scd.hpp

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#ifndef MLPACK_CORE_OPTIMIZERS_SCD_SCD_HPP
#define MLPACK_CORE_OPTIMIZERS_SCD_SCD_HPP

#include <mlpack/prereqs.hpp>
#include "descent_policies/random_descent.hpp"

namespace mlpack {
namespace optimization {

template <typename DescentPolicyType = RandomDescent>
class SCD
{
 public:
  SCD(const double stepSize = 0.01,
      const size_t maxIterations = 100000,
      const double tolerance = 1e-5,
      const size_t updateInterval = 1e3,
      const DescentPolicyType descentPolicy = DescentPolicyType());

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

  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; }

  size_t UpdateInterval() const { return updateInterval; }
  size_t& UpdateInterval() { return updateInterval; }

  DescentPolicyType DescentPolicy() const { return descentPolicy; }
  DescentPolicyType& DescentPolicy() { return descentPolicy; }

 private:
  double stepSize;

  size_t maxIterations;

  double tolerance;

  size_t updateInterval;

  DescentPolicyType descentPolicy;
};

} // namespace optimization
} // namespace mlpack

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

#endif