Mercurial > pylearn
diff doc/v2_planning/api_optimization.txt @ 1064:a41cc29cee26
v2planning optimization - API draft
author | James Bergstra <bergstrj@iro.umontreal.ca> |
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date | Thu, 09 Sep 2010 17:44:43 -0400 |
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children | 2bbc464d6ed0 |
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--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/doc/v2_planning/api_optimization.txt Thu Sep 09 17:44:43 2010 -0400 @@ -0,0 +1,98 @@ +Optimization API +================ + +Members: Bergstra, Lamblin, Dellaleau, Glorot, Breuleux, Bordes +Leader: Bergstra + + +Description +----------- + +We provide an API for iterative optimization algorithms, such as: + + - stochastic gradient descent (incl. momentum, annealing) + - delta bar delta + - conjugate methods + - L-BFGS + - "Hessian Free" + - SGD-QN + - TONGA + +The API includes an iterative interface based on Theano, and a one-shot +interface similar to SciPy and MATLAB that is based on Python and Numpy, that +only uses Theano for the implementation. + + +Iterative Interface +------------------- + +def iterative_optimizer(parameters, + cost=None, + grads=None, + stop=None, + updates=None, + **kwargs): + """ + :param parameters: list or tuple of Theano variables (typically shared vars) + that we want to optimize iteratively. If we're minimizing f(x), then + together, these variables represent 'x'. + + :param cost: scalar-valued Theano variable that computes an exact or noisy estimate of + cost (what are the conditions on the noise?). Some algorithms might + need an exact cost, some algorithms might ignore the cost if the grads + are given. + + :param grads: list or tuple of Theano variables representing the gradients on + the corresponding parameters. These default to tensor.grad(cost, + parameters). + + :param stop: a shared variable (scalar integer) that (if provided) will be + updated to say when the iterative minimization algorithm has finished + (1) or requires more iterations (0). + + :param updates: a dictionary to update with the (var, new_value) items + associated with the iterative algorithm. The default is a new empty + dictionary. A KeyError is raised in case of key collisions. + + :param kwargs: algorithm-dependent arguments + + :returns: a dictionary mapping each parameter to an expression that it + should take in order to carry out the optimization procedure. + + If all the parameters are shared variables, then this dictionary may be + passed as the ``updates`` argument to theano.function. + + There may be more key,value pairs in the dictionary corresponding to + internal variables that are part of the optimization algorithm. + + """ + + +One-shot Interface +------------------ + +def minimize(x0, f, df, opt_algo, **kwargs): + """ + Return a point x_new that minimizes function `f` with derivative `df`. + + This is supposed to provide an interface similar to scipy's minimize + routines, or MATLAB's. + + :type x0: numpy ndarray + :param x0: starting point for minimization + + :type f: python callable mapping something like x0 to a scalar + :param f: function to minimize + + :type df: python callable mapping something like x0 to the derivative of f at that point + :param df: derivative of `f` + + :param opt_algo: one of the functions that implements the + `iterative_optimizer` interface. + + :param kwargs: passed through to `opt_algo` + + """ + + +