ITK: itk::SPSAOptimizer Class Reference

Scale type. This array defines scale to be applied to parameters before being evaluated in the cost function. This allows to map to a more convenient space. In particular this is used to normalize parameter spaces in which some parameters have a different dynamic range.

Reimplemented from itk::Optimizer.

Definition at line 52 of file itkNonLinearOptimizer.h.

typedef SPSAOptimizer itk::SPSAOptimizer::Self

Standard class typedefs.

Reimplemented from itk::SingleValuedNonLinearOptimizer.

Definition at line 49 of file itkSPSAOptimizer.h.

typedef SingleValuedNonLinearOptimizer itk::SPSAOptimizer::Superclass

Reimplemented from itk::SingleValuedNonLinearOptimizer.

Definition at line 50 of file itkSPSAOptimizer.h.

enum itk::SPSAOptimizer::StopConditionType

Codes of stopping conditions

Enumerator:

Unknown
MaximumNumberOfIterations
BelowTolerance
MetricError

Definition at line 61 of file itkSPSAOptimizer.h.

itk::SPSAOptimizer::SPSAOptimizer ( ) [protected]

virtual itk::SPSAOptimizer::~SPSAOptimizer ( ) [inline, protected, virtual]

Definition at line 204 of file itkSPSAOptimizer.h.

unsigned long itk::Object::AddObserver	(	const EventObject &	event,
		Command *
	)			const `[inherited]`

unsigned long itk::Object::AddObserver	(	const EventObject &	event,
		Command *
	)			`[inherited]`

Allow people to add/remove/invoke observers (callbacks) to any ITK object. This is an implementation of the subject/observer design pattern. An observer is added by specifying an event to respond to and an itk::Command to execute. It returns an unsigned long tag which can be used later to remove the event or retrieve the command. The memory for the Command becomes the responsibility of this object, so don't pass the same instance of a command to two different objects

virtual void itk::SPSAOptimizer::AdvanceOneStep ( void ) [virtual]

Advance one step following the gradient direction.

static void itk::LightObject::BreakOnError ( ) [static, inherited]

This method is called when itkExceptionMacro executes. It allows the debugger to break on error.

virtual double itk::SPSAOptimizer::Compute_a ( unsigned long k ) const [protected, virtual]

Method to compute the learning rate at iteration k (a_k).

virtual double itk::SPSAOptimizer::Compute_c ( unsigned long k ) const [protected, virtual]

Method to compute the gain factor for the perturbation at iteration k (c_k).

virtual void itk::SPSAOptimizer::ComputeGradient	(	const ParametersType &	parameters,
		DerivativeType &	gradient
	)			`[protected, virtual]`

Compute the gradient at a position. m_NumberOfPerturbations are used, and scales are taken into account.

virtual LightObject::Pointer itk::Object::CreateAnother ( ) const [virtual, inherited]

Create an object from an instance, potentially deferring to a factory. This method allows you to create an instance of an object that is exactly the same type as the referring object. This is useful in cases where an object has been cast back to a base class.

Reimplemented from itk::LightObject.

virtual void itk::Object::DebugOff ( ) const [virtual, inherited]

Turn debugging output off.

virtual void itk::Object::DebugOn ( ) const [virtual, inherited]

Turn debugging output on.

virtual void itk::LightObject::Delete ( ) [virtual, inherited]

Delete an itk object. This method should always be used to delete an object when the new operator was used to create it. Using the C delete method will not work with reference counting.

virtual void itk::SPSAOptimizer::GenerateDelta ( const unsigned int spaceDimension ) [protected, virtual]

Method to generate a perturbation vector. Takes scales into account.

virtual double itk::SPSAOptimizer::GetA ( ) const [virtual]

virtual double itk::SPSAOptimizer::Geta ( ) const [virtual]

virtual double itk::SPSAOptimizer::GetAlpha ( ) const [virtual]

virtual double itk::SPSAOptimizer::Getc ( ) const [virtual]

Command* itk::Object::GetCommand ( unsigned long tag ) [inherited]

Get the command associated with the given tag. NOTE: This returns a pointer to a Command, but it is safe to asign this to a Command::Pointer. Since Command inherits from LightObject, at this point in the code, only a pointer or a reference to the Command can be used.

