GradientDescent.h

Go to the documentation of this file.

// n2p2 - A neural network potential package
// Copyright (C) 2018 Andreas Singraber (University of Vienna)
//
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// (at your option) any later version.
//
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
// GNU General Public License for more details.
//
// You should have received a copy of the GNU General Public License
// along with this program.  If not, see <https://www.gnu.org/licenses/>.
 
#ifndef GRADIENTDESCENT_H
#define GRADIENTDESCENT_H
 
#include "Updater.h"
#include <cstddef> // std::size_t
#include <string>  // std::string
#include <vector>  // std::vector
 
namespace nnp
{
 
class GradientDescent : public Updater
{
public:
    enum DescentType
    {
        DT_FIXED,
        DT_ADAM
    };
 
    GradientDescent(std::size_t const sizeState, DescentType const type);
    virtual ~GradientDescent() {};
    void                     setState(double* state);
    void                     setError(double const* const error,
                                      std::size_t const   size = 1);
    void                     setJacobian(double const* const jacobian,
                                         std::size_t const   columns = 1);
    void                     update();
    void                     setParametersFixed(double const eta);
    void                     setParametersAdam(double const eta,
                                               double const beta1,
                                               double const beta2,
                                               double const epsilon);
    std::string              status(std::size_t epoch) const;
    std::vector<std::string> statusHeader() const;
    std::vector<std::string> info() const;
 
private:
    DescentType         type;
    double              eta;
    double              beta1;
    double              beta2;
    double              epsilon;
    double              eta0;
    double              beta1t;
    double              beta2t;
    double*             state;
    double const*       error;
    double const*       gradient;
    std::vector<double> m;
    std::vector<double> v;
};
 
}
 
#endif