/*========================================================================= * * Copyright NumFOCUS * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at * * https://www.apache.org/licenses/LICENSE-2.0.txt * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. * *=========================================================================*/ #ifndef itkGradientDescentLineSearchOptimizerv4_h #define itkGradientDescentLineSearchOptimizerv4_h #include "itkGradientDescentOptimizerv4.h" #include "itkOptimizerParameterScalesEstimator.h" #include "itkWindowConvergenceMonitoringFunction.h" namespace itk { /** * \class GradientDescentLineSearchOptimizerv4Template * \brief Gradient descent optimizer with a golden section line search. * * GradientDescentLineSearchOptimizer implements a simple gradient descent optimizer * that is followed by a line search to find the best value for the learning rate. * At each iteration the current position is updated according to * * \f[ * p_{n+1} = p_n * + \mbox{learningRateByGoldenSectionLineSearch} \, \frac{\partial f(p_n) }{\partial p_n} * \f] * * Options are identical to the superclass's except for: * * options Epsilon, LowerLimit and UpperLimit that will guide * a golden section line search to find the optimal gradient update * within the range : * * [ learningRate * LowerLimit , learningRate * UpperLimit ] * * where Epsilon sets the resolution of the search. Smaller values * lead to additional computation time but better localization of * the minimum. * * By default, this optimizer will return the best value and associated * parameters that were calculated during the optimization. * See SetReturnBestParametersAndValue(). * * \ingroup ITKOptimizersv4 */ template class ITK_TEMPLATE_EXPORT GradientDescentLineSearchOptimizerv4Template : public GradientDescentOptimizerv4Template { public: ITK_DISALLOW_COPY_AND_MOVE(GradientDescentLineSearchOptimizerv4Template); /** Standard class type aliases. */ using Self = GradientDescentLineSearchOptimizerv4Template; using Superclass = GradientDescentOptimizerv4Template; using Pointer = SmartPointer; using ConstPointer = SmartPointer; /** \see LightObject::GetNameOfClass() */ itkOverrideGetNameOfClassMacro(GradientDescentLineSearchOptimizerv4Template); /** New macro for creation of through a Smart Pointer */ itkNewMacro(Self); /** It should be possible to derive the internal computation type from the class object. */ using InternalComputationValueType = TInternalComputationValueType; /** Derivative type */ using typename Superclass::DerivativeType; /** Metric type over which this class is templated */ using typename Superclass::MeasureType; using typename Superclass::ParametersType; /** Type for the convergence checker */ using ConvergenceMonitoringType = itk::Function::WindowConvergenceMonitoringFunction; /** The epsilon determines the accuracy of the line search * i.e. the energy alteration that is considered convergent. */ itkSetMacro(Epsilon, TInternalComputationValueType); itkGetMacro(Epsilon, TInternalComputationValueType); /** The upper and lower limit below determine the range * of values over which the learning rate can be adjusted * by the golden section line search. The update can then * occur in the range from the smallest change given by : * NewParams = OldParams + LowerLimit * gradient * to the largest change given by : * NewParams = OldParams + UpperLimit * gradient * Reasonable values might be 0 and 2. */ itkSetMacro(LowerLimit, TInternalComputationValueType); itkGetMacro(LowerLimit, TInternalComputationValueType); itkSetMacro(UpperLimit, TInternalComputationValueType); itkGetMacro(UpperLimit, TInternalComputationValueType); itkSetMacro(MaximumLineSearchIterations, unsigned int); itkGetMacro(MaximumLineSearchIterations, unsigned int); protected: /** Advance one Step following the gradient direction. * Includes transform update. */ void AdvanceOneStep() override; /** Default constructor */ GradientDescentLineSearchOptimizerv4Template(); /** Destructor */ ~GradientDescentLineSearchOptimizerv4Template() override = default; void PrintSelf(std::ostream & os, Indent indent) const override; /** Search the golden section. * * \p a and \p c are the current bounds; the minimum is between them. * \p b is a center point. * \c f(x) is some mathematical function elsewhere defined. * \p a corresponds to \c x1; \p b corresponds to \c x2; \p c corresponds to \c x3. * \c x corresponds to \c x4. */ TInternalComputationValueType GoldenSectionSearch(TInternalComputationValueType a, TInternalComputationValueType b, TInternalComputationValueType c, TInternalComputationValueType metricb = NumericTraits::max()); TInternalComputationValueType m_LowerLimit{}; TInternalComputationValueType m_UpperLimit{}; TInternalComputationValueType m_Phi{}; TInternalComputationValueType m_Resphi{}; TInternalComputationValueType m_Epsilon{}; /** Controls the maximum recursion depth for the golden section search */ unsigned int m_MaximumLineSearchIterations{}; /** Counts the recursion depth for the golden section search */ unsigned int m_LineSearchIterations{}; }; /** This helps to meet backward compatibility */ using GradientDescentLineSearchOptimizerv4 = GradientDescentLineSearchOptimizerv4Template; } // end namespace itk #ifndef ITK_MANUAL_INSTANTIATION # include "itkGradientDescentLineSearchOptimizerv4.hxx" #endif #endif