virtual const CostFunctionType* itk::SingleValuedNonLinearOptimizer::GetCostFunction ( ) [virtual, inherited]

Get the cost function.

virtual unsigned long itk::SPSAOptimizer::GetCurrentIteration ( ) const [virtual]

Get the current iteration number.

virtual const ParametersType& itk::Optimizer::GetCurrentPosition ( ) [virtual, inherited]

Get current position of the optimization.

bool itk::Object::GetDebug ( ) const [inherited]

Get the value of the debug flag.

virtual double itk::SPSAOptimizer::GetGamma ( ) const [virtual]

static bool itk::Object::GetGlobalWarningDisplay ( ) [static, inherited]

virtual const DerivativeType& itk::SPSAOptimizer::GetGradient ( ) [virtual]

Get the latest computed gradient

virtual double itk::SPSAOptimizer::GetGradientMagnitude ( ) const [virtual]

Get the GradientMagnitude of the latest computed gradient

virtual const ParametersType& itk::Optimizer::GetInitialPosition ( ) [virtual, inherited]

Get the position to initialize the optimization.

virtual double itk::SPSAOptimizer::GetLearningRate ( ) const [virtual]

Get the current LearningRate (a_k)

virtual bool itk::SPSAOptimizer::GetMaximize ( ) const [virtual]

Methods to configure the cost function.

virtual unsigned long itk::SPSAOptimizer::GetMaximumNumberOfIterations ( ) const [virtual]

const MetaDataDictionary& itk::Object::GetMetaDataDictionary ( void ) const [inherited]

Returns:: A constant reference to this objects MetaDataDictionary.

MetaDataDictionary& itk::Object::GetMetaDataDictionary ( void ) [inherited]

Returns:: A reference to this objects MetaDataDictionary.

Warning:: This reference may be changed.

bool itk::SPSAOptimizer::GetMinimize ( ) const [inline]

Methods to configure the cost function.

Definition at line 148 of file itkSPSAOptimizer.h.

virtual unsigned long itk::SPSAOptimizer::GetMinimumNumberOfIterations ( ) const [virtual]

virtual unsigned long itk::Object::GetMTime ( ) const [virtual, inherited]

Return this objects modified time.

Referenced by itk::SpatialObject< ::itk::GetMeshDimension< TMesh >::PointDimension >::GetObjectMTime().

virtual const char* itk::SPSAOptimizer::GetNameOfClass ( ) const [virtual]

Run-time type information (and related methods).

Reimplemented from itk::SingleValuedNonLinearOptimizer.

virtual unsigned long itk::SPSAOptimizer::GetNumberOfPerturbations ( ) const [virtual]

virtual int itk::LightObject::GetReferenceCount ( ) const [inline, virtual, inherited]

Gets the reference count on this object.

Definition at line 98 of file itkLightObject.h.

virtual const ScalesType& itk::Optimizer::GetScales ( ) [virtual, inherited]

Get current parameters scaling.

virtual double itk::SPSAOptimizer::GetStateOfConvergence ( ) const [virtual]

Get the state of convergence in the last iteration. When the StateOfConvergence is lower than the Tolerance, and the minimum number of iterations has been performed, the optimization stops.

The state of convergence (SOC) is initialized with 0.0 and updated after each iteration as follows: SOC *= SOCDecayRate SOC += a_k * GradientMagnitude

virtual double itk::SPSAOptimizer::GetStateOfConvergenceDecayRate ( ) const [virtual]

virtual StopConditionType itk::SPSAOptimizer::GetStopCondition ( ) const [virtual]

Get Stop condition.

virtual double itk::SPSAOptimizer::GetTolerance ( ) const [virtual]

virtual MeasureType itk::SPSAOptimizer::GetValue ( const ParametersType & parameters ) const [virtual]

Get the cost function value at any position

Reimplemented from itk::SingleValuedNonLinearOptimizer.

virtual MeasureType itk::SPSAOptimizer::GetValue ( void ) const [virtual]

Get the cost function value at the current position.

static void itk::Object::GlobalWarningDisplayOff ( ) [inline, static, inherited]

Definition at line 100 of file itkObject.h.

References itk::Object::SetGlobalWarningDisplay().

static void itk::Object::GlobalWarningDisplayOn ( ) [inline, static, inherited]

Definition at line 98 of file itkObject.h.

