incremental_sgd.h

Go to the documentation of this file.

#ifndef INCREMENTAL_SGD_H
#define INCREMENTAL_SGD_H

#include "model.h"
#include "reservoir.h"
#include <cmath>

const int RESERVOIR_ITERATIONS = 3;

// template parameter is the kind of updates that one takes.
template<class T>
class IncrementalSGD {
 protected:
  double lambda;
  
  struct model _m;
  void oneStep(double y, T ex); 
 public:
  IncrementalSGD(int dim, double l);
  
  void resetModel();

  /*
   * We want the model to be copied in, so it's not passed by reference.
   * \param[in] m model to be copied
   */
  void setModel(model m) { _m = m; }
  struct model& getModel() { return _m; }
  
  bool virtual addExample(int y, T ex) = 0;
  
  virtual ~IncrementalSGD() { } 
  
  bool classifyExample(T f);
  
  static double classifyExample(struct model &m, T x) {
    return dot(m.w,x) * m.wscale + m.bias;
  }
};

template<class T>
class TrueSGD : public IncrementalSGD<T> {
 public:
 TrueSGD(int dim,double lambda) : IncrementalSGD<T>(dim,lambda) { } 
  bool addExample(int y, T ex);
};

template<class T> 
class ReservoirSGD : public IncrementalSGD<T> {
  Reservoir<T> _r;
 public:
 ReservoirSGD(int dim, double lambda, int _rsize) : IncrementalSGD<T>(dim, lambda),_r(_rsize)  { } 
  bool isFull() { return _r.isFull(); } // useful as a fast path
  bool addExample(int y, T ex);
};

#include "incremental_sgd.hxx"

#endif

---