dlib C++ Library - optimization_stop_strategies.h

    // Copyright (C) 2008  Davis E. King (davis@dlib.net)
    // License: Boost Software License   See LICENSE.txt for the full license.
    #ifndef DLIB_OPTIMIZATIOn_STOP_STRATEGIES_H_
    #define DLIB_OPTIMIZATIOn_STOP_STRATEGIES_H_

    #include <cmath>
    #include <limits>
    #include "../matrix.h"
    #include "../algs.h"
    #include "optimization_stop_strategies_abstract.h"
    #include <iostream>

    namespace dlib
    {

    // ----------------------------------------------------------------------------------------

        class objective_delta_stop_strategy
        {
        public:
            explicit objective_delta_stop_strategy (
                double min_delta = 1e-7
            ) : _verbose(false), _been_used(false), _min_delta(min_delta), _max_iter(0), _cur_iter(0), _prev_funct_value(0)
            {
                DLIB_ASSERT (
                    min_delta >= 0,
                    "\t objective_delta_stop_strategy(min_delta)"
                    << "\n\t min_delta can't be negative"
                    << "\n\t min_delta: " << min_delta
                );
            }

            objective_delta_stop_strategy (
                double min_delta,
                unsigned long max_iter
            ) : _verbose(false), _been_used(false), _min_delta(min_delta), _max_iter(max_iter), _cur_iter(0), _prev_funct_value(0)
            {
                DLIB_ASSERT (
                    min_delta >= 0 && max_iter > 0,
                    "\t objective_delta_stop_strategy(min_delta, max_iter)"
                    << "\n\t min_delta can't be negative and max_iter can't be 0"
                    << "\n\t min_delta: " << min_delta
                    << "\n\t max_iter:  " << max_iter
                );
            }

            objective_delta_stop_strategy& be_verbose(
            )
            {
                _verbose = true;
                return *this;
            }

            template <typename T>
            bool should_continue_search (
                const T& ,
                const double funct_value,
                const T&
            )
            {
                if (_verbose)
                {
                    std::cout << "iteration: " << _cur_iter << "   objective: " << funct_value << std::endl;
                }

                ++_cur_iter;
                if (_been_used)
                {
                    // Check if we have hit the max allowable number of iterations.  (but only
                    // check if _max_iter is enabled (i.e. not 0)).
                    if (_max_iter != 0 && _cur_iter > _max_iter)
                        return false;

                    // check if the function change was too small
                    if (std::abs(funct_value - _prev_funct_value) < _min_delta)
                        return false;
                }

                _been_used = true;
                _prev_funct_value = funct_value;
                return true;
            }

        private:
            bool _verbose;

            bool _been_used;
            double _min_delta;
            unsigned long _max_iter;
            unsigned long _cur_iter;
            double _prev_funct_value;
        };

    // ----------------------------------------------------------------------------------------

        class gradient_norm_stop_strategy
        {
        public:
            explicit gradient_norm_stop_strategy (
                double min_norm = 1e-7
            ) : _verbose(false), _min_norm(min_norm), _max_iter(0), _cur_iter(0)
            {
                DLIB_ASSERT (
                    min_norm >= 0,
                    "\t gradient_norm_stop_strategy(min_norm)"
                    << "\n\t min_norm can't be negative"
                    << "\n\t min_norm: " << min_norm
                );
            }

            gradient_norm_stop_strategy (
                double min_norm,
                unsigned long max_iter
            ) : _verbose(false), _min_norm(min_norm), _max_iter(max_iter), _cur_iter(0)
            {
                DLIB_ASSERT (
                    min_norm >= 0 && max_iter > 0,
                    "\t gradient_norm_stop_strategy(min_norm, max_iter)"
                    << "\n\t min_norm can't be negative and max_iter can't be 0"
                    << "\n\t min_norm: " << min_norm
                    << "\n\t max_iter:  " << max_iter
                );
            }

            gradient_norm_stop_strategy& be_verbose(
            )
            {
                _verbose = true;
                return *this;
            }

            template <typename T>
            bool should_continue_search (
                const T& ,
                const double funct_value,
                const T& funct_derivative
            )
            {
                if (_verbose)
                {
                    std::cout << "iteration: " << _cur_iter << "   objective: " << funct_value << "   gradient norm: " << length(funct_derivative) << std::endl;
                }

                ++_cur_iter;

                // Check if we have hit the max allowable number of iterations.  (but only
                // check if _max_iter is enabled (i.e. not 0)).
                if (_max_iter != 0 && _cur_iter > _max_iter)
                    return false;

                // check if the gradient norm is too small
                if (length(funct_derivative) < _min_norm)
                    return false;

                return true;
            }

        private:
            bool _verbose;

            double _min_norm;
            unsigned long _max_iter;
            unsigned long _cur_iter;
        };

    // ----------------------------------------------------------------------------------------

    }

    #endif // DLIB_OPTIMIZATIOn_STOP_STRATEGIES_H_