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StochasticGradientDescent< Vector > Class Template Reference

Detailed Description

template<typename Vector>
class examples::stochastic_gradient_descent::StochasticGradientDescent< Vector >

Definition at line 99 of file stochastic_gradient_descent.hpp.

#include <stochastic_gradient_descent.hpp>

Public Member Functions

 StochasticGradientDescent (size_t num_iterations, double mini_batch_fraction, double step_size, double tolerance)
 
Vector optimize (const DIA< DataPoint< Vector > > &input_points, const Vector &initial_weights)
 do the actual computation More...
 

Private Member Functions

bool is_converged (Vector &old, Vector &curr, double tolerance)
 

Private Attributes

double mini_batch_fraction
 
size_t num_iterations
 
double step_size
 
double tolerance
 

Constructor & Destructor Documentation

◆ StochasticGradientDescent()

StochasticGradientDescent ( size_t  num_iterations,
double  mini_batch_fraction,
double  step_size,
double  tolerance 
)
inline

Definition at line 102 of file stochastic_gradient_descent.hpp.

Member Function Documentation

◆ is_converged()

bool is_converged ( Vector &  old,
Vector &  curr,
double  tolerance 
)
inlineprivate

Definition at line 167 of file stochastic_gradient_descent.hpp.

References Vector< D, Type >::Distance(), max(), and Vector< D, Type >::Norm().

◆ optimize()

Vector optimize ( const DIA< DataPoint< Vector > > &  input_points,
const Vector &  initial_weights 
)
inline

do the actual computation

Definition at line 111 of file stochastic_gradient_descent.hpp.

References LeastSquaresGradient< Vector >::Compute(), SumResult< Vector >::count, DataPoint< Vector >::data, SumResult< Vector >::grad, DataPoint< Vector >::label, LOG1, and Vector< D, double >::Make().

Member Data Documentation

◆ mini_batch_fraction

double mini_batch_fraction
private

Definition at line 163 of file stochastic_gradient_descent.hpp.

◆ num_iterations

size_t num_iterations
private

Definition at line 162 of file stochastic_gradient_descent.hpp.

◆ step_size

double step_size
private

Definition at line 164 of file stochastic_gradient_descent.hpp.

◆ tolerance

double tolerance
private

Definition at line 165 of file stochastic_gradient_descent.hpp.

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