[mlpack-git] [mlpack/mlpack] Implemeted gradient descent optimizer. (#792)
Ryan Curtin
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Wed Sep 28 22:04:41 EDT 2016
rcurtin commented on this pull request.
> + stepSize(stepSize),
+ maxIterations(maxIterations),
+ tolerance(tolerance)
+{ /* Nothing to do. */ }
+
+//! Optimize the function (minimize).
+template<typename FunctionType>
+double GradientDescent<FunctionType>::Optimize(
+ arma::mat& iterate)
+{
+ // To keep track of where we are and how things are going.
+ double overallObjective = function.Evaluate(iterate);
+ double lastObjective = DBL_MAX;
+
+ // Now iterate!
+ arma::vec gradient(iterate.n_cols);
This should be `arma::mat` not `arma::vec`, and you should use both the number of rows and columns to initialize it. Otherwise it will fail if we use an objective function that uses a 2-d matrix instead of a 1-d vector.
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