Wrapper for the linesearch class of functions in the linear algebra library. More...

#include <shark/Algorithms/GradientDescent/LineSearch.h>

Inheritance diagram for shark::LineSearch< SearchPointType >:

Public Types
typedef AbstractObjectiveFunction< SearchPointType, double >	ObjectiveFunction

Public Member Functions
	LineSearch ()

LineSearchType	lineSearchType () const

LineSearchType &	lineSearchType ()

double	minInterval () const
	minInterval sets the minimum initial bracket

double &	minInterval ()
	minInterval sets the minimum initial bracket

double	maxInterval () const
	maxInterval sets the maximum initial bracket

double &	maxInterval ()
	maxInterval sets the maximum initial bracket

void	init (ObjectiveFunction const &objectiveFunction)
	initializes the internal state of the LineSearch class and sets the function on which the lineSearch is to be evaluated

void	operator() (SearchPointType &searchPoint, double &pointValue, SearchPointType const &newtonDirection, SearchPointType &derivative, double stepLength=1.0) const

virtual void	read (InArchive &archive)
	Read the component from the supplied archive.

virtual void	write (OutArchive &archive) const
	Write the component to the supplied archive.

Public Member Functions inherited from shark::ISerializable
virtual	~ISerializable ()
	Virtual d'tor.

void	load (InArchive &archive, unsigned int version)
	Versioned loading of components, calls read(...).

void	save (OutArchive &archive, unsigned int version) const
	Versioned storing of components, calls write(...).

	BOOST_SERIALIZATION_SPLIT_MEMBER ()

Protected Attributes
double	m_minInterval
	initial [min,max] bracket for linesearch

double	m_maxInterval
	initial [min,max] bracket for linesearch

LineSearchType	m_lineSearchType

ObjectiveFunction const *	m_function
	function to optimize

Detailed Description

template<class SearchPointType>
class shark::LineSearch< SearchPointType >

Wrapper for the linesearch class of functions in the linear algebra library.

This class is a wrapper for the linesearch class of functions of the linear algebra library. The class is used for example in CG or BFGS for their internal linesearch learning steps. It is NOT an Optimizer on its own, since it needs the Newton direction to be specified.

Definition at line 57 of file LineSearch.h.

Member Typedef Documentation

◆ ObjectiveFunction

template<class SearchPointType >

typedef AbstractObjectiveFunction<SearchPointType,double> shark::LineSearch< SearchPointType >::ObjectiveFunction

Definition at line 60 of file LineSearch.h.

Constructor & Destructor Documentation

◆ LineSearch()

template<class SearchPointType >

shark::LineSearch< SearchPointType >::LineSearch ( )

inline

Initializes the internal variables of the class to useful default values. Dlinmin is used as default

Definition at line 64 of file LineSearch.h.

References shark::LineSearch< SearchPointType >::m_lineSearchType, shark::LineSearch< SearchPointType >::m_maxInterval, shark::LineSearch< SearchPointType >::m_minInterval, and shark::WolfeCubic.

Member Function Documentation

◆ init()

template<class SearchPointType >

void shark::LineSearch< SearchPointType >::init ( ObjectiveFunction const & objectiveFunction )

inline

initializes the internal state of the LineSearch class and sets the function on which the lineSearch is to be evaluated

Definition at line 94 of file LineSearch.h.

References shark::LineSearch< SearchPointType >::m_function.

Referenced by shark::MergeBudgetMaintenanceStrategy< RealVector >::reduceBudget().

◆ lineSearchType() [1/2]

template<class SearchPointType >

LineSearchType & shark::LineSearch< SearchPointType >::lineSearchType ( )

inline

Definition at line 73 of file LineSearch.h.

References shark::LineSearch< SearchPointType >::m_lineSearchType.

◆ lineSearchType() [2/2]

template<class SearchPointType >

LineSearchType shark::LineSearch< SearchPointType >::lineSearchType ( ) const

inline

Definition at line 70 of file LineSearch.h.

References shark::LineSearch< SearchPointType >::m_lineSearchType.

Referenced by shark::MergeBudgetMaintenanceStrategy< RealVector >::reduceBudget().

◆ maxInterval() [1/2]

template<class SearchPointType >

double & shark::LineSearch< SearchPointType >::maxInterval ( )

inline

maxInterval sets the maximum initial bracket

Definition at line 89 of file LineSearch.h.

References shark::LineSearch< SearchPointType >::m_maxInterval.

◆ maxInterval() [2/2]

template<class SearchPointType >

double shark::LineSearch< SearchPointType >::maxInterval ( ) const

inline

maxInterval sets the maximum initial bracket

Definition at line 85 of file LineSearch.h.

References shark::LineSearch< SearchPointType >::m_maxInterval.

