internal virtual void UpdateDir()
{
if (EnforceNonNegativity)
{
VBufferUtils.ApplyInto(ref _x, ref _grad, ref _steepestDescDir,
(ind, xVal, gradVal) =>
{
if (xVal > 0)
{
return(-gradVal);
}
return(-Math.Min(gradVal, 0));
});
_steepestDescDir.CopyTo(ref _dir);
}
else
{
VectorUtils.ScaleInto(ref _grad, -1, ref _dir);
}
MapDirByInverseHessian();
if (EnforceNonNegativity)
{
FixDirZeros();
}
}
public LineFunc(DifferentiableFunction function, ref VBuffer <Float> initial, bool useCG = false)
{
int dim = initial.Length;
initial.CopyTo(ref _point);
_func = function;
// REVIEW: plumb the IProgressChannelProvider through.
_value = _func(ref _point, ref _grad, null);
VectorUtils.ScaleInto(ref _grad, -1, ref _dir);
_useCG = useCG;
}
public void ChangeDir()
{
if (_useCG)
{
Float newByNew = VectorUtils.NormSquared(_newGrad);
Float newByOld = VectorUtils.DotProduct(ref _newGrad, ref _grad);
Float oldByOld = VectorUtils.NormSquared(_grad);
Float betaPR = (newByNew - newByOld) / oldByOld;
Float beta = Math.Max(0, betaPR);
VectorUtils.ScaleBy(ref _dir, beta);
VectorUtils.AddMult(ref _newGrad, -1, ref _dir);
}
else
{
VectorUtils.ScaleInto(ref _newGrad, -1, ref _dir);
}
_newPoint.CopyTo(ref _point);
_newGrad.CopyTo(ref _grad);
_value = _newValue;
}