HyperOptimizer.h

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// -*- C++ -*-4 2002/09/08 21:59:21 morinf

// PLearn (A C++ Machine Learning Library)
// Copyright (C) 2002 Pascal Vincent, Frederic Morin

// Redistribution and use in source and binary forms, with or without
// modification, are permitted provided that the following conditions are met:
// 
//  1. Redistributions of source code must retain the above copyright
//     notice, this list of conditions and the following disclaimer.
// 
//  2. Redistributions in binary form must reproduce the above copyright
//     notice, this list of conditions and the following disclaimer in the
//     documentation and/or other materials provided with the distribution.
// 
//  3. The name of the authors may not be used to endorse or promote
//     products derived from this software without specific prior written
//     permission.
// 
// THIS SOFTWARE IS PROVIDED BY THE AUTHORS ``AS IS'' AND ANY EXPRESS OR
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// OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN
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// This file is part of the PLearn library. For more information on the PLearn
// library, go to the PLearn Web site at www.plearn.org



/* *******************************************************      
   * $Id: HyperOptimizer.h,v 1.7 2004/07/21 16:30:54 chrish42 Exp $
   * This file is part of the PLearn library.
   ******************************************************* */


#ifndef HyperOptimizer_INC
#define HyperOptimizer_INC

#include <plearn_learners/generic/Learner.h>
#include <plearn_learners/testers/TestMethod.h>

namespace PLearn {
using namespace std;

// ###### HyperOptimizer ######################################################
//
// This is the generic definition of an HyperOptimizer.
// NOTE: This is _BETA_ stuff, things may change...

class HyperOptimizer;
typedef Array<PP<HyperOptimizer> > HStrategy;
typedef map<string, string> HAliases;

class HyperOptimizer: public Object
{
    typedef Object inherited;
 public:
    HyperOptimizer()
        {};

    virtual void optimize(PP<Learner> learner, const VMat &dataset, const HAliases &aliases) = 0;

    PP<TestMethod> objective;
    HStrategy substrategy;

    PLEARN_DECLARE_ABSTRACT_OBJECT(HyperOptimizer);
    static void declareOptions(OptionList &ol);

 protected:
 private:
}; // class HyperOptimizer

DECLARE_OBJECT_PTR(HyperOptimizer);


// ###### HSetVal #############################################################
//
// This is a dummy HyperOptimizer in the sense that it doesn't optimize
// anything but sets a given hyperparameter's value explicitly.

class HSetVal: public HyperOptimizer
{
    typedef HyperOptimizer inherited;
public:
    HSetVal()
        {};

    virtual void optimize(PP<Learner> learner, const VMat &dataset, const HAliases &aliases);

    PLEARN_DECLARE_OBJECT(HSetVal);
    static void declareOptions(OptionList &ol);
protected:
    string param;
    string value;
}; // class HSetVal

DECLARE_OBJECT_PTR(HSetVal);


// ###### HTryAll #############################################################
//
// Optimization consists of trying all values given in a list and choosing the
// best performing one.

class HTryAll: public HyperOptimizer
{
    typedef HyperOptimizer inherited;
public:
    HTryAll()
        {};

    virtual void optimize(PP<Learner> learner, const VMat &dataset, const HAliases &aliases);

    PLEARN_DECLARE_OBJECT(HTryAll);
    static void declareOptions(OptionList &ol);

    string param;
    Array<string> values;
}; // class HTryAll

DECLARE_OBJECT_PTR(HTryAll);


// ###### HCoordinateDescent ##################################################
//
// Perform a coordinate descent into a list of HyperOptimizers

class HCoordinateDescent: public HyperOptimizer
{
    typedef HyperOptimizer inherited;
public:
    HCoordinateDescent()
        : max_iterations(10)
        {};

    virtual void optimize(PP<Learner> learner, const VMat &dataset, const HAliases &aliases);

    PLEARN_DECLARE_OBJECT(HCoordinateDescent);
    static void declareOptions(OptionList &ol);
protected:
    int max_iterations;
    HStrategy substragegy;

}; // class HCoordinateDescent

DECLARE_OBJECT_PTR(HCoordinateDescent);

// ###### HTryCombinations ##################################################
//
// Try a list of combinations of values of multiple hyperparameters.

class HTryCombinations: public HyperOptimizer
{
    typedef HyperOptimizer inherited;
public:
    HTryCombinations()
        {};

    virtual void optimize(PP<Learner> learner, const VMat &dataset, const HAliases &aliases);

    PLEARN_DECLARE_OBJECT(HTryCombinations);
    static void declareOptions(OptionList &ol);

    virtual void build(); // We put these here to perform error checking on the specifications
    void _build();

protected:
    real recursive_optimize(PP<Learner> learner, const VMat &dataset, const Array<string> &aliases, int i);

    Array<Array<string> > values;
    Array<string> params;

}; // class HTryCombinations

DECLARE_OBJECT_PTR(HTryCombinations);


}; // end of namespace PLearn

#endif // HyperOptimizer_INC

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