[mlpack-git] [mlpack/mlpack] Implemeted gradient descent optimizer. (#792)

[Ryan Curtin]

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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