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GreedyDescent Class Reference
Greedy descent policy for Stochastic Coordinate Descent(SCD). More...
Static Public Member Functions  
template < typename ResolvableFunctionType >  
static size_t  DescentFeature (const size_t, const arma::mat &iterate, const ResolvableFunctionType &function) 
The DescentFeature method is used to get the descent coordinate for the current iteration. More...  
Detailed Description
Greedy descent policy for Stochastic Coordinate Descent(SCD).
This descent scheme picks a the coordinate for the descent with the maximum guaranteed descent, according to the GaussSouthwell rule. This is a deterministic approach and is generally more expensive to calculate.
For more information, refer to the following.
@misc{Nutini2015,
author = {Julie Nutini and Mark Schmidt and Issam H.
Laradji and Michael Friedlander and Hoyt Koepke},
title = {Coordinate Descent Converges Faster with the GaussSouthwell Rule
Than Random Selection},
year = {2015},
eprint = {arXiv:1506.00552}
}
Definition at line 38 of file greedy_descent.hpp.
Member Function Documentation
◆ DescentFeature()

inlinestatic 
The DescentFeature method is used to get the descent coordinate for the current iteration.
 Template Parameters

ResolvableFunctionType The type of the function to be optimized.
 Parameters

iteration The iteration number for which the feature is to be obtained. iterate The current value of the decision variable. function The function to be optimized.
 Returns
 The index of the coordinate to be descended.
Definition at line 53 of file greedy_descent.hpp.
The documentation for this class was generated from the following file:
 src/mlpack/core/optimizers/scd/descent_policies/greedy_descent.hpp
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