mlpack_optimization_test_SGDTestFunction: Very, very simple test function which is the composite of three other functions.

SYNOPSIS

Public Member Functions

SGDTestFunction ()

Nothing to do for the constructor. double Evaluate (const arma::mat &coordinates, const size_t i) const

Evaluate a function. arma::mat GetInitialPoint () const

Get the starting point. void Gradient (const arma::mat &coordinates, const size_t i, arma::mat &gradient) const

Evaluate the gradient of a function. size_t NumFunctions () const

Return 3 (the number of functions).

Detailed Description

Very, very simple test function which is the composite of three other functions.

It turns out that although this function is very simple, optimizing it fully can take a very long time. It seems to take in excess of 10 million iterations with a step size of 0.0005.

Definition at line 35 of file test_function.hpp.

Constructor & Destructor Documentation

mlpack::optimization::test::SGDTestFunction::SGDTestFunction ()\fC [inline]\fP

Nothing to do for the constructor.

Definition at line 39 of file test_function.hpp.

Member Function Documentation

double mlpack::optimization::test::SGDTestFunction::Evaluate (const arma::mat &coordinates, const size_ti) const

Evaluate a function.

arma::mat mlpack::optimization::test::SGDTestFunction::GetInitialPoint () const\fC [inline]\fP

Get the starting point.

Definition at line 45 of file test_function.hpp.

void mlpack::optimization::test::SGDTestFunction::Gradient (const arma::mat &coordinates, const size_ti, arma::mat &gradient) const

Evaluate the gradient of a function.

size_t mlpack::optimization::test::SGDTestFunction::NumFunctions () const\fC [inline]\fP

Return 3 (the number of functions).

Definition at line 42 of file test_function.hpp.

Author

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mlpack_optimization_test_SGDTestFunction (3)