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 #include <plearn_learners/generic/GradientCorrector.h> 00046 00047 namespace PLearn { 00048 00056 class NatGradEstimator : public GradientCorrector 00057 { 00058 typedef GradientCorrector inherited; 00059 00060 public: 00061 //##### Public Build Options ############################################ 00062 00064 00066 int cov_minibatch_size; 00067 00069 real init_lambda; 00071 //eigendecomposition 00072 real min_lambda; 00073 00075 int n_eigen; 00076 00078 real gamma; 00079 00080 bool renormalize; 00081 00084 bool amari_version; 00085 00088 bool update_lambda_from_eigen; 00089 00090 public: 00091 //##### Public Member Functions ######################################### 00092 00094 // ### Make sure the implementation in the .cc 00095 // ### initializes all fields to reasonable default values. 00096 NatGradEstimator(); 00097 00098 virtual void build(); 00099 00100 // Your other public member functions go here 00101 00103 virtual void init(); 00104 00110 virtual void operator()(int t, const Vec& g, Vec v); 00111 00112 //##### PLearn::Object Protocol ######################################### 00113 00114 // Declares other standard object methods. 00115 // ### If your class is not instantiatable (it has pure virtual methods) 00116 // ### you should replace this by PLEARN_DECLARE_ABSTRACT_OBJECT 00117 PLEARN_DECLARE_OBJECT(NatGradEstimator); 00118 00120 // (PLEASE IMPLEMENT IN .cc) 00121 virtual void makeDeepCopyFromShallowCopy(CopiesMap& copies); 00122 00123 protected: 00124 //##### Protected Options ############################################### 00125 00126 // ### Declare protected option fields (such as learned parameters) here 00127 00129 Mat Ut; // dimension = n_eigen x n_dim 00130 00132 Vec D; 00133 00135 Mat Xt; 00136 00138 Mat G; 00139 00141 int previous_t; 00142 int first_t; // value of t when operator() is called first 00143 00144 protected: 00145 //##### Protected Member Functions ###################################### 00146 00148 // (PLEASE IMPLEMENT IN .cc) 00149 static void declareOptions(OptionList& ol); 00150 00151 private: 00152 //##### Private Member Functions ######################################## 00153 00154 private: 00155 //##### Private Data Members ############################################ 00156 00157 // The rest of the private stuff goes here 00158 real lambda; 00159 Vec r; 00160 Mat Vt; 00161 Mat Vkt; 00162 Mat A; // matrix for linear system solving 00163 TVec<int> pivots; // pivots for linear system solving 00164 }; 00165 00166 // Declares a few other classes and functions related to this class 00167 DECLARE_OBJECT_PTR(NatGradEstimator); 00168 00169 } // end of namespace PLearn 00170 00171 #endif 00172 00173 00174 /* 00175 Local Variables: 00176 mode:c++ 00177 c-basic-offset:4 00178 c-file-style:"stroustrup" 00179 c-file-offsets:((innamespace . 0)(inline-open . 0)) 00180 indent-tabs-mode:nil 00181 fill-column:79 00182 End: 00183 */ 00184 // vim: filetype=cpp:expandtab:shiftwidth=4:tabstop=8:softtabstop=4:encoding=utf-8:textwidth=79 :