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RandomDescent Class Reference

Random 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 &, const ResolvableFunctionType &function)
 The DescentFeature method is used to get the descent coordinate for the current iteration of the SCD optimizer. More...

 

Detailed Description

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.

@inproceedings{ShalevShwartz2009,
author = {Shalev-Shwartz, Shai and Tewari, Ambuj},
title = {Stochastic Methods for L1 Regularized Loss Minimization},
booktitle = {Proceedings of the 26th Annual International Conference on
Machine Learning},
series = {ICML '09},
year = {2009},
isbn = {978-1-60558-516-1}
}

Definition at line 37 of file random_descent.hpp.

Member Function Documentation

◆ DescentFeature()

static size_t DescentFeature ( const size_t  ,
const arma::mat &  ,
const ResolvableFunctionType &  function 
)
inlinestatic

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
ResolvableFunctionTypeThe type of the function to be optimized.
Parameters
iterationThe iteration number for which the feature is to be obtained.
iterateThe current value of the decision variable.
functionThe function to be optimized.
Returns
The index of the coordinate to be descended.

Definition at line 54 of file random_descent.hpp.

References mlpack::math::RandInt().


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