Changeset 12820 for branches/crossvalidation-2434/HeuristicLab.Algorithms.GradientDescent/3.3/LbfgsUpdateResults.cs

Timestamp:

07/30/15 18:42:18 (9 years ago)

Author:

gkronber

Message:

#2434: merged r12787:12819 from trunk to branch

Location:

branches/crossvalidation-2434

Files:

• . (modified) (1 prop)
• HeuristicLab.Algorithms.GradientDescent/3.3/LbfgsUpdateResults.cs (modified) (5 diffs)

branches/crossvalidation-2434/HeuristicLab.Algorithms.GradientDescent/3.3/LbfgsUpdateResults.cs

@@ -37 +37 @@
     private const string StateParameterName = "State";
     private const string ApproximateGradientsParameterName = "ApproximateGradients";
+    private const string MaximizationParameterName = "Maximization";
 
     #region Parameter Properties
@@ -51 +52 @@
       get { return (ILookupParameter<LbfgsState>)Parameters[StateParameterName]; }
     }
+    public ILookupParameter<BoolValue> MaximizationParameter {
+      get { return (ILookupParameter<BoolValue>)Parameters[MaximizationParameterName]; }
+    }
     #endregion
 
@@ -58 +62 @@
     private DoubleValue Quality { get { return QualityParameter.ActualValue; } }
     private LbfgsState State { get { return StateParameter.ActualValue; } }
+
+    private BoolValue Maximization {
+      get {
+        // BackwardsCompatibility3.3
+        #region Backwards compatible code, remove with 3.4
+        // the parameter is new, previously we assumed minimization problems
+        if (MaximizationParameter.ActualValue == null) return new BoolValue(false);
+        #endregion
+        return MaximizationParameter.ActualValue;
+      }
+    }
+
     #endregion
 
@@ -70 +86 @@
       Parameters.Add(new LookupParameter<BoolValue>(ApproximateGradientsParameterName,
                                                     "Flag that indicates if gradients should be approximated."));
+      Parameters.Add(new LookupParameter<BoolValue>(MaximizationParameterName, "Flag that indicates if we solve a maximization problem."));
       // in & out
       Parameters.Add(new LookupParameter<LbfgsState>(StateParameterName, "The state of the LM-BFGS algorithm."));
+    }
+
+    [StorableHook(HookType.AfterDeserialization)]
+    private void AfterDeserialization() {
+      // BackwardsCompatibility3.3
+
+      #region Backwards compatible code, remove with 3.4
+      if (!Parameters.ContainsKey(MaximizationParameterName)) {
+        // previous behaviour defaulted to minimization
+        Parameters.Add(new LookupParameter<BoolValue>(MaximizationParameterName, "Flag that indicates if we solve a maximization problem."));
+      }
+      #endregion
     }
 
@@ -80 +109 @@
     public override IOperation Apply() {
       var state = State;
-      var f = Quality.Value;
+      var sign = Maximization.Value ? -1.0 : 1.0;
+      var f = sign * Quality.Value;
       state.State.f = f;
       if (!ApproximateGradients.Value) {
-        var g = QualityGradients.ToArray();
+        var g = QualityGradients.Select(gi => sign * gi).ToArray();
         state.State.g = g;
       }