Greedy descent policy for Stochastic Co-ordinate Descent(SCD). More...
|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...|
Greedy descent policy for Stochastic Co-ordinate Descent(SCD).
This descent scheme picks a the co-ordinate for the descent with the maximum guaranteed descent, according to the Gauss-Southwell rule. This is a deterministic approach and is generally more expensive to calculate.
For more information, refer to the following.
Member Function Documentation
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.
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.
- The index of the coordinate to be descended.
The documentation for this class was generated from the following file:
Generated by 1.8.13