/// <summary>
/// Returns a boolean value indicating whether to keep optimizing.
/// <para>Used for optimization routines with early stopping.</para>
/// </summary>
/// <returns>Boolean</returns>
public virtual bool Update(OptimizerProperties properties)
{
return(properties.Iteration <= properties.MaxIterations ||
(properties.Iteration > 1 ?
properties.Cost < (properties.CostHistory[properties.Iteration - 1] - properties.MinimizationConstant)
: true));
}
/// <summary>
/// Returns a boolean value indicating whether to keep optimizing.
/// <para>Used for optimization routines with early stopping.</para>
/// </summary>
/// <returns>Boolean</returns>
public virtual bool Update(OptimizerProperties properties)
{
return (properties.Iteration <= properties.MaxIterations ||
(properties.Iteration > 1 ?
properties.Cost < (properties.CostHistory[properties.Iteration - 1] - properties.MinimizationConstant)
: true));
}
/// <summary>
/// Update and return the new Theta value.
/// </summary>
/// <param name="properties">Properties for the optimization routine.</param>
/// <returns></returns>
public override Vector UpdateTheta(OptimizerProperties properties)
{
if (properties.Cost > properties.CostHistory.Last())
{
properties.LearningRate *= 0.9;
return(properties.Theta);
}
return(properties.Theta - properties.LearningRate * properties.Gradient);
}
/// <summary>
/// Update and return the new Theta value.
/// </summary>
/// <param name="properties">Properties for the optimization routine.</param>
/// <returns></returns>
public override Vector UpdateTheta(OptimizerProperties properties)
{
if (properties.Cost > properties.CostHistory.Last())
{
properties.LearningRate *= 0.9;
return properties.Theta;
}
else
{
return properties.Theta - properties.LearningRate * properties.Gradient;
}
}
/// <summary>
/// Update and return the new Theta value.
/// </summary>
/// <param name="properties">Properties for the optimization routine.</param>
/// <returns></returns>
public override Vector UpdateTheta(OptimizerProperties properties)
{
Vector v = (this.Momentum * properties.Theta) - (properties.LearningRate * properties.Gradient);
return(properties.Theta + this.Momentum * v - properties.LearningRate * properties.Gradient);
}
/// <summary>
/// Update and return the new Theta value.
/// </summary>
/// <param name="properties">Properties for the optimization routine.</param>
/// <returns></returns>
public override Vector UpdateTheta(OptimizerProperties properties)
{
var v = Momentum * properties.Theta - properties.LearningRate * properties.Gradient;
return(properties.Theta + Momentum * v - properties.LearningRate * properties.Gradient);
}
/// <summary> /// Update and return the new Theta value. /// </summary> /// <param name="properties">Properties for the optimization routine.</param> /// <returns></returns> public abstract Vector UpdateTheta(OptimizerProperties properties);
/// <summary>
/// Update and return the Gradient.
/// </summary>
/// <param name="costFunction">The cost function to optimize.</param>
/// <param name="properties">Properties for the optimization routine.</param>
/// <returns>Vector</returns>
public virtual Vector UpdateGradient(ICostFunction costFunction, OptimizerProperties properties)
{
return costFunction.ComputeGradient(properties.Theta);
}
/// <summary>
/// Update and return the Cost.
/// </summary>
/// <param name="costFunction">The cost function to optimize.</param>
/// <param name="properties">Properties for the optimization routine.</param>
/// <returns>Double</returns>
public virtual double UpdateCost(ICostFunction costFunction, OptimizerProperties properties)
{
return costFunction.ComputeCost(properties.Theta);
}
/// <summary> /// Update and return the new Theta value. /// </summary> /// <param name="properties">Properties for the optimization routine.</param> /// <returns></returns> public abstract Vector UpdateTheta(OptimizerProperties properties);
/// <summary>
/// Update and return the Gradient.
/// </summary>
/// <param name="costFunction">The cost function to optimize.</param>
/// <param name="properties">Properties for the optimization routine.</param>
/// <returns>Vector</returns>
public virtual Vector UpdateGradient(ICostFunction costFunction, OptimizerProperties properties)
{
return(costFunction.ComputeGradient(properties.Theta));
}
/// <summary>
/// Update and return the Cost.
/// </summary>
/// <param name="costFunction">The cost function to optimize.</param>
/// <param name="properties">Properties for the optimization routine.</param>
/// <returns>Double</returns>
public virtual double UpdateCost(ICostFunction costFunction, OptimizerProperties properties)
{
return(costFunction.ComputeCost(properties.Theta));
}
