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use crate::prelude::*;
use serde::{Deserialize, Serialize};
use std::default::Default;
#[derive(Serialize, Deserialize)]
pub struct Newton {
gamma: f64,
}
impl Newton {
pub fn new() -> Self {
Newton { gamma: 1.0 }
}
pub fn set_gamma(mut self, gamma: f64) -> Result<Self, Error> {
if gamma <= 0.0 || gamma > 1.0 {
return Err(ArgminError::InvalidParameter {
text: "Newton: gamma must be in (0, 1].".to_string(),
}
.into());
}
self.gamma = gamma;
Ok(self)
}
}
impl Default for Newton {
fn default() -> Newton {
Newton::new()
}
}
impl<O> Solver<O> for Newton
where
O: ArgminOp,
O::Param: ArgminScaledSub<O::Param, f64, O::Param>,
O::Hessian: ArgminInv<O::Hessian> + ArgminDot<O::Param, O::Param>,
{
const NAME: &'static str = "Newton method";
fn next_iter(
&mut self,
op: &mut OpWrapper<O>,
state: &IterState<O>,
) -> Result<ArgminIterData<O>, Error> {
let param = state.get_param();
let grad = op.gradient(¶m)?;
let hessian = op.hessian(¶m)?;
let new_param = param.scaled_sub(&self.gamma, &hessian.inv()?.dot(&grad));
Ok(ArgminIterData::new().param(new_param))
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::send_sync_test;
send_sync_test!(newton_method, Newton);
}