[mlpack-git] master: Provide per-iteration information; avoid W*H. (3d23964)

[gitdub at big.cc.gt.atl.ga.us]

Repository : https://github.com/mlpack/mlpack

On branch  : master
Link       : https://github.com/mlpack/mlpack/compare/29ab461472f64f72cfbdb93b0d9045024050cc95...3d239640213ec47c6756803bdb50df8e16b94e75

>---------------------------------------------------------------

commit 3d239640213ec47c6756803bdb50df8e16b94e75
Author: ryan <ryan at ratml.org>
Date:   Wed May 27 20:15:13 2015 -0400

    Provide per-iteration information; avoid W*H.


>---------------------------------------------------------------

3d239640213ec47c6756803bdb50df8e16b94e75
 .../amf/termination_policies/simple_residue_termination.hpp       | 8 ++++++--
 1 file changed, 6 insertions(+), 2 deletions(-)

diff --git a/src/mlpack/methods/amf/termination_policies/simple_residue_termination.hpp b/src/mlpack/methods/amf/termination_policies/simple_residue_termination.hpp
index 7baf92c..8883ff7 100644
--- a/src/mlpack/methods/amf/termination_policies/simple_residue_termination.hpp
+++ b/src/mlpack/methods/amf/termination_policies/simple_residue_termination.hpp
@@ -62,8 +62,11 @@ class SimpleResidueTermination
    */
   bool IsConverged(arma::mat& W, arma::mat& H)
   {
-    // Calculate the norm and compute the residue
-    const double norm = arma::norm(W * H, "fro");
+    // Calculate the norm and compute the residue, but do it by hand, so as to
+    // avoid calculating (W*H), which may be very large.
+    double norm = 0.0;
+    for (size_t j = 0; j < H.n_cols; ++j)
+      norm += arma::norm(W * H.col(j), "fro");
     residue = fabs(normOld - norm) / normOld;
 
     // Store the norm.
@@ -71,6 +74,7 @@ class SimpleResidueTermination
 
     // Increment iteration count
     iteration++;
+    Log::Info << "Iteration " << iteration << "; residue " << residue << ".\n";
 
     // Check if termination criterion is met.
     return (residue < minResidue || iteration > maxIterations);