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update on docs

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This commit is contained in:
张壹 2020-10-22 08:07:15 +08:00
parent 86e539756b
commit ddec148579
2 changed files with 43 additions and 52 deletions
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91
src/lib/sgd.cpp
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@ -25,34 +25,25 @@
*/ */
enum sgd_return_e enum sgd_return_e
{ {
SGD_SUCCESS = 0, SGD_SUCCESS = 0, ///< The optimization terminated successfully.
SGD_CONVERGENCE = 1, SGD_CONVERGENCE = 1, ///< The optimization reached convergence.
SGD_STOP, //2 SGD_STOP, ///< The process stopped by the monitoring function.
SGD_UNKNOWN_ERROR = -1024, SGD_UNKNOWN_ERROR = -1024, ///< Unknown error.
// The variable size is negative SGD_INVALID_VARIABLE_SIZE, ///< The variable size is negative
SGD_INVILAD_VARIABLE_SIZE, //-1023 SGD_INVALID_MAX_ITERATIONS, ///< The maximal iteration times is negative.
// The maximal iteration times is negative. SGD_INVALID_EPSILON, ///< The epsilon is negative.
SGD_INVILAD_MAX_ITERATIONS, //-1022 SGD_REACHED_MAX_ITERATIONS, ///< Iteration reached max limit.
// The epsilon is negative. SGD_INVALID_MU, ///< Invalid value for mu.
SGD_INVILAD_EPSILON, //-1021 SGD_INVALID_ALPHA, ///< Invalid value for alpha.
// Iteration reached max limit SGD_INVALID_BETA, ///< Invalid value for beta.
SGD_REACHED_MAX_ITERATIONS, SGD_INVALID_SIGMA, ///< Invalid value for sigma.
// Invalid value for mu SGD_NAN_VALUE, ///< Nan value.
SGD_INVALID_MU,
// Invalid value for alpha
SGD_INVALID_ALPHA,
// Invalid value for beta
SGD_INVALID_BETA,
// Invalid value for sigma
SGD_INVALID_SIGMA,
// Nan value
SGD_NAN_VALUE,
}; };
/** /**
* Default parameter for the SGD methods. * Default parameter for the SGD methods.
*/ */
static const sgd_para defparam = {100, 1e-6, 0.01, 0.001, 0.9, 0.999, 1e-8}; static const sgd_para defparam = {300, 1e-6, 0.01, 0.001, 0.9, 0.999, 1e-8};
sgd_float *sgd_malloc(const int n_size) sgd_float *sgd_malloc(const int n_size)
{ {
@ -85,13 +76,13 @@ const char* sgd_error_str(int er_index)
return "The iteration stopped by the progress evaluation function."; return "The iteration stopped by the progress evaluation function.";
case SGD_UNKNOWN_ERROR: case SGD_UNKNOWN_ERROR:
return "Unknown error."; return "Unknown error.";
case SGD_INVILAD_VARIABLE_SIZE: case SGD_INVALID_VARIABLE_SIZE:
return "Invalid array size."; return "Invalid array size.";
case SGD_INVILAD_MAX_ITERATIONS: case SGD_INVALID_MAX_ITERATIONS:
return "Invalid maximal iteration times."; return "Invalid maximal iteration times.";
case SGD_REACHED_MAX_ITERATIONS: case SGD_REACHED_MAX_ITERATIONS:
return "The maximal iteration is reached."; return "The maximal iteration is reached.";
case SGD_INVILAD_EPSILON: case SGD_INVALID_EPSILON:
return "Invalid value for epsilon."; return "Invalid value for epsilon.";
case SGD_INVALID_BETA: case SGD_INVALID_BETA:
return "Invalid value for beta."; return "Invalid value for beta.";
@ -190,9 +181,9 @@ int momentum(sgd_evaulate_ptr Evafp, sgd_progress_ptr Profp, sgd_float *fx, sgd_
sgd_para para = (param != nullptr) ? (*param) : defparam; sgd_para para = (param != nullptr) ? (*param) : defparam;
//check parameters //check parameters
if (n_size <= 0) return SGD_INVILAD_VARIABLE_SIZE; if (n_size <= 0) return SGD_INVALID_VARIABLE_SIZE;
