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source: stable/HeuristicLab.Algorithms.GradientDescent/3.3/LbfgsUpdateResults.cs @ 11619

Last change on this file since 11619 was 11170, checked in by ascheibe, 10 years ago

#2115 updated copyright year in stable branch

File size: 4.1 KB
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1#region License Information
2/* HeuristicLab
3 * Copyright (C) 2002-2014 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4 *
5 * This file is part of HeuristicLab.
6 *
7 * HeuristicLab is free software: you can redistribute it and/or modify
8 * it under the terms of the GNU General Public License as published by
9 * the Free Software Foundation, either version 3 of the License, or
10 * (at your option) any later version.
11 *
12 * HeuristicLab is distributed in the hope that it will be useful,
13 * but WITHOUT ANY WARRANTY; without even the implied warranty of
14 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
15 * GNU General Public License for more details.
16 *
17 * You should have received a copy of the GNU General Public License
18 * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
19 */
20#endregion
21
22using System.Linq;
23using HeuristicLab.Common;
24using HeuristicLab.Core;
25using HeuristicLab.Data;
26using HeuristicLab.Encodings.RealVectorEncoding;
27using HeuristicLab.Operators;
28using HeuristicLab.Parameters;
29using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
30
31namespace HeuristicLab.Algorithms.GradientDescent {
32  [StorableClass]
33  [Item(Name = "LBFGS UpdateResults", Description = "Sets the results (function value and gradients) for the next optimization step in the LM-BFGS algorithm.")]
34  public sealed class LbfgsUpdateResults : SingleSuccessorOperator {
35    private const string QualityGradientsParameterName = "QualityGradients";
36    private const string QualityParameterName = "Quality";
37    private const string StateParameterName = "State";
38    private const string ApproximateGradientsParameterName = "ApproximateGradients";
39
40    #region Parameter Properties
41    public ILookupParameter<BoolValue> ApproximateGradientsParameter {
42      get { return (ILookupParameter<BoolValue>)Parameters[ApproximateGradientsParameterName]; }
43    }
44    public ILookupParameter<RealVector> QualityGradientsParameter {
45      get { return (ILookupParameter<RealVector>)Parameters[QualityGradientsParameterName]; }
46    }
47    public ILookupParameter<DoubleValue> QualityParameter {
48      get { return (ILookupParameter<DoubleValue>)Parameters[QualityParameterName]; }
49    }
50    public ILookupParameter<LbfgsState> StateParameter {
51      get { return (ILookupParameter<LbfgsState>)Parameters[StateParameterName]; }
52    }
53    #endregion
54
55    #region Properties
56    private BoolValue ApproximateGradients { get { return ApproximateGradientsParameter.ActualValue; } }
57    private RealVector QualityGradients { get { return QualityGradientsParameter.ActualValue; } }
58    private DoubleValue Quality { get { return QualityParameter.ActualValue; } }
59    private LbfgsState State { get { return StateParameter.ActualValue; } }
60    #endregion
61
62    [StorableConstructor]
63    private LbfgsUpdateResults(bool deserializing) : base(deserializing) { }
64    private LbfgsUpdateResults(LbfgsUpdateResults original, Cloner cloner) : base(original, cloner) { }
65    public LbfgsUpdateResults()
66      : base() {
67      // in
68      Parameters.Add(new LookupParameter<RealVector>(QualityGradientsParameterName, "The gradients at the evaluated point of the function to optimize."));
69      Parameters.Add(new LookupParameter<DoubleValue>(QualityParameterName, "The value at the evaluated point of the function to optimize."));
70      Parameters.Add(new LookupParameter<BoolValue>(ApproximateGradientsParameterName,
71                                                    "Flag that indicates if gradients should be approximated."));
72      // in & out
73      Parameters.Add(new LookupParameter<LbfgsState>(StateParameterName, "The state of the LM-BFGS algorithm."));
74    }
75
76    public override IDeepCloneable Clone(Cloner cloner) {
77      return new LbfgsUpdateResults(this, cloner);
78    }
79
80    public override IOperation Apply() {
81      var state = State;
82      var f = Quality.Value;
83      state.State.f = f;
84      if (!ApproximateGradients.Value) {
85        var g = QualityGradients.ToArray();
86        state.State.g = g;
87      }
88      return base.Apply();
89    }
90  }
91}
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