stochastic_minimizer.hpp

Go to the documentation of this file.

#pragma once
 
#include "../common.hpp"
#include "../iteration_recorder.hpp"
#include <Eigen/Eigen>
#include <vector>
#include <random>
 
namespace cpu_mlp {
 
template <typename V, typename M>
class StochasticMinimizer {
public:
    virtual ~StochasticMinimizer() = default;
    
    void setMaxIterations(int max_iters) { _max_iters = max_iters; }
 
    void setStepSize(double s) { step_size = s; }
 
    void setTolerance(double tol) { _tol = tol; }
    void setRecorder(::IterationRecorder<CpuBackend> *recorder) { recorder_ = recorder; }
 
protected:
    unsigned int _max_iters = 1000;
    unsigned int _iters = 0;
    double _tol = 1e-4;
    double step_size = 0.01;
    ::IterationRecorder<CpuBackend> *recorder_ = nullptr; 
};
 
} // namespace cpu_mlp