Example #1
0
File: gd.go Project: hycxa/mlf
// 输入x_k和g_k,返回x需要更新的增量 d_k = - g_k
func (opt *gdOptimizer) GetDeltaX(x, g *util.Matrix) *util.Matrix {
	return g.Opposite()
}
Example #2
0
File: lbfgs.go Project: sguzwf/mlf
// 输入x_k和g_k,返回x需要更新的增量 d_k = - H_k * g_k
func (opt *lbfgsOptimizer) GetDeltaX(x, g *util.Matrix) *util.Matrix {
	if x.NumLabels() != g.NumLabels() {
		log.Fatal("x和g的维度不一致")
	}

	// 第一次调用时开辟内存
	if opt.k == 0 {
		if x.IsSparse() {
			opt.initStruct(x.NumLabels(), 0, x.IsSparse())
		} else {
			opt.initStruct(x.NumLabels(), x.NumValues(), x.IsSparse())
		}
	}

	currIndex := util.Mod(opt.k, *lbfgs_history_size)

	// 更新x_k
	opt.x[currIndex].DeepCopy(x)

	// 更新g_k
	opt.g[currIndex].DeepCopy(g)

	// 当为第0步时,使用简单的gradient descent
	if opt.k == 0 {
		opt.k++
		return g.Opposite()
	}

	prevIndex := util.Mod(opt.k-1, *lbfgs_history_size)

	// 更新s_(k-1)
	opt.s[prevIndex].WeightedSum(opt.x[currIndex], opt.x[prevIndex], 1, -1)

	// 更新y_(k-1)
	opt.y[prevIndex].WeightedSum(opt.g[currIndex], opt.g[prevIndex], 1, -1)

	// 更新ro_(k-1)
	opt.ro.Set(prevIndex, 1.0/util.MatrixDotProduct(opt.y[prevIndex], opt.s[prevIndex]))

	// 计算两个循环的下限
	lowerBound := opt.k - *lbfgs_history_size
	if lowerBound < 0 {
		lowerBound = 0
	}

	// 第一个循环
	opt.q.DeepCopy(g)
	for i := opt.k - 1; i >= lowerBound; i-- {
		currIndex := util.Mod(i, *lbfgs_history_size)
		opt.alpha.Set(currIndex,
			opt.ro.Get(currIndex)*util.MatrixDotProduct(opt.s[currIndex], opt.q))
		opt.q.Increment(opt.y[currIndex], -opt.alpha.Get(currIndex))
	}

	// 第二个循环
	opt.z.DeepCopy(opt.q)
	for i := lowerBound; i <= opt.k-1; i++ {
		currIndex := util.Mod(i, *lbfgs_history_size)
		opt.beta.Set(currIndex,
			opt.ro.Get(currIndex)*util.MatrixDotProduct(opt.y[currIndex], opt.z))
		opt.z.Increment(opt.s[currIndex],
			opt.alpha.Get(currIndex)-opt.beta.Get(currIndex))
	}

	// 更新k
	opt.k++

	return opt.z.Opposite()
}