saga

Documentation

Overview

-*- mode: go; -*- * * Copyright (C) 2019-2020 Philipp Benner * * This program is free software: you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * This program is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with this program. If not, see <http://www.gnu.org/licenses/>.

-*- mode: go; -*- * * Copyright (C) 2019-2020 Philipp Benner * * This program is free software: you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * This program is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with this program. If not, see <http://www.gnu.org/licenses/>.

Index

• func EvalStopping(xs, x1 DenseFloat64Vector, epsilon float64) (bool, float64, error)
• func Run(f interface{}, n int, x Vector, args ...interface{}) (Vector, int64, error)
• type ConstGradientDense
• type ConstGradientSparse
• type Epsilon
• type Gamma
• type GradientDense
• type GradientJit
  • func (obj GradientJit) Add(v DenseFloat64Vector)
  • func (obj *GradientJit) Set(w float64, g SparseConstFloat64Vector)
  • func (obj GradientJit) Update(g2 GradientJit, v DenseFloat64Vector)
• type GradientSparse
• type Hook
• type InSitu
• type JitUpdate
• type JitUpdateL1
  • func (obj *JitUpdateL1) GetLambda() float64
  • func (obj *JitUpdateL1) SetLambda(lambda float64)
  • func (obj *JitUpdateL1) Update(x, y float64, k, m int) float64
• type JitUpdateType
• type L1Regularization
• type L2Regularization
• type MaxIterations
• type Objective1Dense
• type Objective1Sparse
• type Objective2Dense
  • func WrapperDense(f func(int, Vector, MagicScalar) error) Objective2Dense
• type Objective2Sparse
• type ProximalOperator
• type ProximalOperatorL1
  • func (obj *ProximalOperatorL1) Eval(x DenseFloat64Vector, w DenseFloat64Vector)
  • func (obj *ProximalOperatorL1) GetLambda() float64
  • func (obj *ProximalOperatorL1) SetLambda(lambda float64)
• type ProximalOperatorL2
  • func (obj *ProximalOperatorL2) Eval(x DenseFloat64Vector, w DenseFloat64Vector)
  • func (obj *ProximalOperatorL2) GetLambda() float64
  • func (obj *ProximalOperatorL2) SetLambda(lambda float64)
• type ProximalOperatorTi
  • func (obj *ProximalOperatorTi) Eval(x DenseFloat64Vector, w DenseFloat64Vector)
  • func (obj *ProximalOperatorTi) GetLambda() float64
  • func (obj *ProximalOperatorTi) SetLambda(lambda float64)
• type ProximalOperatorType
• type Seed
• type TikhonovRegularization

Functions

func EvalStopping

func EvalStopping(xs, x1 DenseFloat64Vector, epsilon float64) (bool, float64, error)

func Run

func Run(f interface{}, n int, x Vector, args ...interface{}) (Vector, int64, error)

Types

type ConstGradientDense

type ConstGradientDense struct {
	// contains filtered or unexported fields
}

--------------------------------------------------------------------------

type ConstGradientSparse

type ConstGradientSparse struct {
	// contains filtered or unexported fields
}

--------------------------------------------------------------------------

type Epsilon

type Epsilon struct {
	Value float64
}

type Gamma

type Gamma struct {
	Value float64
}

type GradientDense

type GradientDense struct {
	// contains filtered or unexported fields
}

--------------------------------------------------------------------------

type GradientJit

type GradientJit struct {
	G SparseConstFloat64Vector
	W float64
}

func (GradientJit) Add

func (obj GradientJit) Add(v DenseFloat64Vector)

func (*GradientJit) Set

func (obj *GradientJit) Set(w float64, g SparseConstFloat64Vector)

func (GradientJit) Update

func (obj GradientJit) Update(g2 GradientJit, v DenseFloat64Vector)

type GradientSparse

type GradientSparse struct {
	// contains filtered or unexported fields
}

--------------------------------------------------------------------------

type Hook

type Hook struct {
	Value func(ConstVector, ConstScalar, ConstScalar, int) bool
}

type InSitu

type InSitu struct {
	T1 DenseFloat64Vector
}

type JitUpdate

type JitUpdate struct {
	Value JitUpdateType
}

type JitUpdateL1

type JitUpdateL1 struct {
	Lambda float64
}

func (*JitUpdateL1) GetLambda

func (obj *JitUpdateL1) GetLambda() float64

func (*JitUpdateL1) SetLambda

func (obj *JitUpdateL1) SetLambda(lambda float64)

func (*JitUpdateL1) Update

func (obj *JitUpdateL1) Update(x, y float64, k, m int) float64

type JitUpdateType

type JitUpdateType interface {
	GetLambda() float64
	SetLambda(float64)
	Update(x, y float64, k, n int) float64
}

type L1Regularization

type L1Regularization struct {
	Value float64
}

type L2Regularization

type L2Regularization struct {
	Value float64
}

type MaxIterations

type MaxIterations struct {
	Value int
}

type Objective1Dense

type Objective1Dense func(int, DenseFloat64Vector) (float64, float64, DenseFloat64Vector, error)

-------------------------------------------------------------------------- --------------------------------------------------------------------------

type Objective1Sparse

type Objective1Sparse func(int, DenseFloat64Vector) (float64, float64, SparseConstFloat64Vector, error)

-------------------------------------------------------------------------- --------------------------------------------------------------------------

type Objective2Dense

type Objective2Dense func(int, DenseFloat64Vector) (float64, DenseFloat64Vector, error)

func WrapperDense

func WrapperDense(f func(int, Vector, MagicScalar) error) Objective2Dense

type Objective2Sparse

type Objective2Sparse func(int, DenseFloat64Vector) (float64, SparseConstFloat64Vector, error)

type ProximalOperator

type ProximalOperator struct {
	Value ProximalOperatorType
}

type ProximalOperatorL1

type ProximalOperatorL1 struct {
	Lambda float64
}

func (*ProximalOperatorL1) Eval

func (obj *ProximalOperatorL1) Eval(x DenseFloat64Vector, w DenseFloat64Vector)

func (*ProximalOperatorL1) GetLambda

func (obj *ProximalOperatorL1) GetLambda() float64

func (*ProximalOperatorL1) SetLambda

func (obj *ProximalOperatorL1) SetLambda(lambda float64)

type ProximalOperatorL2

type ProximalOperatorL2 struct {
	Lambda float64
}

func (*ProximalOperatorL2) Eval

func (obj *ProximalOperatorL2) Eval(x DenseFloat64Vector, w DenseFloat64Vector)

func (*ProximalOperatorL2) GetLambda

func (obj *ProximalOperatorL2) GetLambda() float64

func (*ProximalOperatorL2) SetLambda

func (obj *ProximalOperatorL2) SetLambda(lambda float64)

type ProximalOperatorTi

type ProximalOperatorTi struct {
	Lambda float64
}

func (*ProximalOperatorTi) Eval

func (obj *ProximalOperatorTi) Eval(x DenseFloat64Vector, w DenseFloat64Vector)

func (*ProximalOperatorTi) GetLambda

func (obj *ProximalOperatorTi) GetLambda() float64

func (*ProximalOperatorTi) SetLambda

func (obj *ProximalOperatorTi) SetLambda(lambda float64)

type ProximalOperatorType

type ProximalOperatorType interface {
	GetLambda() float64
	SetLambda(float64)
	Eval(x, w DenseFloat64Vector)
}

type Seed

type Seed struct {
	Value int64
}

type TikhonovRegularization

type TikhonovRegularization struct {
	Value float64
}