References itk::Object::SetGlobalWarningDisplay().

virtual void itk::SPSAOptimizer::GuessParameters	(	unsigned long	numberOfGradientEstimates,
		double	initialStepSize
	)			`[virtual]`

Guess the parameters a and A. This function needs the number of GradientEstimates used for estimating a and A and and the expected initial step size (where step size is defined as the maximum of the absolute values of the parameter update). Make sure you set c, Alpha, Gamma, the MaximumNumberOfIterations, the Scales, and the the InitialPosition before calling this method.

Described in: Spall, J.C. (1998), "Implementation of the Simultaneous Perturbation Algorithm for Stochastic Optimization", IEEE Trans. Aerosp. Electron. Syst. 34(3), 817-823.

bool itk::Object::HasObserver ( const EventObject & event ) const [inherited]

Return true if an observer is registered for this event.

void itk::Object::InvokeEvent ( const EventObject & ) const [inherited]

Call Execute on all the Commands observing this event id. The actions triggered by this call doesn't modify this object.

void itk::Object::InvokeEvent ( const EventObject & ) [inherited]

Call Execute on all the Commands observing this event id.

virtual void itk::SPSAOptimizer::MaximizeOff ( ) [virtual]

Methods to configure the cost function.

Referenced by MinimizeOn().

virtual void itk::SPSAOptimizer::MaximizeOn ( ) [virtual]

Methods to configure the cost function.

Referenced by MinimizeOff().

void itk::SPSAOptimizer::MinimizeOff ( void ) [inline]

Methods to configure the cost function.

Definition at line 154 of file itkSPSAOptimizer.h.

References MaximizeOn().

void itk::SPSAOptimizer::MinimizeOn ( void ) [inline]

Methods to configure the cost function.

Definition at line 152 of file itkSPSAOptimizer.h.

References MaximizeOff().

virtual void itk::Object::Modified ( ) const [virtual, inherited]

Update the modification time for this object. Many filters rely on the modification time to determine if they need to recompute their data.

Referenced by itk::NarrowBandImageFilterBase< TInputImage, itk::Image< TOutputPixelType,::itk::GetImageDimension< TInputImage >::ImageDimension > >::InsertNarrowBandNode(), itk::MatrixOffsetTransformBase< TScalarType, 3, 3 >::SetCenter(), itk::HistogramAlgorithmBase< TInputHistogram >::SetInputHistogram(), itk::MatrixOffsetTransformBase< TScalarType, 3, 3 >::SetMatrix(), itk::NarrowBandImageFilterBase< TInputImage, itk::Image< TOutputPixelType,::itk::GetImageDimension< TInputImage >::ImageDimension > >::SetNarrowBand(), itk::NarrowBandImageFilterBase< TInputImage, itk::Image< TOutputPixelType,::itk::GetImageDimension< TInputImage >::ImageDimension > >::SetNarrowBandInnerRadius(), itk::NarrowBandImageFilterBase< TInputImage, itk::Image< TOutputPixelType,::itk::GetImageDimension< TInputImage >::ImageDimension > >::SetNarrowBandTotalRadius(), itk::MatrixOffsetTransformBase< TScalarType, 3, 3 >::SetOffset(), itk::ThresholdLabelerImageFilter< TInputImage, TOutputImage >::SetRealThresholds(), itk::CollidingFrontsImageFilter< TInputImage, TOutputImage >::SetSeedPoints1(), itk::CollidingFrontsImageFilter< TInputImage, TOutputImage >::SetSeedPoints2(), itk::NonUniformBSpline< TDimension >::SetSplineOrder(), itk::ThresholdLabelerImageFilter< TInputImage, TOutputImage >::SetThresholds(), itk::Statistics::GoodnessOfFitFunctionBase< TInputHistogram >::SetTotalObservedScale(), and itk::MatrixOffsetTransformBase< TScalarType, 3, 3 >::SetTranslation().

static Pointer itk::SPSAOptimizer::New ( ) [static]

Method for creation through the object factory.

Reimplemented from itk::SingleValuedNonLinearOptimizer.

void itk::LightObject::Print	(	std::ostream &	os,
		Indent	indent = `0`
	)			const `[inherited]`

Cause the object to print itself out.

