edu.stanford.nlp.optimization

Class ScaledSGDMinimizer<Q extends AbstractStochasticCachingDiffFunction>

java.lang.Object

edu.stanford.nlp.optimization.StochasticMinimizer<Q>

edu.stanford.nlp.optimization.ScaledSGDMinimizer<Q>

All Implemented Interfaces:

HasEvaluators, Minimizer<Q>

public class ScaledSGDMinimizer<Q extends AbstractStochasticCachingDiffFunction>
extends StochasticMinimizer<Q>

Stochastic Gradient Descent To Quasi Newton Minimizer. An experimental minimizer which takes a stochastic function (one implementing AbstractStochasticCachingDiffFunction) and executes SGD for the first couple passes, During the final iterations a series of approximate hessian vector products are built up... These are then passed to the QNMinimizer so that it can start right up without the typical delay.

Since:

1.0

Version:

1.0

Author:

Alex Kleeman

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static class	ScaledSGDMinimizer.Weights

Nested classes/interfaces inherited from class edu.stanford.nlp.optimization.StochasticMinimizer

StochasticMinimizer.PropertySetter<T1>

Field Summary

Fields

Modifier and Type	Field and Description
double[]	diag
java.util.List<double[]>	sList
java.util.List<double[]>	yList

Fields inherited from class edu.stanford.nlp.optimization.StochasticMinimizer

bSize, file, gain, gen, grad, gradList, infoFile, k, maxTime, memory, newGrad, newX, nf, numBatches, numPasses, outputFrequency, outputIterationsToFile, quiet, v, x

Constructor Summary

Constructors

Constructor and Description
ScaledSGDMinimizer(double SGDGain, int batchSize)
ScaledSGDMinimizer(double SGDGain, int batchSize, int sgdPasses)
ScaledSGDMinimizer(double SGDGain, int batchSize, int sgdPasses, int method)
ScaledSGDMinimizer(double SGDGain, int batchSize, int sgdPasses, int method, boolean outputToFile)

Method Summary

Modifier and Type	Method and Description
static double[]	getDiag(java.lang.String loadPath)
java.lang.String	getName()
static double[]	getWeights(java.lang.String loadPath)
protected void	init(AbstractStochasticCachingDiffFunction func)
static void	serializeWeights(java.lang.String serializePath, double[] weights)
static void	serializeWeights(java.lang.String serializePath, double[] weights, double[] diag)
void	setBatchSize(int batchSize)
void	setMaxTime(java.lang.Long max)
void	shutUp()
protected void	takeStep(AbstractStochasticCachingDiffFunction dfunction)
Pair<java.lang.Integer,java.lang.Double>	tune(Function function, double[] initial, long msPerTest)
double	tuneFixedGain(Function function, double[] initial, long msPerTest, double fixedStart)
void	updateDiagBFGS(double[] diag, double[] s, double[] y)

Methods inherited from class edu.stanford.nlp.optimization.StochasticMinimizer

gainSchedule, minimize, minimize, say, sayln, setEvaluators, smooth, tune, tuneBatch, tuneDouble, tuneDouble, tuneGain

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

yList

public java.util.List<double[]> yList

sList

public java.util.List<double[]> sList

diag

public double[] diag

Constructor Detail

ScaledSGDMinimizer

public ScaledSGDMinimizer(double SGDGain,
                          int batchSize,
                          int sgdPasses)

ScaledSGDMinimizer

public ScaledSGDMinimizer(double SGDGain,
                          int batchSize,
                          int sgdPasses,
                          int method)

ScaledSGDMinimizer

public ScaledSGDMinimizer(double SGDGain,
                          int batchSize,
                          int sgdPasses,
                          int method,
                          boolean outputToFile)

ScaledSGDMinimizer

public ScaledSGDMinimizer(double SGDGain,
                          int batchSize)

Method Detail

tuneFixedGain

public double tuneFixedGain(Function function,
                            double[] initial,
                            long msPerTest,
                            double fixedStart)

tune

public Pair<java.lang.Integer,java.lang.Double> tune(Function function,
                                                     double[] initial,
                                                     long msPerTest)

Specified by:

tune in class StochasticMinimizer<Q extends AbstractStochasticCachingDiffFunction>

shutUp

public void shutUp()

Overrides:

shutUp in class StochasticMinimizer<Q extends AbstractStochasticCachingDiffFunction>

setBatchSize

public void setBatchSize(int batchSize)

setMaxTime

public void setMaxTime(java.lang.Long max)

getName

public java.lang.String getName()

Specified by:

getName in class StochasticMinimizer<Q extends AbstractStochasticCachingDiffFunction>

takeStep

protected void takeStep(AbstractStochasticCachingDiffFunction dfunction)

Specified by:

takeStep in class StochasticMinimizer<Q extends AbstractStochasticCachingDiffFunction>

init

protected void init(AbstractStochasticCachingDiffFunction func)

Overrides:

init in class StochasticMinimizer<Q extends AbstractStochasticCachingDiffFunction>

updateDiagBFGS

public void updateDiagBFGS(double[] diag,
                           double[] s,
                           double[] y)

serializeWeights

public static void serializeWeights(java.lang.String serializePath,
                                    double[] weights)

serializeWeights

public static void serializeWeights(java.lang.String serializePath,
                                    double[] weights,
                                    double[] diag)

getWeights

public static double[] getWeights(java.lang.String loadPath)
                           throws java.io.IOException,
                                  java.lang.ClassCastException,
                                  java.lang.ClassNotFoundException

Throws:

java.io.IOException

java.lang.ClassCastException

java.lang.ClassNotFoundException

getDiag

public static double[] getDiag(java.lang.String loadPath)
                        throws java.io.IOException,
                               java.lang.ClassCastException,
                               java.lang.ClassNotFoundException

Throws:

java.io.IOException

java.lang.ClassCastException

java.lang.ClassNotFoundException