Base class for all single objective optimizer. More...
#include <shark/Algorithms/AbstractSingleObjectiveOptimizer.h>
Public Types | |
typedef base_type::SearchPointType | SearchPointType |
typedef base_type::SolutionType | SolutionType |
typedef base_type::ResultType | ResultType |
typedef base_type::ObjectiveFunctionType | ObjectiveFunctionType |
![]() | |
enum | Feature |
Models features that the optimizer requires from the objective function. More... | |
typedef PointType | SearchPointType |
typedef double | ResultType |
typedef SingleObjectiveResultSet< PointType > | SolutionType |
typedef AbstractObjectiveFunction< PointType, ResultType > | ObjectiveFunctionType |
typedef TypedFlags< Feature > | Features |
typedef TypedFeatureNotAvailableException< Feature > | FeatureNotAvailableException |
Public Member Functions | |
virtual void | init (ObjectiveFunctionType &function) |
virtual void | init (ObjectiveFunctionType &function, SearchPointType const &startingPoint)=0 |
initializes the optimizer using a predefined starting point More... | |
virtual const SolutionType & | solution () const |
returns the current solution of the optimizer More... | |
![]() | |
const Features & | features () const |
virtual void | updateFeatures () |
bool | requiresValue () const |
bool | requiresFirstDerivative () const |
bool | requiresSecondDerivative () const |
bool | canSolveConstrained () const |
bool | requiresClosestFeasible () const |
virtual | ~AbstractOptimizer () |
Empty virtual d'tor. More... | |
virtual void | step (ObjectiveFunctionType const &function)=0 |
Carry out one step of the optimizer for the supplied objective function. More... | |
![]() | |
virtual | ~INameable () |
virtual std::string | name () const |
returns the name of the object More... | |
![]() | |
virtual | ~ISerializable () |
Virtual d'tor. More... | |
virtual void | read (InArchive &archive) |
Read the component from the supplied archive. More... | |
virtual void | write (OutArchive &archive) const |
Write the component to the supplied archive. More... | |
void | load (InArchive &archive, unsigned int version) |
Versioned loading of components, calls read(...). More... | |
void | save (OutArchive &archive, unsigned int version) const |
Versioned storing of components, calls write(...). More... | |
BOOST_SERIALIZATION_SPLIT_MEMBER () | |
Protected Attributes | |
SolutionType | m_best |
current solution of the optimizer More... | |
![]() | |
Features | m_features |
Additional Inherited Members | |
![]() | |
void | checkFeatures (ObjectiveFunctionType const &objectiveFunction) |
Convenience function that checks whether the features of the supplied objective function match with the required features of the optimizer. More... | |
Base class for all single objective optimizer.
This class is a spezialization of the AbstractOptimizer itnerface for the class of single objective optimizers. A single objective optimizer is an optimizer which can only optimize functions with a single objective. This is the default case for most optimisation problems. the class requires the ObjectiveFunction to provide a feasible starting point. If this is not possible, a second version of init is provided where the starting point can be explicitely defined. The Return type of an SingleObjectiveOptimizer is the SingleObjectiveResultSet which is a struct returning the best value of the function and together with it's point.
Definition at line 49 of file AbstractSingleObjectiveOptimizer.h.
typedef base_type::ObjectiveFunctionType shark::AbstractSingleObjectiveOptimizer< PointType >::ObjectiveFunctionType |
Definition at line 56 of file AbstractSingleObjectiveOptimizer.h.
typedef base_type::ResultType shark::AbstractSingleObjectiveOptimizer< PointType >::ResultType |
Definition at line 55 of file AbstractSingleObjectiveOptimizer.h.
typedef base_type::SearchPointType shark::AbstractSingleObjectiveOptimizer< PointType >::SearchPointType |
Definition at line 53 of file AbstractSingleObjectiveOptimizer.h.
typedef base_type::SolutionType shark::AbstractSingleObjectiveOptimizer< PointType >::SolutionType |
Definition at line 54 of file AbstractSingleObjectiveOptimizer.h.
|
inlinevirtual |
initializes the optimizer. The objectivefunction is required to provide a starting point, so CAN_PROPOSE_STARTING_POINT must be set. If this is not the case, an exception is thrown
Implements shark::AbstractOptimizer< PointType, double, SingleObjectiveResultSet< PointType > >.
Reimplemented in shark::CrossEntropyMethod.
Definition at line 60 of file AbstractSingleObjectiveOptimizer.h.
Referenced by shark::AbstractSingleObjectiveOptimizer< RealVector >::init(), and shark::OptimizationTrainer< Model, LabelTypeT >::train().
|
pure virtual |
initializes the optimizer using a predefined starting point
Implemented in shark::PointSearch, shark::NestedGridSearch, shark::IRpropPlusFull, shark::IRpropPlus, shark::RpropPlus, shark::LMCMA, shark::GridSearch, shark::CrossEntropyMethod, shark::RpropMinus, shark::CMA, shark::CMSA, shark::SimplexDownhill, shark::ElitistCMA, shark::VDCMA, shark::TrustRegionNewton, shark::AbstractLineSearchOptimizer, and shark::SteepestDescent.
|
inlinevirtual |
returns the current solution of the optimizer
Implements shark::AbstractOptimizer< PointType, double, SingleObjectiveResultSet< PointType > >.
Definition at line 68 of file AbstractSingleObjectiveOptimizer.h.
Referenced by main(), run_one_trial(), shark::OptimizationTrainer< Model, LabelTypeT >::train(), trainAutoencoderModel(), and trainRBM().
|
protected |
current solution of the optimizer
Definition at line 74 of file AbstractSingleObjectiveOptimizer.h.
Referenced by shark::AbstractSingleObjectiveOptimizer< RealVector >::solution().