Referenced by itk::WeakPointer< itk::ProcessObject >::Print().

virtual void itk::LightObject::PrintHeader	(	std::ostream &	os,
		Indent	indent
	)			const `[protected, virtual, inherited]`

bool itk::Object::PrintObservers	(	std::ostream &	os,
		Indent	indent
	)			const `[protected, inherited]`

void itk::SPSAOptimizer::PrintSelf	(	std::ostream &	os,
		Indent	indent
	)			const `[protected, virtual]`

PrintSelf method.

Reimplemented from itk::SingleValuedNonLinearOptimizer.

virtual void itk::LightObject::PrintTrailer	(	std::ostream &	os,
		Indent	indent
	)			const `[protected, virtual, inherited]`

virtual void itk::Object::Register ( ) const [virtual, inherited]

Increase the reference count (mark as used by another object).

Reimplemented from itk::LightObject.

void itk::Object::RemoveAllObservers ( ) [inherited]

Remove all observers .

void itk::Object::RemoveObserver ( unsigned long tag ) [inherited]

Remove the observer with this tag value.

void itk::SPSAOptimizer::ResumeOptimization ( void )

Resume previously stopped optimization with current parameters

See also:: StopOptimization.

virtual void itk::SPSAOptimizer::SetA ( double _arg ) [virtual]

Set/Get A.

virtual void itk::SPSAOptimizer::Seta ( double _arg ) [virtual]

Set/Get a.

virtual void itk::SPSAOptimizer::SetAlpha ( double _arg ) [virtual]

Set/Get alpha.

virtual void itk::SPSAOptimizer::Setc ( double _arg ) [virtual]

Set/Get c.

virtual void itk::SingleValuedNonLinearOptimizer::SetCostFunction ( CostFunctionType * costFunction ) [virtual, inherited]

Set the cost function.

virtual void itk::Optimizer::SetCurrentPosition ( const ParametersType & param ) [protected, virtual, inherited]

Set the current position.

void itk::Object::SetDebug ( bool debugFlag ) const [inherited]

Set the value of the debug flag. A non-zero value turns debugging on.

virtual void itk::SPSAOptimizer::SetGamma ( double _arg ) [virtual]

Set/Get gamma.

static void itk::Object::SetGlobalWarningDisplay ( bool flag ) [static, inherited]

This is a global flag that controls whether any debug, warning or error messages are displayed.

Referenced by itk::Object::GlobalWarningDisplayOff(), and itk::Object::GlobalWarningDisplayOn().

virtual void itk::Optimizer::SetInitialPosition ( const ParametersType & param ) [virtual, inherited]

Set the position to initialize the optimization.

virtual void itk::SPSAOptimizer::SetMaximize ( bool _arg ) [virtual]

Methods to configure the cost function.

Referenced by SetMinimize().

virtual void itk::SPSAOptimizer::SetMaximumNumberOfIterations ( unsigned long _arg ) [virtual]

Set/Get the maximum number of iterations.

void itk::Object::SetMetaDataDictionary ( const MetaDataDictionary & rhs ) [inherited]

Returns:: Set the MetaDataDictionary

void itk::SPSAOptimizer::SetMinimize ( bool v ) [inline]

Methods to configure the cost function.

Definition at line 150 of file itkSPSAOptimizer.h.

References SetMaximize().

virtual void itk::SPSAOptimizer::SetMinimumNumberOfIterations ( unsigned long _arg ) [virtual]

Set/Get the minimum number of iterations

virtual void itk::SPSAOptimizer::SetNumberOfPerturbations ( unsigned long _arg ) [virtual]

Set/Get the number of perturbation used to construct a gradient estimate g_k. q = NumberOfPerturbations g_k = 1/q sum_{j=1..q} g^(j)_k

virtual void itk::Object::SetReferenceCount ( int ) [virtual, inherited]

Sets the reference count (use with care)

Reimplemented from itk::LightObject.

void itk::Optimizer::SetScales ( const ScalesType & scales ) [inherited]

Set current parameters scaling.

virtual void itk::SPSAOptimizer::SetStateOfConvergenceDecayRate ( double _arg ) [virtual]

Set/Get StateOfConvergenceDecayRate (number between 0 and 1).

virtual void itk::SPSAOptimizer::SetTolerance ( double _arg ) [virtual]

Set/Get Tolerance

void itk::SPSAOptimizer::StartOptimization ( void ) [virtual]

Start optimization.

