greedy_descent.hpp

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#ifndef MLPACK_CORE_OPTIMIZERS_SCD_DESCENT_POLICIES_GREEDY_HPP
#define MLPACK_CORE_OPTIMIZERS_SCD_DESCENT_POLICIES_GREEDY_HPP

#include <mlpack/core.hpp>

namespace mlpack {
namespace optimization {

class GreedyDescent
{
 public:
  template <typename ResolvableFunctionType>
  static size_t DescentFeature(const size_t /* iteration */,
                               const arma::mat& iterate,
                               const ResolvableFunctionType& function)
  {
    size_t bestFeature = 0;
    double bestDescent = 0;
    for (size_t i = 0; i < function.NumFeatures(); ++i)
    {
      arma::sp_mat fGrad;

      function.PartialGradient(iterate, i, fGrad);

      double descent = arma::accu(fGrad);
      if (descent > bestDescent)
      {
        bestFeature = i;
        bestDescent = descent;
      }
    }

    return bestFeature;
  }
};

} // namespace optimization
} // namespace mlpack

#endif