PLearn 0.1
NatGradItEstimator.h
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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 :
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