sgd_test_function.hpp

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#ifndef MLPACK_CORE_OPTIMIZERS_PROBLEMS_SGD_TEST_FUNCTION_HPP
#define MLPACK_CORE_OPTIMIZERS_PROBLEMS_SGD_TEST_FUNCTION_HPP

#include <mlpack/prereqs.hpp>

namespace mlpack {
namespace optimization {
namespace test {

class SGDTestFunction
{
 private:
  arma::Col<size_t> visitationOrder;

 public:
  SGDTestFunction();

  void Shuffle();

  size_t NumFunctions() const { return 3; }

  arma::mat GetInitialPoint() const { return arma::mat("6; -45.6; 6.2"); }

  double Evaluate(const arma::mat& coordinates, const size_t i) const;

  double Evaluate(const arma::mat& coordinates,
                  const size_t begin,
                  const size_t batchSize) const;

  void Gradient(const arma::mat& coordinates,
                const size_t i,
                arma::mat& gradient) const;

  void Gradient(const arma::mat& coordinates,
                const size_t begin,
                arma::mat& gradient,
                const size_t batchSize) const;
};

} // namespace test
} // namespace optimization
} // namespace mlpack

#endif