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agomez |
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#include "netgradient.h" |
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#include "mathfunc.h"
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Gradient::~Gradient() {
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}
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NetGradient::NetGradient(int numVars) {
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difficultgrad = 1;
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delta0 = 0.01;
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delta1 = 0.0001;
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delta2 = 0.00001;
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delta = 0.0001;
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numVar = numVars;
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normgrad = -1.0;
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// Vector tempVec(numVars);
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// grad = tempVec;
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// diagHess = tempVec;
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diagHess.resize(numVar, 0.0);
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grad.resize(numVar, 0.0);
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// deltavec = tempVec;
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deltavec.resize(numVar, delta);
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}
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NetGradient::~NetGradient() {
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}
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void NetGradient::initializeDiagonalHessian() {
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/*int i;
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for (i = 0; i < numVar; i++)
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diagHess[i]= -1.0;
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*/
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diagHess.Reset();
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diagHess.resize(numVar, -1.0);
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}
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void NetGradient::setXVectors(const DoubleVector& x, double f, NetInterface* netInt) {
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int i;
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double deltai;
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int numberOfx = 0;
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if (difficultgrad == 0)
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numberOfx = numVar + 1;
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else if (difficultgrad == 1)
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numberOfx = numVar * 2 + 1;
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else if (difficultgrad >= 2)
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numberOfx = numVar * 4 + 1;
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// initialize new datagroup for gradient computing and set current point
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netInt->startNewDataGroup(numberOfx);
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netInt->setDataPair(x, f);
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//netInt->setX(x);
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// compute x + hi * ei for all i
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DoubleVector tempVec(x);
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for (i = 0; i < numVar; i++) {
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deltai = deltavec[i] * (1.0 + fabs(tempVec[i]));
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tempVec[i] -= deltai;
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netInt->setX(tempVec);
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if (difficultgrad == 1) {
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tempVec[i] += 2 * deltai;
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netInt->setX(tempVec);
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tempVec[i] -= deltai;
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} else if (difficultgrad >= 2) {
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tempVec[i] += 0.5 * deltai;
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netInt->setX(tempVec);
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tempVec[i] += deltai;
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netInt->setX(tempVec);
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tempVec[i] += 0.5 * deltai;
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netInt->setX(tempVec);
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tempVec[i] -= deltai;
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}
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}
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}
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int NetGradient::computeGradient(NetInterface* net, const DoubleVector& x, double f, int difficultgradient) {
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difficult = 0;
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difficultgrad = difficultgradient;
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int i;
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double fx1, fx2, fx3, fx4;
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int SEND_RECEIVE = 0;
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setXVectors(x, f, net);
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SEND_RECEIVE = net->sendAndReceiveAllData();
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if (SEND_RECEIVE == -1) {
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cerr << "Error in netgradient - could not send or receive data\n";
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exit(EXIT_FAILURE);
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}
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int numfx = 1;
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fx0 = f;
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double deltai;
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normgrad = 0.0;
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//Calculate f(x + hi * ei) for all i
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for (i = 0; i < numVar; i++) {
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deltai = (1.0 + fabs(x[i])) * deltavec[i];
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fx1 = net->getY(numfx);
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numfx++;
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if (difficultgrad == 1) {
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fx4 = net->getY(numfx);
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numfx++;
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grad[i] = (fx4 - fx1) / (2.0 * deltai);
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diagHess[i] = (fx4 - 2.0 * fx0 + fx1) / (deltai * deltai);
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//Check for difficultgrad
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if ((fx4 > fx0) && (fx1 > fx0))
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difficult = 1;
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if (fabs(fx4 - fx1) / fx0 < rathersmall) { // may be running into roundoff
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deltavec[i] = min(delta0, deltavec[i] * 5.0);
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cerr << "Warning in netgradient - possible roundoff errors in gradient\n";
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}
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} else if (difficultgrad >= 2) {
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fx2 = net->getY(numfx);
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numfx++;
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fx3 = net->getY(numfx);
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numfx++;
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fx4 = net->getY(numfx);
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numfx++;
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grad[i] = (fx1 - fx4 + 8.0 * fx3 - 8.0 * fx2) / (12.0 * deltai);
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diagHess[i] = (fx4 - 2.0 * fx0 + fx1) / (deltai * deltai);
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if (fabs(fx4 - fx1) / fx0 < rathersmall) { // may be running into roundoff
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deltavec[i] = min(delta0, deltavec[i] * 5.0);
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cerr << "Warning in netgradient - possible roundoff errors in gradient\n";
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}
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} else {
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grad[i] = (fx0 - fx1) / deltai;
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if (fabs(fx0 - fx1) / fx0 < rathersmall) { // may be running into roundoff
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deltavec[i] = min(delta0, deltavec[i] * 5.0);
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cerr << "Warning in netgradient - possible roundoff errors in gradient\n";
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}
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}
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if (grad[i] > verybig) { // seem to be running outside the boundary
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deltavec[i] = max(delta1, deltavec[i] / 5.0);
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cerr << "Warning in netgradient - possible boundary errors in gradient\n";
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}
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normgrad += grad[i] * grad[i];
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}
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normgrad = sqrt(normgrad);
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difficultgrad += difficult;
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// finished computing gradient do not need datagroup anymore
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net->stopUsingDataGroup();
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return 1;
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}
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double NetGradient::getBaseFX() {
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return fx0;
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}
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const DoubleVector& NetGradient::getDiagonalHessian() {
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return diagHess;
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}
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double NetGradient::getNormGrad() {
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return normgrad;
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}
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const DoubleVector& NetGradient::getGradient() {
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return grad;
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}
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int NetGradient::getDifficultGrad() {
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return difficultgrad;
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}
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