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// Copyright (C) 2008 Davis E. King (davis@dlib.net)
// License: Boost Software License See LICENSE.txt for the full license.
#ifndef DLIB_OPTIMIZATIOn_STOP_STRATEGIES_H_
#define DLIB_OPTIMIZATIOn_STOP_STRATEGIES_H_
#include <cmath>
#include <limits>
#include "../matrix.h"
#include "../algs.h"
#include "optimization_stop_strategies_abstract.h"
#include <iostream>
namespace dlib
{
// ----------------------------------------------------------------------------------------
class objective_delta_stop_strategy
{
public:
explicit objective_delta_stop_strategy (
double min_delta = 1e-7
) : _verbose(false), _been_used(false), _min_delta(min_delta), _max_iter(0), _cur_iter(0), _prev_funct_value(0)
{
DLIB_ASSERT (
min_delta >= 0,
"\t objective_delta_stop_strategy(min_delta)"
<< "\n\t min_delta can't be negative"
<< "\n\t min_delta: " << min_delta
);
}
objective_delta_stop_strategy (
double min_delta,
unsigned long max_iter
) : _verbose(false), _been_used(false), _min_delta(min_delta), _max_iter(max_iter), _cur_iter(0), _prev_funct_value(0)
{
DLIB_ASSERT (
min_delta >= 0 && max_iter > 0,
"\t objective_delta_stop_strategy(min_delta, max_iter)"
<< "\n\t min_delta can't be negative and max_iter can't be 0"
<< "\n\t min_delta: " << min_delta
<< "\n\t max_iter: " << max_iter
);
}
objective_delta_stop_strategy& be_verbose(
)
{
_verbose = true;
return *this;
}
template <typename T>
bool should_continue_search (
const T& ,
const double funct_value,
const T&
)
{
if (_verbose)
{
using namespace std;
cout << "iteration: " << _cur_iter << " objective: " << funct_value << endl;
}
++_cur_iter;
if (_been_used)
{
// Check if we have hit the max allowable number of iterations. (but only
// check if _max_iter is enabled (i.e. not 0)).
if (_max_iter != 0 && _cur_iter > _max_iter)
return false;
// check if the function change was too small
if (std::abs(funct_value - _prev_funct_value) < _min_delta)
return false;
}
_been_used = true;
_prev_funct_value = funct_value;
return true;
}
private:
bool _verbose;
bool _been_used;
double _min_delta;
unsigned long _max_iter;
unsigned long _cur_iter;
double _prev_funct_value;
};
// ----------------------------------------------------------------------------------------
class gradient_norm_stop_strategy
{
public:
explicit gradient_norm_stop_strategy (
double min_norm = 1e-7
) : _verbose(false), _min_norm(min_norm), _max_iter(0), _cur_iter(0)
{
DLIB_ASSERT (
min_norm >= 0,
"\t gradient_norm_stop_strategy(min_norm)"
<< "\n\t min_norm can't be negative"
<< "\n\t min_norm: " << min_norm
);
}
gradient_norm_stop_strategy (
double min_norm,
unsigned long max_iter
) : _verbose(false), _min_norm(min_norm), _max_iter(max_iter), _cur_iter(0)
{
DLIB_ASSERT (
min_norm >= 0 && max_iter > 0,
"\t gradient_norm_stop_strategy(min_norm, max_iter)"
<< "\n\t min_norm can't be negative and max_iter can't be 0"
<< "\n\t min_norm: " << min_norm
<< "\n\t max_iter: " << max_iter
);
}
gradient_norm_stop_strategy& be_verbose(
)
{
_verbose = true;
return *this;
}
template <typename T>
bool should_continue_search (
const T& ,
const double funct_value,
const T& funct_derivative
)
{
if (_verbose)
{
using namespace std;
cout << "iteration: " << _cur_iter << " objective: " << funct_value << " gradient norm: " << length(funct_derivative) << endl;
}
++_cur_iter;
// Check if we have hit the max allowable number of iterations. (but only
// check if _max_iter is enabled (i.e. not 0)).
if (_max_iter != 0 && _cur_iter > _max_iter)
return false;
// check if the gradient norm is too small
if (length(funct_derivative) < _min_norm)
return false;
return true;
}
private:
bool _verbose;
double _min_norm;
unsigned long _max_iter;
unsigned long _cur_iter;
};
// ----------------------------------------------------------------------------------------
}
#endif // DLIB_OPTIMIZATIOn_STOP_STRATEGIES_H_
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