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BacktrackingLineSearch Class Reference

Definition of the backtracking line search algorithm based on the Armijo–Goldstein condition to determine the maximum amount to move along the given search direction. More...

Public Member Functions

 BacktrackingLineSearch (const double searchParameter=0.1)
 Construct the BacktrackingLineSearch object with the given function and parameters. More...

 
template
<
typename
DecomposableFunctionType
>
void Update (DecomposableFunctionType &function, double &stepSize, arma::mat &iterate, const arma::mat &gradient, const double gradientNorm, const double, const size_t offset, const size_t, const size_t backtrackingBatchSize, const bool reset)
 This function is called in each iteration. More...

 

Detailed Description

Definition of the backtracking line search algorithm based on the Armijo–Goldstein condition to determine the maximum amount to move along the given search direction.

For more information, please refer to:

@article{De2017,
title = {Big Batch {SGD:} Automated Inference using Adaptive Batch
Sizes},
author = {Soham De and Abhay Kumar Yadav and David W. Jacobs and
Tom Goldstein},
journal = {CoRR},
year = {2017},
url = {http://arxiv.org/abs/1610.05792},
}

Definition at line 40 of file backtracking_line_search.hpp.

Constructor & Destructor Documentation

◆ BacktrackingLineSearch()

BacktrackingLineSearch ( const double  searchParameter = 0.1)
inline

Construct the BacktrackingLineSearch object with the given function and parameters.

The defaults here are not necessarily good for the given problem, so it is suggested that the values used be tailored to the task at hand.

Parameters
functionFunction to be optimized (minimized).

Definition at line 51 of file backtracking_line_search.hpp.

Member Function Documentation

◆ Update()

void Update ( DecomposableFunctionType &  function,
double &  stepSize,
arma::mat &  iterate,
const arma::mat &  gradient,
const double  gradientNorm,
const double  ,
const size_t  offset,
const size_t  ,
const size_t  backtrackingBatchSize,
const bool  reset 
)
inline

This function is called in each iteration.

Template Parameters
DecomposableFunctionTypeType of the function to be optimized.
Parameters
functionFunction to be optimized (minimized).
stepSizeStep size to be used for the given iteration.
iterateParameters that minimize the function.
gradientThe gradient matrix.
gradientNormThe gradient norm to be used for the given iteration.
offsetThe batch offset to be used for the given iteration.
batchSizeBatch size to be used for the given iteration.
backtrackingBatchSizeBacktracking batch size to be used for the given iteration.
resetReset the step size decay parameter.

Definition at line 71 of file backtracking_line_search.hpp.


The documentation for this class was generated from the following file: