Random descent policy for Stochastic Coordinate Descent(SCD). More...
|static size_t||DescentFeature (const size_t, const arma::mat &, const ResolvableFunctionType &function)|
|The DescentFeature method is used to get the descent coordinate for the current iteration of the SCD optimizer. More...|
Random descent policy for Stochastic Coordinate Descent(SCD).
This descent scheme picks a the co-ordinate for the descent uniformly randomly.
For more information, see the following.
Member Function Documentation
The DescentFeature method is used to get the descent coordinate for the current iteration of the SCD optimizer.
For more information regarding the interface of this policy with the optimizer, have a look at the SCD implementation.
- 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:
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