Cyclic descent policy for Stochastic Coordinate Descent(SCD). More...

Static Public Member Functions
template < typename ResolvableFunctionType >
static size_t	DescentFeature (const size_t iteration, const arma::mat &, const ResolvableFunctionType &function)
	The DescentFeature method is used to get the descent coordinate for the current iteration. More...

Detailed Description

Cyclic descent policy for Stochastic Coordinate Descent(SCD).

This descent scheme picks a the co-ordinate for the descent in a cyclic manner serially.

For more information, see the following.

@inproceedings{Shalev-Shwartz2009,
  author    = {Shalev-Shwartz, Shai and Tewari, Ambuj},
  title     = {Stochastic Methods for L1 Regularized Loss Minimization},
  booktitle = {Proceedings of the 26th Annual International Conference on
               Machine Learning},
  series    = {ICML '09},
  year      = {2009},
  isbn      = {978-1-60558-516-1}
}

Definition at line 38 of file cyclic_descent.hpp.

Member Function Documentation

◆ DescentFeature()

static size_t DescentFeature	(	const size_t	iteration,
		const arma::mat &	,
		const ResolvableFunctionType &	function
	)

inlinestatic

The DescentFeature method is used to get the descent coordinate for the current iteration.

Template Parameters

ResolvableFunctionType The type of the function to be optimized.

Parameters

iteration	The iteration number for which the feature is to be obtained.
iterate	The current value of the decision variable.
function	The function to be optimized.

Returns: The index of the coordinate to be descended.

Definition at line 53 of file cyclic_descent.hpp.

The documentation for this class was generated from the following file:

src/mlpack/core/optimizers/scd/descent_policies/cyclic_descent.hpp

Static Public Member Functions

Detailed Description

Member Function Documentation

◆ DescentFeature()