/// <summary>
/// Runs the optimization routine for the set number of iterations.
/// </summary>
public void Run()
{
CostFunction.Initialize();
for (var x = 0; x < Properties.MaxIterations; x++)
{
if (OpimizationMethod.Update(Properties))
{
Step();
}
else
{
break;
}
}
Completed = true;
}
/// <summary>
/// Performs a single step of the optimization routine.
/// </summary>
public void Step()
{
Properties.Iteration += 1;
var lastCost = Properties.Cost;
Properties.Cost = OpimizationMethod.UpdateCost(CostFunction, Properties);
Properties.CostHistory.Add(Properties.Cost);
Properties.Gradient = OpimizationMethod.UpdateGradient(CostFunction, Properties);
Properties.GradientHistory.Add(Properties.Gradient);
Properties.Theta = OpimizationMethod.UpdateTheta(Properties);
if (Properties.Iteration > 1 && Properties.Cost < lastCost)
{
Properties.BestTheta = Properties.Theta;
}
else
{
Properties.BestTheta = Properties.Theta;
}
}
