Changeset 9409

Timestamp:

04/30/13 11:11:45 (12 years ago)

Author:

gkronber

Message:

#1423:

• removed setting of name and description in LBFGS constructor
• changed names of placeholder operators in LBFGS
• added parameter for gradient checking.

Location:

trunk/sources/HeuristicLab.Algorithms.GradientDescent/3.3

Files:

• Lbfgs.cs (modified) (6 diffs)
• LbfgsInitializer.cs (modified) (4 diffs)

trunk/sources/HeuristicLab.Algorithms.GradientDescent/3.3/Lbfgs.cs

@@ -55 +55 @@
     private const string SeedParameterName = "Seed";
     private const string SetSeedRandomlyParameterName = "SetSeedRandomly";
+    private const string GradientCheckStepSizeParameterName = "GradientCheckStepSize";
 
     #region parameter properties
@@ -65 +66 @@
     public IValueParameter<BoolValue> SetSeedRandomlyParameter {
       get { return (IValueParameter<BoolValue>)Parameters[SetSeedRandomlyParameterName]; }
+    }
+    public IValueParameter<DoubleValue> GradientStepSizeParameter {
+      get { return (IValueParameter<DoubleValue>)Parameters[GradientCheckStepSizeParameterName]; }
     }
     #endregion
@@ -106 +110 @@
     public LbfgsAlgorithm()
       : base() {
-      this.name = ItemName;
-      this.description = ItemDescription;
 
       Parameters.Add(new ValueParameter<IntValue>(MaxIterationsParameterName, "The maximal number of iterations for.", new IntValue(20)));
@@ -113 +115 @@
       Parameters.Add(new ValueParameter<BoolValue>(SetSeedRandomlyParameterName, "True if the random seed should be set to a random value, otherwise false.", new BoolValue(true)));
       Parameters.Add(new ValueParameter<BoolValue>(ApproximateGradientsParameterName, "Indicates that gradients should be approximated.", new BoolValue(true)));
-      Parameters[ApproximateGradientsParameterName].Hidden = true; // should not be changed
+      Parameters.Add(new OptionalValueParameter<DoubleValue>(GradientCheckStepSizeParameterName, "Step size for the gradient check (should be used for debugging the gradient calculation only)."));
+      // these parameter should not be changed usually
+      Parameters[ApproximateGradientsParameterName].Hidden = true;
+      Parameters[GradientCheckStepSizeParameterName].Hidden = true;
 
       var randomCreator = new RandomCreator();
@@ -133 +138 @@
       randomCreator.Successor = solutionCreator;
 
-      solutionCreator.Name = "Solution Creator (placeholder)";
+      solutionCreator.Name = "(Solution Creator)";
       solutionCreator.Successor = initializer;
 
@@ -147 +152 @@
       branch.TrueBranch = finalAnalyzer;
 
-      evaluator.Name = "Evaluator (placeholder)";
+      evaluator.Name = "(Evaluator)";
       evaluator.Successor = updateResults;
 

trunk/sources/HeuristicLab.Algorithms.GradientDescent/3.3/LbfgsInitializer.cs

@@ -38 +38 @@
     private const string IterationsParameterName = "Iterations";
     private const string ApproximateGradientsParameterName = "ApproximateGradients";
+    private const string GradientCheckStepSizeParameterName = "GradientCheckStepSize";
 
     #region Parameter Properties
@@ -53 +54 @@
     public ILookupParameter<BoolValue> ApproximateGradientsParameter {
       get { return (ILookupParameter<BoolValue>)Parameters[ApproximateGradientsParameterName]; }
+    }
+    public ILookupParameter<DoubleValue> GradientStepSizeParameter {
+      get { return (ILookupParameter<DoubleValue>)Parameters[GradientCheckStepSizeParameterName]; }
     }
 
@@ -74 +78 @@
       Parameters.Add(new LookupParameter<BoolValue>(ApproximateGradientsParameterName,
                                                     "Flag that indicates if gradients should be approximated."));
+      Parameters.Add(new LookupParameter<DoubleValue>(GradientCheckStepSizeParameterName, "Step size for the gradient check (should be used for debugging the gradient calculation only)."));
       // out
       Parameters.Add(new LookupParameter<LbfgsState>(StateParameterName, "The state of the LM-BFGS algorithm."));
@@ -93 +98 @@
       alglib.minlbfgs.minlbfgssetcond(state, 0.0, 0, 0, Iterations.Value);
       alglib.minlbfgs.minlbfgssetxrep(state, true);
-      // alglib.minlbfgs.minlbfgssetgradientcheck(state, 0.000001);
+      if (GradientStepSizeParameter.ActualValue != null && GradientStepSizeParameter.ActualValue.Value > 0)
+        alglib.minlbfgs.minlbfgssetgradientcheck(state, GradientStepSizeParameter.ActualValue.Value);
 
       PointParameter.ActualValue = new RealVector(initialPoint);