sarah.hpp

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#ifndef MLPACK_CORE_OPTIMIZERS_SARAH_SARAH_HPP
#define MLPACK_CORE_OPTIMIZERS_SARAH_SARAH_HPP

#include <mlpack/prereqs.hpp>

#include "sarah_update.hpp"
#include "sarah_plus_update.hpp"

namespace mlpack {
namespace optimization {

template<typename UpdatePolicyType = SARAHUpdate>
class SARAHType
{
 public:
  SARAHType(const double stepSize = 0.01,
            const size_t batchSize = 32,
            const size_t maxIterations = 1000,
            const size_t innerIterations = 0,
            const double tolerance = 1e-5,
            const bool shuffle = true,
            const UpdatePolicyType& updatePolicy = UpdatePolicyType());

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

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

  size_t BatchSize() const { return batchSize; }
  size_t& BatchSize() { return batchSize; }

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

  size_t InnerIterations() const { return innerIterations; }
  size_t& InnerIterations() { return innerIterations; }

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

  bool Shuffle() const { return shuffle; }
  bool& Shuffle() { return shuffle; }

  const UpdatePolicyType& UpdatePolicy() const { return updatePolicy; }
  UpdatePolicyType& UpdatePolicy() { return updatePolicy; }

 private:
  double stepSize;

  size_t batchSize;

  size_t maxIterations;

  size_t innerIterations;

  double tolerance;

  bool shuffle;

  UpdatePolicyType updatePolicy;
};

// Convenience typedefs.

using SARAH = SARAHType<SARAHUpdate>;

using SARAH_Plus = SARAHType<SARAHPlusUpdate>;

} // namespace optimization
} // namespace mlpack

// Include implementation.
#include "sarah_impl.hpp"

#endif