Template Class SummedGradientFunction

Inheritance Relationships

Derived Type

Class Documentation

template<typename T>
class parpe::SummedGradientFunction

The SummedGradientFunction class is an interface for cost functions and gradients that are a sum of functions evaluated on a number of data records. To be used e.g. for mini-batch optimization. Template parameter can be used for data indices or directly for data points.

Subclassed by parpe::SummedGradientFunctionGradientFunctionAdapter< T >

Public Functions

virtual FunctionEvaluationStatus evaluate(gsl::span<const double> parameters, T dataset, double &fval, gsl::span<double> gradient, Logger *logger, double *cpuTime) const = 0

Evaluate on single data point.

Return

Evaluation status

Parameters

  • parameters: Parameter vector where the function is to be evaluated

  • dataset: The dataset on which to evaluate the function

  • fval: Output argument for f(x)

  • gradient: Preallocated space for the gradient of size dim(parameters). Or gsl::span<double>() for evaluation without gradient.

  • logger: Optional Logger instance used for output

  • cputime: Optional output argument to reoprt cpuTime consumed by the the function

virtual FunctionEvaluationStatus evaluate(gsl::span<const double> parameters, std::vector<T> datasets, double &fval, gsl::span<double> gradient, Logger *logger, double *cpuTime) const = 0

Evaluate on vector of data points.

Return

Evaluation status

Parameters

  • parameters: Parameter vector where the function is to be evaluated

  • datasets: The datasets on which to evaluate the function

  • fval: Output argument for f(x)

  • gradient: Preallocated space for the gradient of size dim(parameters). Or gsl::span<double>() for evaluation without gradient.

  • logger: Optional Logger instance used for output

  • cputime: Optional output argument to reoprt cpuTime consumed by the the function

virtual int numParameters() const = 0

Get dimension of function parameter vector.

Return

Number of parameters

virtual std::vector<std::string> getParameterIds() const = 0
virtual ~SummedGradientFunction() = default