ITK  4.0.0
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Public Types | Public Member Functions | Static Public Member Functions | Protected Member Functions | Protected Attributes | Private Member Functions | Private Attributes
itk::SPSAOptimizer Class Reference

An optimizer based on simultaneous perturbation... More...

#include <itkSPSAOptimizer.h>

Inheritance diagram for itk::SPSAOptimizer:
Collaboration diagram for itk::SPSAOptimizer:

List of all members.

Public Types

typedef SmartPointer< const SelfConstPointer
typedef SmartPointer< SelfPointer
typedef SPSAOptimizer Self
enum  StopConditionType {
  Unknown,
  MaximumNumberOfIterations,
  BelowTolerance,
  MetricError
}
typedef
SingleValuedNonLinearOptimizer 
Superclass

Public Member Functions

virtual void AdvanceOneStep (void)
virtual ::itk::LightObject::Pointer CreateAnother (void) const
virtual SizeValueType GetCurrentIteration () const
virtual const DerivativeTypeGetGradient ()
virtual double GetGradientMagnitude () const
virtual double GetLearningRate () const
virtual const char * GetNameOfClass () const
virtual double GetStateOfConvergence () const
virtual StopConditionType GetStopCondition () const
const std::string GetStopConditionDescription () const
virtual MeasureType GetValue (const ParametersType &parameters) const
virtual MeasureType GetValue (void) const
virtual void GuessParameters (SizeValueType numberOfGradientEstimates, double initialStepSize)
void ResumeOptimization (void)
void StartOptimization (void)
void StopOptimization (void)
virtual void SetSa (double _arg)
virtual double GetSa () const
void Seta (double a)
double Geta ()
virtual void SetSc (double _arg)
virtual double GetSc () const
void Setc (double c)
double Getc ()
virtual void SetA (double _arg)
virtual double GetA () const
virtual void SetAlpha (double _arg)
virtual double GetAlpha () const
virtual void SetGamma (double _arg)
virtual double GetGamma () const
virtual bool GetMaximize () const
virtual void SetMaximize (bool _arg)
virtual void MaximizeOn ()
virtual void MaximizeOff ()
bool GetMinimize () const
void SetMinimize (bool v)
void MinimizeOn ()
void MinimizeOff ()
virtual void SetNumberOfPerturbations (SizeValueType _arg)
virtual SizeValueType GetNumberOfPerturbations () const
virtual void SetStateOfConvergenceDecayRate (double _arg)
virtual double GetStateOfConvergenceDecayRate () const
virtual void SetMinimumNumberOfIterations (SizeValueType _arg)
virtual SizeValueType GetMinimumNumberOfIterations () const
virtual void SetMaximumNumberOfIterations (SizeValueType _arg)
virtual SizeValueType GetMaximumNumberOfIterations () const
virtual void SetTolerance (double _arg)
virtual double GetTolerance () const

Static Public Member Functions

static Pointer New ()

Protected Member Functions

virtual double Compute_a (SizeValueType k) const
virtual double Compute_c (SizeValueType k) const
virtual void ComputeGradient (const ParametersType &parameters, DerivativeType &gradient)
virtual void GenerateDelta (const unsigned int spaceDimension)
void PrintSelf (std::ostream &os, Indent indent) const
 SPSAOptimizer ()
virtual ~SPSAOptimizer ()

Protected Attributes

SizeValueType m_CurrentIteration
DerivativeType m_Delta
Statistics::MersenneTwisterRandomVariateGenerator::Pointer m_Generator
DerivativeType m_Gradient
double m_LearningRate
double m_StateOfConvergence
bool m_Stop
StopConditionType m_StopCondition

Private Member Functions

void operator= (const Self &)
 SPSAOptimizer (const Self &)

Private Attributes

double m_A
double m_Alpha
double m_Gamma
double m_GradientMagnitude
bool m_Maximize
SizeValueType m_MaximumNumberOfIterations
SizeValueType m_MinimumNumberOfIterations
SizeValueType m_NumberOfPerturbations
double m_Sa
double m_Sc
double m_StateOfConvergenceDecayRate
double m_Tolerance

Detailed Description

An optimizer based on simultaneous perturbation...

This optimizer is an implementation of the Simultaneous Perturbation Stochastic Approximation method, described in:

Definition at line 43 of file itkSPSAOptimizer.h.


Member Typedef Documentation

Reimplemented from itk::SingleValuedNonLinearOptimizer.

Definition at line 52 of file itkSPSAOptimizer.h.

Reimplemented from itk::SingleValuedNonLinearOptimizer.

Definition at line 51 of file itkSPSAOptimizer.h.

Standard class typedefs.

Reimplemented from itk::SingleValuedNonLinearOptimizer.

Definition at line 49 of file itkSPSAOptimizer.h.

Reimplemented from itk::SingleValuedNonLinearOptimizer.

Definition at line 50 of file itkSPSAOptimizer.h.


Member Enumeration Documentation

Codes of stopping conditions

Enumerator:
Unknown 
MaximumNumberOfIterations 
BelowTolerance 
MetricError 

Definition at line 61 of file itkSPSAOptimizer.h.


Constructor & Destructor Documentation

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

Definition at line 213 of file itkSPSAOptimizer.h.

itk::SPSAOptimizer::SPSAOptimizer ( const Self ) [private]

Member Function Documentation

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

Advance one step following the gradient direction.

