turi::sgd::sgd_solver_base Class Reference

#include <toolkits/sgd/sgd_solver_base.hpp>

Public Member Functions
std::map< std::string, variant_type >	run ()

Protected Member Functions
	sgd_solver_base (const std::shared_ptr< sgd_interface_base > &model_interface, const v2::ml_data &_train_data, const std::map< std::string, flexible_type > &_options)
virtual void	setup (sgd_interface_base *iface)
virtual std::pair< double, double >	run_iteration (size_t iteration, sgd_interface_base *iface, const v2::ml_data &data, double step_size)=0
virtual std::pair< double, double >	calculate_objective (sgd_interface_base *iface, const v2::ml_data &data, size_t iteration) const

Static Protected Member Functions
static void	add_options (option_manager &options)

Protected Attributes
std::shared_ptr< sgd_interface_base >	model_interface
const std::map< std::string, flexible_type >	options

Detailed Description

The base solver class for all the general SGD methods.

This class provides the high-level functionality for the sgd methods. Particular versions of SGD are implemented using the run_iteration method, which is called to do one pass through the data on a particular block of data points.

Definition at line 35 of file sgd_solver_base.hpp.

Constructor & Destructor Documentation

sgd_solver_base()

turi::sgd::sgd_solver_base::sgd_solver_base ( const std::shared_ptr< sgd_interface_base > &  model_interface, const v2::ml_data &  _train_data, const std::map< std::string, flexible_type > &  _options  )

protected

The constructor.

Member Function Documentation

add_options()

static void turi::sgd::sgd_solver_base::add_options ( option_manager &  options )

staticprotected

Call the following function to insert the option definitions needed for the common sgd optimization class into an option manager. Meant to be called by the subclasses of sgd_solver_base.

calculate_objective()

virtual std::pair<double, double> turi::sgd::sgd_solver_base::calculate_objective ( sgd_interface_base *  iface, const v2::ml_data &  data, size_t  iteration  ) const

protectedvirtual

Called to calculate the current objective value for the data. Defaults to calling calculate_loss() + current_regularizer_value() in the current interface. the function to get the current regularization term; however, can be overridden if need be. (For example, for optimizing ranking functions, the loss function doesn't fit into the standard framework laid out by the model's calculate_fx function.

Returns

(objective value, reportable training loss)

Reimplemented in turi::factorization::ranking_sgd_solver_base< SGDInterface >.

run()

std::map<std::string, variant_type> turi::sgd::sgd_solver_base::run

(

)

The main function to run the sgd solver given the current options.

run_iteration()

virtual std::pair<double, double> turi::sgd::sgd_solver_base::run_iteration ( size_t  iteration, sgd_interface_base *  iface, const v2::ml_data &  data, double  step_size  )

protectedpure virtual

Called to run one iteration of the SGD algorithm on the training data.

Parameters

[in]	iteration	The iteration number of the current pass through the data.
[in]	iface	A pointer to the interface class. This can be upcast to the true SGDInterface class for use in the actual code.
[in]	step_size	The step size to use for this pass through the data.

Returns

A pair – (objective_value, loss)

Implemented in turi::factorization::ranking_sgd_solver_base< SGDInterface >.

setup()

virtual void turi::sgd::sgd_solver_base::setup ( sgd_interface_base *  iface )

inlineprotectedvirtual

Called at the start of a run, before any run_iteration is called.

Definition at line 109 of file sgd_solver_base.hpp.

Member Data Documentation

model_interface

std::shared_ptr<sgd_interface_base> turi::sgd::sgd_solver_base::model_interface

protected

The main interface to the model, implementing sgd-specific routines for that model.

Definition at line 96 of file sgd_solver_base.hpp.

options

const std::map<std::string, flexible_type> turi::sgd::sgd_solver_base::options

protected

The training options of the solver.

Definition at line 100 of file sgd_solver_base.hpp.

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The documentation for this class was generated from the following file:

• toolkits/sgd/sgd_solver_base.hpp