if (para.iteration <= 0) return SGD_INVILAD_MAX_ITERATIONS; if (para.iteration <= 0) return SGD_INVALID_MAX_ITERATIONS;
if (para.epsilon < 0) return SGD_INVILAD_EPSILON; if (para.epsilon < 0) return SGD_INVALID_EPSILON;
if (para.mu < 0 || para.mu >= 1.0) return SGD_INVALID_MU; if (para.mu < 0 || para.mu >= 1.0) return SGD_INVALID_MU;
sgd_float *mk = sgd_malloc(n_size); sgd_float *mk = sgd_malloc(n_size);
@ -238,9 +229,9 @@ int nag(sgd_evaulate_ptr Evafp, sgd_progress_ptr Profp, sgd_float *fx, sgd_float
sgd_para para = (param != nullptr) ? (*param) : defparam; sgd_para para = (param != nullptr) ? (*param) : defparam;
//check parameters //check parameters
if (n_size <= 0) return SGD_INVILAD_VARIABLE_SIZE; if (n_size <= 0) return SGD_INVALID_VARIABLE_SIZE;
if (para.iteration <= 0) return SGD_INVILAD_MAX_ITERATIONS; if (para.iteration <= 0) return SGD_INVALID_MAX_ITERATIONS;
if (para.epsilon < 0) return SGD_INVILAD_EPSILON; if (para.epsilon < 0) return SGD_INVALID_EPSILON;
if (para.mu < 0 || para.mu >= 1.0) return SGD_INVALID_MU; if (para.mu < 0 || para.mu >= 1.0) return SGD_INVALID_MU;
sgd_float *mk = sgd_malloc(n_size); sgd_float *mk = sgd_malloc(n_size);
@ -293,9 +284,9 @@ int adagrad(sgd_evaulate_ptr Evafp, sgd_progress_ptr Profp, sgd_float *fx, sgd_f
sgd_para para = (param != nullptr) ? (*param) : defparam; sgd_para para = (param != nullptr) ? (*param) : defparam;
//check parameters //check parameters
if (n_size <= 0) return SGD_INVILAD_VARIABLE_SIZE; if (n_size <= 0) return SGD_INVALID_VARIABLE_SIZE;
if (para.iteration <= 0) return SGD_INVILAD_MAX_ITERATIONS; if (para.iteration <= 0) return SGD_INVALID_MAX_ITERATIONS;
if (para.epsilon < 0.0) return SGD_INVILAD_EPSILON; if (para.epsilon < 0.0) return SGD_INVALID_EPSILON;
if (para.sigma < 0.0) return SGD_INVALID_SIGMA; if (para.sigma < 0.0) return SGD_INVALID_SIGMA;
sgd_float *mk = sgd_malloc(n_size); sgd_float *mk = sgd_malloc(n_size);
@ -341,9 +332,9 @@ int rmsprop(sgd_evaulate_ptr Evafp, sgd_progress_ptr Profp, sgd_float *fx, sgd_f
sgd_para para = (param != nullptr) ? (*param) : defparam; sgd_para para = (param != nullptr) ? (*param) : defparam;
//check parameters //check parameters
if (n_size <= 0) return SGD_INVILAD_VARIABLE_SIZE; if (n_size <= 0) return SGD_INVALID_VARIABLE_SIZE;
if (para.iteration <= 0) return SGD_INVILAD_MAX_ITERATIONS; if (para.iteration <= 0) return SGD_INVALID_MAX_ITERATIONS;
if (para.epsilon < 0.0) return SGD_INVILAD_EPSILON; if (para.epsilon < 0.0) return SGD_INVALID_EPSILON;
if (para.sigma < 0.0) return SGD_INVALID_SIGMA; if (para.sigma < 0.0) return SGD_INVALID_SIGMA;
sgd_float *vk = sgd_malloc(n_size); sgd_float *vk = sgd_malloc(n_size);
@ -389,9 +380,9 @@ int adam(sgd_evaulate_ptr Evafp, sgd_progress_ptr Profp, sgd_float *fx, sgd_floa
sgd_para para = (param != nullptr) ? (*param) : defparam; sgd_para para = (param != nullptr) ? (*param) : defparam;
//check parameters //check parameters
if (n_size <= 0) return SGD_INVILAD_VARIABLE_SIZE; if (n_size <= 0) return SGD_INVALID_VARIABLE_SIZE;
if (para.iteration <= 0) return SGD_INVILAD_MAX_ITERATIONS; if (para.iteration <= 0) return SGD_INVALID_MAX_ITERATIONS;
if (para.epsilon < 0) return SGD_INVILAD_EPSILON; if (para.epsilon < 0) return SGD_INVALID_EPSILON;
if (para.alpha < 0) return SGD_INVALID_ALPHA; if (para.alpha < 0) return SGD_INVALID_ALPHA;
if (para.beta_1 < 0.0 || para.beta_1 >= 1.0) return SGD_INVALID_BETA; if (para.beta_1 < 0.0 || para.beta_1 >= 1.0) return SGD_INVALID_BETA;
