mlpack  git-master
UpdateFullCorrection Class Reference

Full correction approach to update the solution. More...

Public Member Functions

 UpdateFullCorrection (const double tau, const double stepSize)
 Construct UpdateFullCorrection class. More...

 
void Update (FuncSq &function, const arma::mat &oldCoords, const arma::mat &s, arma::mat &newCoords, const size_t)
 Update rule for FrankWolfe, recalculate the coefficents of of current atoms, while satisfying the norm constraint. More...

 

Detailed Description

Full correction approach to update the solution.

UpdateSpan class reoptimize the solution in the span of all current atoms, which is used in OMP, which only focus on sparsity.

UpdateFullCorrection class reoptimize the solution in a similar way, however, the solutions need to satisfy the constraint that the atom norm has to be smaller than or equal to tau. This constraint optimization problem is solved by projected gradient method. See Atoms.ProjectedEnhancement().

Currently only works for function in FuncSq class.

Definition at line 37 of file update_full_correction.hpp.

Constructor & Destructor Documentation

◆ UpdateFullCorrection()

UpdateFullCorrection ( const double  tau,
const double  stepSize 
)
inline

Construct UpdateFullCorrection class.

Parameters
tauatom norm constraint.
stepSizestep size used in projected gradient method.

Definition at line 46 of file update_full_correction.hpp.

Member Function Documentation

◆ Update()

void Update ( FuncSq function,
const arma::mat &  oldCoords,
const arma::mat &  s,
arma::mat &  newCoords,
const size_t   
)
inline

Update rule for FrankWolfe, recalculate the coefficents of of current atoms, while satisfying the norm constraint.

Parameters
functionfunction to be optimized.
oldCoordsprevious solution coords.
scurrent linear_constr_solution result.
newCoordsnew output solution coords.
numItercurrent iteration number.

Definition at line 60 of file update_full_correction.hpp.

References Atoms::AddAtom(), Atoms::CurrentCoeffs(), Atoms::ProjectedGradientEnhancement(), and Atoms::RecoverVector().


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