◆ minInterval() [1/2]

template<class SearchPointType >

double & shark::LineSearch< SearchPointType >::minInterval ( )

inline

minInterval sets the minimum initial bracket

Definition at line 81 of file LineSearch.h.

References shark::LineSearch< SearchPointType >::m_minInterval.

◆ minInterval() [2/2]

template<class SearchPointType >

double shark::LineSearch< SearchPointType >::minInterval ( ) const

inline

minInterval sets the minimum initial bracket

Definition at line 77 of file LineSearch.h.

References shark::LineSearch< SearchPointType >::m_minInterval.

◆ operator()()

template<class SearchPointType >

void shark::LineSearch< SearchPointType >::operator()	(	SearchPointType &	searchPoint,
		double &	pointValue,
		SearchPointType const &	newtonDirection,
		SearchPointType &	derivative,
		double	stepLength = `1.0`
	)		const

performs a linesearch on the objectiveFunction given the starting point, its value the newton direction and optionally the derivative at the starting point

Parameters

searchPoint	the point where the linesearch start
pointValue	the value of the function at searchPoint
newtonDirection	the search direction of the line search
derivative	the derivative of the function at searchPoint
stepLength	initial step length guess for guiding the line search

◆ read()

template<class SearchPointType >

virtual void shark::LineSearch< SearchPointType >::read ( InArchive & archive )

inlinevirtual

Read the component from the supplied archive.

Parameters

[in,out] archive The archive to read from.

Reimplemented from shark::ISerializable.

Definition at line 107 of file LineSearch.h.

References shark::LineSearch< SearchPointType >::m_lineSearchType, shark::LineSearch< SearchPointType >::m_maxInterval, and shark::LineSearch< SearchPointType >::m_minInterval.

◆ write()

template<class SearchPointType >

virtual void shark::LineSearch< SearchPointType >::write ( OutArchive & archive ) const

inlinevirtual

Write the component to the supplied archive.

Parameters

[in,out] archive The archive to write to.

Reimplemented from shark::ISerializable.

Definition at line 113 of file LineSearch.h.

References shark::LineSearch< SearchPointType >::m_lineSearchType, shark::LineSearch< SearchPointType >::m_maxInterval, and shark::LineSearch< SearchPointType >::m_minInterval.

Member Data Documentation

◆ m_function

template<class SearchPointType >

ObjectiveFunction const* shark::LineSearch< SearchPointType >::m_function

protected

function to optimize

Definition at line 129 of file LineSearch.h.

Referenced by shark::LineSearch< SearchPointType >::init().

◆ m_lineSearchType

template<class SearchPointType >

LineSearchType shark::LineSearch< SearchPointType >::m_lineSearchType

protected

Definition at line 126 of file LineSearch.h.

Referenced by shark::LineSearch< SearchPointType >::LineSearch(), shark::LineSearch< SearchPointType >::lineSearchType(), shark::LineSearch< SearchPointType >::lineSearchType(), shark::LineSearch< SearchPointType >::read(), and shark::LineSearch< SearchPointType >::write().

◆ m_maxInterval

template<class SearchPointType >

double shark::LineSearch< SearchPointType >::m_maxInterval

protected

initial [min,max] bracket for linesearch

Definition at line 124 of file LineSearch.h.

Referenced by shark::LineSearch< SearchPointType >::LineSearch(), shark::LineSearch< SearchPointType >::maxInterval(), shark::LineSearch< SearchPointType >::maxInterval(), shark::LineSearch< SearchPointType >::read(), and shark::LineSearch< SearchPointType >::write().

◆ m_minInterval

template<class SearchPointType >

double shark::LineSearch< SearchPointType >::m_minInterval

protected

initial [min,max] bracket for linesearch

Definition at line 122 of file LineSearch.h.

Referenced by shark::LineSearch< SearchPointType >::LineSearch(), shark::LineSearch< SearchPointType >::minInterval(), shark::LineSearch< SearchPointType >::minInterval(), shark::LineSearch< SearchPointType >::read(), and shark::LineSearch< SearchPointType >::write().

The documentation for this class was generated from the following file:

include/shark/Algorithms/GradientDescent/LineSearch.h

Public Types

Public Member Functions

Protected Attributes

Detailed Description

Member Typedef Documentation

◆ ObjectiveFunction

Constructor & Destructor Documentation

◆ LineSearch()

Member Function Documentation

◆ init()

◆ lineSearchType() [1/2]

◆ lineSearchType() [2/2]

◆ maxInterval() [1/2]

◆ maxInterval() [2/2]

◆ minInterval() [1/2]

◆ minInterval() [2/2]

◆ operator()()

◆ read()

◆ write()

Member Data Documentation

◆ m_function

◆ m_lineSearchType

◆ m_maxInterval

◆ m_minInterval