLineSearch::get_alpha_preconditioner ( ) const

inline

Definition at line 28 of file newton.h.

References m_Alpha_PCG.

Referenced by NewtonWithLineSearch().

◆ get_epsilon()

double dismec::solvers::NewtonWithLineSearch::get_epsilon ( ) const

inline

Definition at line 22 of file newton.h.

References m_Epsilon.

Referenced by NewtonWithLineSearch().

◆ get_maximum_iterations()

long dismec::solvers::NewtonWithLineSearch::get_maximum_iterations ( ) const

inline

Definition at line 25 of file newton.h.

References m_MaxIter.

Referenced by NewtonWithLineSearch().

◆ record_iteration()

void NewtonWithLineSearch::record_iteration	(	int	iter,
		int	cg_iter,
		real_t	gnorm,
		real_t	objective,
		const sLineSearchResult &	step,
		real_t	gnorm0
	)

private

◆ run()

MinimizationResult NewtonWithLineSearch::run	(	objective::Objective &	objective,
		Eigen::Ref< DenseRealVector >	init
	)

overrideprivatevirtual

We are using Objective::gradient_and_pre_conditioner here, and in the loop below. It can be more efficient to calculate both values at once (if the loss vector is sparse, only one loop is needed), but as a consequence we perform one more calculation of the preconditioner vector than necessary. At least for squared hinge, this seems to result in a net win (the more iterations we have to do, the more speedup we get).

Implements dismec::solvers::Minimizer.

Definition at line 63 of file newton.cpp.

References dismec::solvers::DIVERGED, dismec::solvers::FAILED, dismec::HashVector::get(), dismec::solvers::CGMinimizer::get_solution(), m_Alpha_PCG, m_CG_Solver, m_Epsilon, m_Gradient, m_LineSearcher, dismec::solvers::Minimizer::m_Logger, m_MaxIter, m_PreConditioner, m_Weights, dismec::stats::Tracked::make_timer(), dismec::solvers::CGMinimizer::minimize(), dismec::stats::Tracked::record(), record_iteration(), dismec::solvers::BacktrackingLineSearch::search(), dismec::stats::Tracked::set_tag(), anonymous_namespace{newton.cpp}::STAT_ABSOLUTE_STEP, anonymous_namespace{newton.cpp}::STAT_GRADIENT_NORM_0, anonymous_namespace{newton.cpp}::STAT_ITER_TIME, anonymous_namespace{newton.cpp}::STAT_LS_FAIL, dismec::solvers::SUCCESS, anonymous_namespace{newton.cpp}::TAG_ITERATION, and dismec::solvers::TIMED_OUT.