public virtual double[] Minimize(IDiffFunction function, double functionTolerance, double[] initial, int maxIterations)
{
Sayln("SGDToQNMinimizer called on function of " + function.DomainDimension() + " variables;");
// check for stochastic derivatives
if (!(function is AbstractStochasticCachingDiffFunction))
{
throw new NotSupportedException();
}
AbstractStochasticCachingDiffFunction dfunction = (AbstractStochasticCachingDiffFunction)function;
dfunction.method = StochasticCalculateMethods.GradientOnly;
ScaledSGDMinimizer sgd = new ScaledSGDMinimizer(this.gain, this.bSize, this.SGDPasses, 1, this.outputIterationsToFile);
QNMinimizer qn = new QNMinimizer(this.QNMem, true);
double[] x = sgd.Minimize(dfunction, functionTolerance, initial, this.SGDPasses);
QNMinimizer.QNInfo qnInfo = new QNMinimizer.QNInfo(this, sgd.sList, sgd.yList);
qnInfo.d = sgd.diag;
qn.Minimize(dfunction, functionTolerance, x, this.QNPasses, qnInfo);
log.Info(string.Empty);
log.Info("Minimization complete.");
log.Info(string.Empty);
log.Info("Exiting for Debug");
return(x);
}
public SetFixedGain(ScaledSGDMinimizer <Q> _enclosing, ScaledSGDMinimizer min)
{
this._enclosing = _enclosing;
this.parent = min;
}