ai.libs.jaicore.ml.core.optimizing.graddesc

Class BlackBoxGradient

java.lang.Object

ai.libs.jaicore.ml.core.optimizing.graddesc.BlackBoxGradient

All Implemented Interfaces:

IGradientFunction

public class BlackBoxGradient
extends java.lang.Object
implements IGradientFunction

Difference quotient based gradient estimation. This class will give a black-box gradient estimation by simply calculating (f(x + h) - f(x))/h where x is the provided point and x' is a point that slightly differs, specified by the parameter precision. (Obviously it holds that in lim_{precision -> 0} this yields the exact gradient.) If x is a vector (a_o, ..., a_n), then, instead we calculate each partial derivative i by: (f(a_o, ... a_i +h, ... , a_n) - f((a_o, ..., a_n)))/h Obviously, this is a highly inefficient approach for estimating the gradient (if we have n partial derivatives, we need 2 *n estimations).

Constructor Summary

Constructors

Constructor and Description
BlackBoxGradient(IGradientDescendableFunction underlyingFunction, double precision) Sets up a gradient-estimator for the given function.

Method Summary

Modifier and Type	Method and Description
ai.libs.jaicore.math.linearalgebra.Vector	apply(ai.libs.jaicore.math.linearalgebra.Vector xVec) Returns the result of applying the gradient to the point represented by the given vector.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

BlackBoxGradient

public BlackBoxGradient(IGradientDescendableFunction underlyingFunction,
                        double precision)

Sets up a gradient-estimator for the given function. The estimation of the gradient can be tuned by the precision parameter.

Parameters:

underlyingFunction - the function for which the gradient shall be estimated

precision - the precision of the estimation, the close this value is to zero the better is the estimation

Method Detail

apply

public ai.libs.jaicore.math.linearalgebra.Vector apply(ai.libs.jaicore.math.linearalgebra.Vector xVec)

Description copied from interface: IGradientFunction

Returns the result of applying the gradient to the point represented by the given vector.

Specified by:

apply in interface IGradientFunction

Parameters:

xVec - the vector the gradient is applied to

Returns:

the new vector resulting from applying the gradient to the given vector