PLearn 0.1
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00001 // -*- C++ -*- 00002 00003 // NatGradEstimator.h 00004 // 00005 // Copyright (C) 2007 yoshua Bengio 00006 // 00007 // Redistribution and use in source and binary forms, with or without 00008 // modification, are permitted provided that the following conditions are met: 00009 // 00010 // 1. Redistributions of source code must retain the above copyright 00011 // notice, this list of conditions and the following disclaimer. 00012 // 00013 // 2. Redistributions in binary form must reproduce the above copyright 00014 // notice, this list of conditions and the following disclaimer in the 00015 // documentation and/or other materials provided with the distribution. 00016 // 00017 // 3. The name of the authors may not be used to endorse or promote 00018 // products derived from this software without specific prior written 00019 // permission. 00020 // 00021 // THIS SOFTWARE IS PROVIDED BY THE AUTHORS ``AS IS'' AND ANY EXPRESS OR 00022 // IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES 00023 // OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN 00024 // NO EVENT SHALL THE AUTHORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, 00025 // SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED 00026 // TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR 00027 // PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF 00028 // LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING 00029 // NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS 00030 // SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. 00031 // 00032 // This file is part of the PLearn library. For more information on the PLearn 00033 // library, go to the PLearn Web site at www.plearn.org 00034 00035 // Authors: yoshua Bengio 00036 00040 #ifndef NatGradEstimator_INC 00041 #define NatGradEstimator_INC 00042 00043 #include <plearn/base/Object.h> 00044 #include <plearn/math/TMat_impl.h> 00045 00046 namespace PLearn { 00047 00057 class NatGradEstimator : public Object 00058 { 00059 typedef Object inherited; 00060 00061 public: 00062 //##### Public Build Options ############################################ 00063 00065 00067 int cov_minibatch_size; 00068 00070 real lambda; 00071 00073 int n_eigen; 00074 00076 real alpha; 00077 00079 real gamma; 00080 00082 int inversion_n_iterations; 00083 00085 int n_dim; 00086 00088 bool use_double_init; 00089 00091 int verbosity; 00092 00095 bool amari_version; 00096 00097 public: 00098 //##### Public Member Functions ######################################### 00099 00101 // ### Make sure the implementation in the .cc 00102 // ### initializes all fields to reasonable default values. 00103 NatGradEstimator(); 00104 00105 // Your other public member functions go here 00106 00108 void init(); 00109 00115 void operator()(int t, const Vec& g, Vec v); 00116 00117 //##### PLearn::Object Protocol ######################################### 00118 00119 // Declares other standard object methods. 00120 // ### If your class is not instantiatable (it has pure virtual methods) 00121 // ### you should replace this by PLEARN_DECLARE_ABSTRACT_OBJECT 00122 PLEARN_DECLARE_OBJECT(NatGradEstimator); 00123 00124 // Simply calls inherited::build() then build_() 00125 virtual void build(); 00126 00128 // (PLEASE IMPLEMENT IN .cc) 00129 virtual void makeDeepCopyFromShallowCopy(CopiesMap& copies); 00130 00131 protected: 00132 //##### Protected Options ############################################### 00133 00134 // ### Declare protected option fields (such as learned parameters) here 00135 00137 Mat Ut; // dimension = n_eigen x n_dim 00138 00140 Vec D; // subvector of E 00141 00143 Vec E; 00144 00146 real sigma; 00147 00149 Mat Gt; // dimension = cov_minibatch_size x n_dim 00150 00152 int previous_t; 00153 00155 Mat initial_v; 00157 Vec vg; 00158 00159 protected: 00160 //##### Protected Member Functions ###################################### 00161 00163 // (PLEASE IMPLEMENT IN .cc) 00164 static void declareOptions(OptionList& ol); 00165 00166 private: 00167 //##### Private Member Functions ######################################## 00168 00170 // (PLEASE IMPLEMENT IN .cc) 00171 void build_(); 00172 00173 private: 00174 //##### Private Data Members ############################################ 00175 00176 // The rest of the private stuff goes here 00177 00179 Vec tmp_v; 00182 Mat M, M11, M12, M21, M22; 00184 Mat Vt; 00185 Mat Vkt; 00186 Mat Vbt; 00187 00188 Mat newUt; 00189 }; 00190 00191 // Declares a few other classes and functions related to this class 00192 DECLARE_OBJECT_PTR(NatGradEstimator); 00193 00194 } // end of namespace PLearn 00195 00196 #endif 00197 00198 00199 /* 00200 Local Variables: 00201 mode:c++ 00202 c-basic-offset:4 00203 c-file-style:"stroustrup" 00204 c-file-offsets:((innamespace . 0)(inline-open . 0)) 00205 indent-tabs-mode:nil 00206 fill-column:79 00207 End: 00208 */ 00209 // vim: filetype=cpp:expandtab:shiftwidth=4:tabstop=8:softtabstop=4:encoding=utf-8:textwidth=79 :