Changeset 9409 for trunk/sources/HeuristicLab.Algorithms.GradientDescent/3.3/LbfgsInitializer.cs

Timestamp:

04/30/13 11:11:45 (11 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.

File:

• trunk/sources/HeuristicLab.Algorithms.GradientDescent/3.3/LbfgsInitializer.cs (modified) (4 diffs)

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);