Reimplemented from itk::Optimizer.

void itk::SPSAOptimizer::StopOptimization ( void )

Stop optimization.

See also:: ResumeOptimization

virtual void itk::Object::UnRegister ( ) const [virtual, inherited]

Decrease the reference count (release by another object).

Reimplemented from itk::LightObject.

CostFunctionPointer itk::SingleValuedNonLinearOptimizer::m_CostFunction [protected, inherited]

Definition at line 80 of file itkSingleValuedNonLinearOptimizer.h.

unsigned long itk::SPSAOptimizer::m_CurrentIteration [protected]

Definition at line 216 of file itkSPSAOptimizer.h.

DerivativeType itk::SPSAOptimizer::m_Delta [protected]

Definition at line 212 of file itkSPSAOptimizer.h.

Statistics::MersenneTwisterRandomVariateGenerator::Pointer itk::SPSAOptimizer::m_Generator [protected]

Random number generator

Definition at line 219 of file itkSPSAOptimizer.h.

DerivativeType itk::SPSAOptimizer::m_Gradient [protected]

Variables updated during optimization

Definition at line 210 of file itkSPSAOptimizer.h.

double itk::SPSAOptimizer::m_LearningRate [protected]

Definition at line 211 of file itkSPSAOptimizer.h.

volatile int itk::LightObject::m_ReferenceCount [mutable, protected, inherited]

Number of uses of this object by other objects.

Definition at line 119 of file itkLightObject.h.

SimpleFastMutexLock itk::LightObject::m_ReferenceCountLock [mutable, protected, inherited]

Mutex lock to protect modification to the reference count

Definition at line 122 of file itkLightObject.h.

bool itk::Optimizer::m_ScalesInitialized [protected, inherited]

Definition at line 90 of file itkOptimizer.h.

double itk::SPSAOptimizer::m_StateOfConvergence [protected]

Definition at line 215 of file itkSPSAOptimizer.h.

bool itk::SPSAOptimizer::m_Stop [protected]

Definition at line 213 of file itkSPSAOptimizer.h.

StopConditionType itk::SPSAOptimizer::m_StopCondition [protected]

Definition at line 214 of file itkSPSAOptimizer.h.

itk::SPSAOptimizer Class Reference
[Optimizers]

Detailed Description

Public Types

Public Member Functions

Static Public Member Functions

Protected Member Functions

Protected Attributes

Member Typedef Documentation

Member Enumeration Documentation

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation


Public Types
typedef SmartPointer< const Self >	ConstPointer
typedef CostFunctionType::Pointer	CostFunctionPointer
typedef SingleValuedCostFunction	CostFunctionType
typedef CostFunctionType::DerivativeType	DerivativeType
typedef CostFunctionType::MeasureType	MeasureType
typedef Superclass::ParametersType	ParametersType
typedef SmartPointer< Self >	Pointer
typedef Superclass::ScalesType	ScalesType
typedef SPSAOptimizer	Self
enum	StopConditionType { Unknown, MaximumNumberOfIterations, BelowTolerance, MetricError }
typedef SingleValuedNonLinearOptimizer	Superclass
Public Member Functions
virtual void	AdvanceOneStep (void)
virtual LightObject::Pointer	CreateAnother () const
virtual void	DebugOff () const
virtual void	DebugOn () const
virtual void	Delete ()
Command *	GetCommand (unsigned long tag)
virtual const CostFunctionType *	GetCostFunction ()
virtual unsigned long	GetCurrentIteration () const
virtual const ParametersType &	GetCurrentPosition ()
bool	GetDebug () const
virtual const DerivativeType &	GetGradient ()
virtual double	GetGradientMagnitude () const
virtual const ParametersType &	GetInitialPosition ()
virtual double	GetLearningRate () const
const MetaDataDictionary &	GetMetaDataDictionary (void) const
MetaDataDictionary &	GetMetaDataDictionary (void)
virtual unsigned long	GetMTime () const
virtual const char *	GetNameOfClass () const
virtual int	GetReferenceCount () const
virtual const ScalesType &	GetScales ()
virtual double	GetStateOfConvergence () const
virtual StopConditionType	GetStopCondition () const
virtual MeasureType	GetValue (const ParametersType &parameters) const
virtual MeasureType	GetValue (void) const
virtual void	GuessParameters (unsigned long numberOfGradientEstimates, double initialStepSize)
bool	HasObserver (const EventObject &event) const
void	InvokeEvent (const EventObject &) const
void	InvokeEvent (const EventObject &)
virtual void	Modified () const
void	Print (std::ostream &os, Indent indent=0) const
virtual void	Register () const
void	RemoveAllObservers ()
void	RemoveObserver (unsigned long tag)
void	ResumeOptimization (void)
virtual void	SetCostFunction (CostFunctionType *costFunction)
void	SetDebug (bool debugFlag) const
virtual void	SetInitialPosition (const ParametersType &param)
void	SetMetaDataDictionary (const MetaDataDictionary &rhs)
virtual void	SetReferenceCount (int)
void	SetScales (const ScalesType &scales)
void	StartOptimization (void)
void	StopOptimization (void)
virtual void	UnRegister () const