if (para.beta_2 < 0.0 || para.beta_2 >= 1.0) return SGD_INVALID_BETA; if (para.beta_2 < 0.0 || para.beta_2 >= 1.0) return SGD_INVALID_BETA;
@ -451,9 +442,9 @@ int nadam(sgd_evaulate_ptr Evafp, sgd_progress_ptr Profp, sgd_float *fx, sgd_flo
sgd_para para = (param != nullptr) ? (*param) : defparam; sgd_para para = (param != nullptr) ? (*param) : defparam;
//check parameters //check parameters
if (n_size <= 0) return SGD_INVILAD_VARIABLE_SIZE; if (n_size <= 0) return SGD_INVALID_VARIABLE_SIZE;
if (para.iteration <= 0) return SGD_INVILAD_MAX_ITERATIONS; if (para.iteration <= 0) return SGD_INVALID_MAX_ITERATIONS;
if (para.epsilon < 0) return SGD_INVILAD_EPSILON; if (para.epsilon < 0) return SGD_INVALID_EPSILON;
if (para.alpha < 0) return SGD_INVALID_ALPHA; if (para.alpha < 0) return SGD_INVALID_ALPHA;
if (para.beta_1 < 0.0 || para.beta_1 >= 1.0) return SGD_INVALID_BETA; if (para.beta_1 < 0.0 || para.beta_1 >= 1.0) return SGD_INVALID_BETA;
if (para.beta_2 < 0.0 || para.beta_2 >= 1.0) return SGD_INVALID_BETA; if (para.beta_2 < 0.0 || para.beta_2 >= 1.0) return SGD_INVALID_BETA;
@ -523,9 +514,9 @@ int adamax(sgd_evaulate_ptr Evafp, sgd_progress_ptr Profp, sgd_float *fx, sgd_fl
if (param == nullptr) para.alpha = 0.002; if (param == nullptr) para.alpha = 0.002;
//check parameters //check parameters
if (n_size <= 0) return SGD_INVILAD_VARIABLE_SIZE; if (n_size <= 0) return SGD_INVALID_VARIABLE_SIZE;
if (para.iteration <= 0) return SGD_INVILAD_MAX_ITERATIONS; if (para.iteration <= 0) return SGD_INVALID_MAX_ITERATIONS;
if (para.epsilon < 0) return SGD_INVILAD_EPSILON; if (para.epsilon < 0) return SGD_INVALID_EPSILON;
if (para.alpha < 0) return SGD_INVALID_ALPHA; if (para.alpha < 0) return SGD_INVALID_ALPHA;
if (para.beta_1 < 0.0 || para.beta_1 >= 1.0) return SGD_INVALID_BETA; if (para.beta_1 < 0.0 || para.beta_1 >= 1.0) return SGD_INVALID_BETA;
if (para.beta_2 < 0.0 || para.beta_2 >= 1.0) return SGD_INVALID_BETA; if (para.beta_2 < 0.0 || para.beta_2 >= 1.0) return SGD_INVALID_BETA;
@ -581,9 +572,9 @@ int adabelief(sgd_evaulate_ptr Evafp, sgd_progress_ptr Profp, sgd_float *fx, sgd
sgd_para para = (param != nullptr) ? (*param) : defparam; sgd_para para = (param != nullptr) ? (*param) : defparam;
//check parameters //check parameters
if (n_size <= 0) return SGD_INVILAD_VARIABLE_SIZE; if (n_size <= 0) return SGD_INVALID_VARIABLE_SIZE;
if (para.iteration <= 0) return SGD_INVILAD_MAX_ITERATIONS; if (para.iteration <= 0) return SGD_INVALID_MAX_ITERATIONS;
if (para.epsilon < 0) return SGD_INVILAD_EPSILON; if (para.epsilon < 0) return SGD_INVALID_EPSILON;
if (para.alpha < 0) return SGD_INVALID_ALPHA; if (para.alpha < 0) return SGD_INVALID_ALPHA;
if (para.beta_1 < 0.0 || para.beta_1 >= 1.0) return SGD_INVALID_BETA; if (para.beta_1 < 0.0 || para.beta_1 >= 1.0) return SGD_INVALID_BETA;
if (para.beta_2 < 0.0 || para.beta_2 >= 1.0) return SGD_INVALID_BETA; if (para.beta_2 < 0.0 || para.beta_2 >= 1.0) return SGD_INVALID_BETA;

4
src/lib/sgd.h
View File

@ -86,12 +86,12 @@ typedef enum
} sgd_solver_enum; } sgd_solver_enum;
/** /**
* @brief Parameters of the Adam method. * @brief Parameters of the SGD methods.
*/ */
typedef struct typedef struct
{ {
/** /**
* Iteration times for the entire observation set. The default is 100. * Iteration times for the entire observation set. The default is 300.
*/ */
int iteration; int iteration;