gradient_descent.hpp

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#ifndef MLPACK_CORE_OPTIMIZERS_GRADIENT_DESCENT_GRADIENT_DESCENT_HPP
#define MLPACK_CORE_OPTIMIZERS_GRADIENT_DESCENT_GRADIENT_DESCENT_HPP

#include <mlpack/core.hpp>

namespace mlpack {
namespace optimization {

class GradientDescent
{
 public:
  GradientDescent(const double stepSize = 0.01,
                  const size_t maxIterations = 100000,
                  const double tolerance = 1e-5);

  template<typename FunctionType>
  double Optimize(FunctionType& function, arma::mat& iterate);

  template<typename FunctionType>
  double Optimize(
      FunctionType& function,
      arma::mat& iterate,
      data::DatasetMapper<data::IncrementPolicy, double>& datasetInfo);

  double StepSize() const { return stepSize; }
  double& StepSize() { return stepSize; }

  size_t MaxIterations() const { return maxIterations; }
  size_t& MaxIterations() { return maxIterations; }

  double Tolerance() const { return tolerance; }
  double& Tolerance() { return tolerance; }

 private:
  double stepSize;

  size_t maxIterations;

  double tolerance;
};

} // namespace optimization
} // namespace mlpack

#include "gradient_descent_impl.hpp"

#endif