unsigned long	AddObserver (const EventObject &event, Command *) const
unsigned long	AddObserver (const EventObject &event, Command *)

virtual double	GetA () const
virtual void	SetA (double _arg)

virtual double	Geta () const
virtual void	Seta (double _arg)

virtual double	GetAlpha () const
virtual void	SetAlpha (double _arg)

virtual double	Getc () const
virtual void	Setc (double _arg)

virtual double	GetGamma () const
virtual void	SetGamma (double _arg)

virtual bool	GetMaximize () const
bool	GetMinimize () const
virtual void	MaximizeOff ()
virtual void	MaximizeOn ()
void	MinimizeOff ()
void	MinimizeOn ()
virtual void	SetMaximize (bool _arg)
void	SetMinimize (bool v)

virtual unsigned long	GetMaximumNumberOfIterations () const
virtual void	SetMaximumNumberOfIterations (unsigned long _arg)

virtual unsigned long	GetMinimumNumberOfIterations () const
virtual void	SetMinimumNumberOfIterations (unsigned long _arg)

virtual unsigned long	GetNumberOfPerturbations () const
virtual void	SetNumberOfPerturbations (unsigned long _arg)

virtual double	GetStateOfConvergenceDecayRate () const
virtual void	SetStateOfConvergenceDecayRate (double _arg)

virtual double	GetTolerance () const
virtual void	SetTolerance (double _arg)
Static Public Member Functions
static void	BreakOnError ()
static Pointer	New ()

static bool	GetGlobalWarningDisplay ()
static void	GlobalWarningDisplayOff ()
static void	GlobalWarningDisplayOn ()
static void	SetGlobalWarningDisplay (bool flag)
Protected Member Functions
virtual double	Compute_a (unsigned long k) const
virtual double	Compute_c (unsigned long k) const
virtual void	ComputeGradient (const ParametersType &parameters, DerivativeType &gradient)
virtual void	GenerateDelta (const unsigned int spaceDimension)
bool	PrintObservers (std::ostream &os, Indent indent) const
void	PrintSelf (std::ostream &os, Indent indent) const
virtual void	SetCurrentPosition (const ParametersType &param)
	SPSAOptimizer ()
virtual	~SPSAOptimizer ()

virtual void	PrintHeader (std::ostream &os, Indent indent) const
virtual void	PrintTrailer (std::ostream &os, Indent indent) const
Protected Attributes
CostFunctionPointer	m_CostFunction
unsigned long	m_CurrentIteration
DerivativeType	m_Delta
Statistics::MersenneTwisterRandomVariateGenerator::Pointer	m_Generator
DerivativeType	m_Gradient
double	m_LearningRate
volatile int	m_ReferenceCount
SimpleFastMutexLock	m_ReferenceCountLock
bool	m_ScalesInitialized
double	m_StateOfConvergence
bool	m_Stop
StopConditionType	m_StopCondition

itk::SPSAOptimizer Class Reference [Optimizers]

Detailed Description

Public Types

Public Member Functions

Static Public Member Functions

Protected Member Functions

Protected Attributes

Member Typedef Documentation

Member Enumeration Documentation

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation

itk::SPSAOptimizer Class Reference
[Optimizers]