@antv/g2
Version:
the Grammar of Graphics in Javascript
71 lines • 2.68 kB
JavaScript
;
Object.defineProperty(exports, "__esModule", { value: true });
exports.gradientDescentLineSearch = exports.gradientDescent = void 0;
const blas1_1 = require("./blas1");
const linesearch_1 = require("./linesearch");
function gradientDescent(f, initial, params) {
params = params || {};
const maxIterations = params.maxIterations || initial.length * 100;
const learnRate = params.learnRate || 0.001;
const current = { x: initial.slice(), fx: 0, fxprime: initial.slice() };
for (let i = 0; i < maxIterations; ++i) {
current.fx = f(current.x, current.fxprime);
if (params.history) {
params.history.push({
x: current.x.slice(),
fx: current.fx,
fxprime: current.fxprime.slice(),
});
}
(0, blas1_1.weightedSum)(current.x, 1, current.x, -learnRate, current.fxprime);
if ((0, blas1_1.norm2)(current.fxprime) <= 1e-5) {
break;
}
}
return current;
}
exports.gradientDescent = gradientDescent;
function gradientDescentLineSearch(f, initial, params) {
params = params || {};
let current = { x: initial.slice(), fx: 0, fxprime: initial.slice() };
let next = { x: initial.slice(), fx: 0, fxprime: initial.slice() };
const maxIterations = params.maxIterations || initial.length * 100;
let learnRate = params.learnRate || 1;
const pk = initial.slice();
const c1 = params.c1 || 1e-3;
const c2 = params.c2 || 0.1;
let temp;
let functionCalls = [];
if (params.history) {
// wrap the function call to track linesearch samples
const inner = f;
f = (x, fxprime) => {
functionCalls.push(x.slice());
return inner(x, fxprime);
};
}
current.fx = f(current.x, current.fxprime);
for (let i = 0; i < maxIterations; ++i) {
(0, blas1_1.scale)(pk, current.fxprime, -1);
learnRate = (0, linesearch_1.wolfeLineSearch)(f, pk, current, next, learnRate, c1, c2);
if (params.history) {
params.history.push({
x: current.x.slice(),
fx: current.fx,
fxprime: current.fxprime.slice(),
functionCalls: functionCalls,
learnRate: learnRate,
alpha: learnRate,
});
functionCalls = [];
}
temp = current;
current = next;
next = temp;
if (learnRate === 0 || (0, blas1_1.norm2)(current.fxprime) < 1e-5)
break;
}
return current;
}
exports.gradientDescentLineSearch = gradientDescentLineSearch;
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