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

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

virtual double itk::SPSAOptimizer::Compute_c ( SizeValueType  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::itk::LightObject::Pointer itk::SPSAOptimizer::CreateAnother ( void  ) const [virtual]

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::SingleValuedNonLinearOptimizer.

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

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

double itk::SPSAOptimizer::Geta ( ) [inline]

Set/Get a.

Definition at line 125 of file itkSPSAOptimizer.h.

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

Set/Get A.

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

Set/Get alpha.

double itk::SPSAOptimizer::Getc ( ) [inline]

Set/Get c.

Definition at line 133 of file itkSPSAOptimizer.h.

virtual SizeValueType itk::SPSAOptimizer::GetCurrentIteration ( ) const [virtual]

Get the current iteration number.

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

Set/Get gamma.

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 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 SizeValueType itk::SPSAOptimizer::GetMaximumNumberOfIterations ( ) const [virtual]

Set/Get the maximum number of iterations.

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

Methods to configure the cost function.

Definition at line 155 of file itkSPSAOptimizer.h.

virtual SizeValueType itk::SPSAOptimizer::GetMinimumNumberOfIterations ( ) const [virtual]

Set/Get the minimum number of iterations

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

Run-time type information (and related methods).

Reimplemented from itk::SingleValuedNonLinearOptimizer.

virtual SizeValueType itk::SPSAOptimizer::GetNumberOfPerturbations ( ) const [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 double itk::SPSAOptimizer::GetSa ( ) const [virtual]

Set/Get a.

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

Set/Get c.

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]

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

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

Get Stop condition.

const std::string itk::SPSAOptimizer::GetStopConditionDescription ( ) const [virtual]

Get the reason for termination

Reimplemented from itk::Optimizer.

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

Set/Get Tolerance

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

Get the cost function value at the current position.

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

Get the cost function value at any position

Reimplemented from itk::SingleValuedNonLinearOptimizer.

virtual void itk::SPSAOptimizer::GuessParameters ( SizeValueType  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.

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

Methods to configure the cost function.

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

Methods to configure the cost function.

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

Methods to configure the cost function.

Definition at line 161 of file itkSPSAOptimizer.h.

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

Methods to configure the cost function.

Definition at line 159 of file itkSPSAOptimizer.h.

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

Method for creation through the object factory.

Reimplemented from itk::SingleValuedNonLinearOptimizer.

void itk::SPSAOptimizer::operator= ( const Self ) [private]

Types inherited from the superclass

Reimplemented from itk::SingleValuedNonLinearOptimizer.

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

PrintSelf method.

Reimplemented from itk::SingleValuedNonLinearOptimizer.

void itk::SPSAOptimizer::ResumeOptimization ( void  )

Resume previously stopped optimization with current parameters

See also:
StopOptimization.
void itk::SPSAOptimizer::Seta ( double  a) [inline]

Set/Get a.

Definition at line 124 of file itkSPSAOptimizer.h.

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

Set/Get A.

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

Set/Get alpha.

void itk::SPSAOptimizer::Setc ( double  c) [inline]

Set/Get c.

Definition at line 132 of file itkSPSAOptimizer.h.

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

Set/Get gamma.

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

Methods to configure the cost function.

virtual void itk::SPSAOptimizer::SetMaximumNumberOfIterations ( SizeValueType  _arg) [virtual]

Set/Get the maximum number of iterations.

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

Methods to configure the cost function.

Definition at line 157 of file itkSPSAOptimizer.h.

virtual void itk::SPSAOptimizer::SetMinimumNumberOfIterations ( SizeValueType  _arg) [virtual]

Set/Get the minimum number of iterations

virtual void itk::SPSAOptimizer::SetNumberOfPerturbations ( SizeValueType  _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::SPSAOptimizer::SetSa ( double  _arg) [virtual]

Set/Get a.

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

Set/Get c.

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

Member Data Documentation

double itk::SPSAOptimizer::m_A [private]

Definition at line 273 of file itkSPSAOptimizer.h.

double itk::SPSAOptimizer::m_Alpha [private]

Definition at line 274 of file itkSPSAOptimizer.h.

Definition at line 231 of file itkSPSAOptimizer.h.

Definition at line 223 of file itkSPSAOptimizer.h.

double itk::SPSAOptimizer::m_Gamma [private]

Definition at line 275 of file itkSPSAOptimizer.h.

Random number generator

Definition at line 234 of file itkSPSAOptimizer.h.

Variables updated during optimization

Definition at line 219 of file itkSPSAOptimizer.h.

Definition at line 267 of file itkSPSAOptimizer.h.

Definition at line 221 of file itkSPSAOptimizer.h.

Definition at line 266 of file itkSPSAOptimizer.h.

Definition at line 263 of file itkSPSAOptimizer.h.

Settings.

Definition at line 262 of file itkSPSAOptimizer.h.

Definition at line 268 of file itkSPSAOptimizer.h.

double itk::SPSAOptimizer::m_Sa [private]

Parameters, as described by Spall.

Definition at line 271 of file itkSPSAOptimizer.h.

double itk::SPSAOptimizer::m_Sc [private]

Definition at line 272 of file itkSPSAOptimizer.h.

Definition at line 229 of file itkSPSAOptimizer.h.

Definition at line 264 of file itkSPSAOptimizer.h.

bool itk::SPSAOptimizer::m_Stop [protected]

Definition at line 225 of file itkSPSAOptimizer.h.

Definition at line 227 of file itkSPSAOptimizer.h.

Definition at line 265 of file itkSPSAOptimizer.h.


The documentation for this class was generated from the following file: