PLearn 0.1
NatGradEstimator.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 #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 :
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