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use crate::distance::{DistanceGeneratingFn, euclidean, negative_entropy, norm_squared};
use crate::model::{ModelOutputFailure, ModelOutputSuccess};
use crate::algorithms::online::multi_dimensional::online_balanced_descent::primal::{pobd, Options as PrimalOptions};
use crate::numerics::convex_optimization::find_minimizer_of_hitting_cost;
use crate::config::{Config};
use crate::algorithms::online::{FractionalStep, OnlineAlgorithm, Step};
use crate::problem::{FractionalSmoothedConvexOptimization, Online};
use crate::result::{Failure, Result};
use crate::schedule::FractionalSchedule;
use crate::utils::assert;
use pyo3::prelude::*;
#[pyclass]
#[derive(Clone)]
pub struct Options {
pub m: f64,
pub mu: f64,
pub gamma: f64,
pub h: DistanceGeneratingFn<f64>,
}
impl Default for Options {
fn default() -> Self {
unimplemented!()
}
}
#[pymethods]
impl Options {
#[staticmethod]
pub fn euclidean_squared(m: f64, mu: f64, gamma: f64) -> Self {
Options {
m,
mu,
gamma,
h: norm_squared(euclidean()),
}
}
#[staticmethod]
pub fn negative_entropy(m: f64, mu: f64, gamma: f64) -> Self {
Options {
m,
mu,
gamma,
h: negative_entropy(),
}
}
}
pub fn gobd<C, D>(
o: Online<FractionalSmoothedConvexOptimization<C, D>>,
t: i32,
xs: &FractionalSchedule,
_: (),
Options { m, mu, gamma, h }: Options,
) -> Result<FractionalStep<()>>
where
C: ModelOutputSuccess,
D: ModelOutputFailure,
{
assert(o.w == 0, Failure::UnsupportedPredictionWindow(o.w))?;
let v = Config::new(
find_minimizer_of_hitting_cost(
t,
o.p.hitting_cost.clone(),
o.p.bounds.clone(),
)
.0,
);
let Step(y, _) =
pobd.next(o, xs, None, PrimalOptions { beta: gamma, h })?;
let x = if mu * m.sqrt() >= 1. {
v
} else {
mu * m.sqrt() * v + (1. - mu * m.sqrt()) * y
};
Ok(Step(x, None))
}