zhangyiss/gctl_optimization
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This commit is contained in:
张壹 2024-12-27 20:50:58 +08:00
parent 78a02fa3fc
commit b215911cf3
1 changed files with 2 additions and 0 deletions
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lib/optimization/lgd.cpp
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@ -565,6 +565,7 @@ gctl::lgd_return_code gctl::lgd_solver::lgd(array<double> &best_m, array<double>
for (int i = 0; i < lgd_ques_num_; i++)
{
best_m[i] -= levy_length*alphas[i]*g[i]/direct_mod;
//best_m[i] -= levy_length*g[i]/direct_mod;
}
if (!vecvalid(best_m))
@ -737,6 +738,7 @@ gctl::lgd_return_code gctl::lgd_solver::lgd_momentum(array<double> &best_m, arra
for (int i = 0; i < lgd_ques_num_; i++)
{
g[i] = levy_length*alphas[i]*g[i]/direct_mod;
//g[i] = levy_length*g[i]/direct_mod;
fst_mt[i] = lgd_param_.fmt*fst_mt[i] + (1.0 - lgd_param_.fmt)*g[i];
sec_mt[i] = lgd_param_.smt*sec_mt[i] + (1.0 - lgd_param_.smt)*g[i]*g[i];