Struct argmin::gradientdescent::GradientDescent

pub struct GradientDescent<'a> { /* fields omitted */ }

Gradient Descent struct (duh)

Methods

impl<'a> GradientDescent<'a>

fn new() -> Self

Return a GradientDescent struct

fn gamma_update(&mut self, gamma_update_method: GDGammaUpdate<'a>) -> &mut Self

Set gradient descent gamma update method

fn max_iters(&mut self, max_iters: u64) -> &mut Self

Set maximum number of iterations

fn precision(&mut self, precision: f64) -> &mut Self

Set precision

Trait Implementations

impl<'a> ArgminSolver<'a> for GradientDescent<'a>

type Parameter = Array1<f64>

Parameter vector

type CostValue = f64

Cost value

type Hessian = Array1<f64>

Hessian

type StartingPoints = Array1<f64>

Initial parameter(s)

type ProblemDefinition = &'a ArgminProblem<'a, Self::Parameter, Self::CostValue, Self::Hessian>

Type of Problem

fn init(
    &mut self,
    problem: Self::ProblemDefinition,
    init_param: &Self::StartingPoints
) -> Result<(), Error>

Initialize with a given problem and a starting point

fn next_iter(
    &mut self
) -> Result<ArgminResult<Self::Parameter, Self::CostValue>, Error>

Compute next point

fn terminate(&self) -> TerminationReason

Handles the stopping criteria

fn run(
    &mut self,
    operator: Self::ProblemDefinition,
    init_param: &Self::StartingPoints
) -> Result<ArgminResult<Self::Parameter, Self::CostValue>, Error>

Run initialization and iterations at once

impl<'a> Default for GradientDescent<'a>

fn default() -> Self

Returns the "default value" for a type.