itkStochasticVarianceReducedGradientDescentOptimizer.h

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 *  Copyright UMC Utrecht and contributors
 *
 *  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
 *
 *        http://www.apache.org/licenses/LICENSE-2.0.txt
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 *  distributed under the License is distributed on an "AS IS" BASIS,
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 *  See the License for the specific language governing permissions and
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#ifndef itkStochasticVarianceReducedGradientDescentOptimizer_h
#define itkStochasticVarianceReducedGradientDescentOptimizer_h
 
#include "itkScaledSingleValuedNonLinearOptimizer.h"
#include "itkMultiThreaderBase.h"
 
namespace itk
{
class StochasticVarianceReducedGradientDescentOptimizer : public ScaledSingleValuedNonLinearOptimizer
{
public:
  ITK_DISALLOW_COPY_AND_MOVE(StochasticVarianceReducedGradientDescentOptimizer);
 
  using Self = StochasticVarianceReducedGradientDescentOptimizer;
  using Superclass = ScaledSingleValuedNonLinearOptimizer;
  using Pointer = SmartPointer<Self>;
  using ConstPointer = SmartPointer<const Self>;
 
  itkNewMacro(Self);
 
  itkTypeMacro(StochasticVarianceReducedGradientDescentOptimizer, ScaledSingleValuedNonLinearOptimizer);
 
  using Superclass::MeasureType;
  using Superclass::ParametersType;
  using Superclass::DerivativeType;
  using Superclass::CostFunctionType;
  using Superclass::ScalesType;
  using Superclass::ScaledCostFunctionType;
  using Superclass::ScaledCostFunctionPointer;
 
  enum StopConditionType
  {
    MaximumNumberOfIterations,
    MetricError,
    MinimumStepSize,
    InvalidDiagonalMatrix,
    GradientMagnitudeTolerance,
    LineSearchError
  };
 
  virtual void
  AdvanceOneStep();
 
  void
  StartOptimization() override;
 
  virtual void
  ResumeOptimization();
 
  virtual void
  MetricErrorResponse(ExceptionObject & err);
 
  virtual void
  StopOptimization();
 
  itkSetMacro(LearningRate, double);
 
  itkGetConstReferenceMacro(LearningRate, double);
 
  itkSetMacro(NumberOfIterations, unsigned long);
 
  itkGetConstMacro(LBFGSMemory, unsigned int);
 
  itkGetConstReferenceMacro(NumberOfIterations, unsigned long);
 
  itkGetConstReferenceMacro(NumberOfInnerIterations, unsigned long);
 
  itkGetConstMacro(CurrentIteration, unsigned int);
 
  itkGetConstMacro(CurrentInnerIteration, unsigned int);
 
  itkGetConstReferenceMacro(Value, double);
 
  itkGetConstReferenceMacro(StopCondition, StopConditionType);
 
  itkGetConstReferenceMacro(Gradient, DerivativeType);
 
  itkGetConstReferenceMacro(SearchDir, DerivativeType);
 
  itkSetMacro(PreviousPosition, ParametersType);
 
  itkGetConstReferenceMacro(PreviousPosition, ParametersType);
 
  itkSetMacro(PreviousGradient, DerivativeType);
 
  itkGetConstReferenceMacro(PreviousGradient, DerivativeType);
 
  void
  SetNumberOfWorkUnits(ThreadIdType numberOfThreads)
  {
    this->m_Threader->SetNumberOfWorkUnits(numberOfThreads);
  }
  // itkGetConstReferenceMacro( NumberOfThreads, ThreadIdType );
  itkSetMacro(UseMultiThread, bool);
  itkSetMacro(UseEigen, bool);
 
protected:
  StochasticVarianceReducedGradientDescentOptimizer();
  ~StochasticVarianceReducedGradientDescentOptimizer() override = default;
  void
  PrintSelf(std::ostream & os, Indent indent) const override;
 
  using ThreadInfoType = MultiThreaderBase::WorkUnitInfo;
 
  // made protected so subclass can access
  double         m_Value{ 0.0 };
  DerivativeType m_Gradient{};
  ParametersType m_SearchDir{};
  ParametersType m_PreviousSearchDir{};
  // ParametersType                m_PrePreviousSearchDir;
  ParametersType    m_MeanSearchDir{};
  double            m_LearningRate{ 1.0 };
  StopConditionType m_StopCondition{ MaximumNumberOfIterations };
  DerivativeType    m_PreviousGradient{};
  // DerivativeType                m_PrePreviousGradient;
  ParametersType             m_PreviousPosition{};
  MultiThreaderBase::Pointer m_Threader{ MultiThreaderBase::New() };
 
  bool          m_Stop{ false };
  unsigned long m_NumberOfIterations{ 100 };
  unsigned long m_NumberOfInnerIterations{};
  unsigned long m_CurrentIteration{ 0 };
  unsigned long m_CurrentInnerIteration{};
  unsigned long m_LBFGSMemory{ 0 };
 
private:
  // multi-threaded AdvanceOneStep:
  bool m_UseMultiThread{ false };
  struct MultiThreaderParameterType
  {
    ParametersType * t_NewPosition;
    Self *           t_Optimizer;
  };
 
  bool m_UseEigen{ false };
 
  static ITK_THREAD_RETURN_FUNCTION_CALL_CONVENTION
  AdvanceOneStepThreaderCallback(void * arg);
 
  inline void
  ThreadedAdvanceOneStep(ThreadIdType threadId, ParametersType & newPosition);
};
 
} // end namespace itk
 
 
#endif