/* Copyright (C) 2002 Univ. of Massachusetts Amherst, Computer Science Dept. This file is part of "MALLET" (MAchine Learning for LanguagE Toolkit). http://www.cs.umass.edu/~mccallum/mallet This software is provided under the terms of the Common Public License, version 1.0, as published by http://www.opensource.org. For further information, see the file `LICENSE' included with this distribution. */ /** @author Andrew McCallum <a href="mailto:mccallum@cs.umass.edu">mccallum@cs.umass.edu</a> */ package cc.mallet.optimize; import java.util.logging.*; import cc.mallet.types.MatrixOps; import cc.mallet.util.MalletLogger; public class GradientAscent implements Optimizer { private static Logger logger = MalletLogger.getLogger(GradientAscent.class.getName()); boolean converged = false; Optimizable.ByGradientValue optimizable; private double maxStep = 1.0; private OptimizerEvaluator.ByGradient eval; static final double initialStepSize = 0.2; double tolerance = 0.001; int maxIterations = 200; LineOptimizer.ByGradient lineMaximizer; double stpmax = 100; // "eps" is a small number to rectify the special case of converging // to exactly zero function value final double eps = 1.0e-10; double step = initialStepSize; public GradientAscent (Optimizable.ByGradientValue function) { optimizable = function; lineMaximizer = new BackTrackLineSearch(function); } public Optimizable getOptimizable () { return this.optimizable; } public boolean isConverged () { return converged; } public LineOptimizer.ByGradient getLineMaximizer () { return lineMaximizer; } /* Tricky: this is now set at GradientAscent construction time. How to set it later? * What to pass as an argument here? The lineMaximizer needs the function at the time of its construction! public void setLineMaximizer (LineOptimizer.ByGradient lineMaximizer) { this.lineMaximizer = lineMaximizer; }*/ /** * Sets the tolerance in the convergence test: * 2.0*|value-old_value| <= tolerance*(|value|+|old_value|+eps) * Default value is 0.001. * @param tolerance tolerance for convergence test */ public void setTolerance(double tolerance) { this.tolerance = tolerance; } public double getInitialStepSize () { return initialStepSize; } public void setInitialStepSize (double initialStepSize) { step = initialStepSize; } public double getStpmax () { return stpmax; } public void setStpmax (double stpmax) { this.stpmax = stpmax; } public boolean optimize () { return optimize (maxIterations); } public boolean optimize (int numIterations) { int iterations; double fret; double fp = optimizable.getValue (); double[] xi = new double [optimizable.getNumParameters()]; optimizable.getValueGradient(xi); for (iterations = 0; iterations < numIterations; iterations++) { logger.info ("At iteration "+iterations+", cost = "+fp+", scaled = "+maxStep+" step = "+step+", gradient infty-norm = "+MatrixOps.infinityNorm (xi)); // Ensure step not too large double sum = MatrixOps.twoNorm (xi); if (sum > stpmax) { logger.info ("*** Step 2-norm "+sum+" greater than max "+stpmax+" Scaling..."); MatrixOps.timesEquals (xi,stpmax/sum); } step = lineMaximizer.optimize (xi, step); fret = optimizable.getValue (); if (2.0*Math.abs(fret-fp) <= tolerance*(Math.abs(fret)+Math.abs(fp)+eps)) { logger.info ("Gradient Ascent: Value difference "+Math.abs(fret-fp)+" below " + "tolerance; saying converged."); converged = true; return true; } fp = fret; optimizable.getValueGradient(xi); if (eval != null) { eval.evaluate (optimizable, iterations); } } return false; } public void setMaxStepSize (double v) { maxStep = v; } public void setEvaluator (OptimizerEvaluator.ByGradient eval) { this.eval = eval; } }