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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
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*
*=========================================================================*/
#include "itkFiniteDifferenceGradientDescentOptimizer.h"
#include "itkCommand.h"
#include "itkEventObject.h"
#include "itkMacro.h"
#include "math.h"
#include <vnl/vnl_math.h>
namespace itk
{
/**
* ************************* Constructor ************************
*/
FiniteDifferenceGradientDescentOptimizer::FiniteDifferenceGradientDescentOptimizer()
{
itkDebugMacro("Constructor");
} // end Constructor
/**
* ************************* PrintSelf **************************
*/
void
FiniteDifferenceGradientDescentOptimizer::PrintSelf(std::ostream & os, Indent indent) const
{
Superclass::PrintSelf(os, indent);
os << indent << "LearningRate: " << this->m_LearningRate << std::endl;
os << indent << "NumberOfIterations: " << this->m_NumberOfIterations << std::endl;
os << indent << "CurrentIteration: " << this->m_CurrentIteration;
os << indent << "Value: " << this->m_Value;
os << indent << "StopCondition: " << this->m_StopCondition;
os << std::endl;
} // end PrintSelf
/**
* *********************** StartOptimization ********************
*/
void
FiniteDifferenceGradientDescentOptimizer::StartOptimization()
{
itkDebugMacro("StartOptimization");
this->m_CurrentIteration = 0;
this->m_Stop = false;
/** Get the number of parameters; checks also if a cost function has been set at all.
* if not: an exception is thrown */
this->GetScaledCostFunction()->GetNumberOfParameters();
/** Initialize the scaledCostFunction with the currently set scales */
this->InitializeScales();
/** Set the current position as the scaled initial position */
this->SetCurrentPosition(this->GetInitialPosition());
if (!this->m_Stop)
{
this->ResumeOptimization();
}
} // end StartOptimization
/**
* ********************** ResumeOptimization ********************
*/
void
FiniteDifferenceGradientDescentOptimizer::ResumeOptimization()
{
itkDebugMacro("ResumeOptimization");
this->m_Stop = false;
double ck = 1.0;
unsigned int spaceDimension = 1;
ParametersType param;
double valueplus;
double valuemin;
InvokeEvent(StartEvent());
while (!this->m_Stop)
{
// Check m_CurrentIteration right at the start of the loop, ensuring that
// no step at all is performed when when m_NumberOfIterations is zero.
if (this->m_CurrentIteration >= this->m_NumberOfIterations)
{
this->m_StopCondition = MaximumNumberOfIterations;
StopOptimization();
break;
}
/** Get the Number of parameters.*/
spaceDimension = this->GetScaledCostFunction()->GetNumberOfParameters();
/** Initialisation.*/
ck = this->Compute_c(m_CurrentIteration);
this->m_Gradient.set_size(spaceDimension);
param = this->GetScaledCurrentPosition();
/** Compute the current value, if desired by interested users */
if (this->m_ComputeCurrentValue)
{
try
{
this->m_Value = this->GetScaledValue(param);
}
catch (const ExceptionObject &)
{
// An exception has occurred.
// Terminate immediately.
this->m_StopCondition = MetricError;
StopOptimization();
// Pass exception to caller
throw;
}
if (m_Stop)
{
break;
}
} // if m_ComputeCurrentValue
double sumOfSquaredGradients = 0.0;
/** Calculate the derivative; this may take a while... */
try
{
for (unsigned int j = 0; j < spaceDimension; ++j)
{
param[j] += ck;
valueplus = this->GetScaledValue(param);
param[j] -= 2.0 * ck;
valuemin = this->GetScaledValue(param);
param[j] += ck;
const double gradient = (valueplus - valuemin) / (2.0 * ck);
this->m_Gradient[j] = gradient;
sumOfSquaredGradients += (gradient * gradient);
} // for j = 0 .. spaceDimension
}
catch (const ExceptionObject &)
{
// An exception has occurred.
// Terminate immediately.
this->m_StopCondition = MetricError;
StopOptimization();
// Pass exception to caller
throw;
}
if (m_Stop)
{
break;
}
/** Save the gradient magnitude;
* only for interested users... */
this->m_GradientMagnitude = std::sqrt(sumOfSquaredGradients);
this->AdvanceOneStep();
this->m_CurrentIteration++;
} // while !m_stop
} // end ResumeOptimization
/**
* ********************** StopOptimization **********************
*/
void
FiniteDifferenceGradientDescentOptimizer::StopOptimization()
{
itkDebugMacro("StopOptimization");
this->m_Stop = true;
InvokeEvent(EndEvent());
} // end StopOptimization
/**
* ********************** AdvanceOneStep ************************
*/
void
FiniteDifferenceGradientDescentOptimizer::AdvanceOneStep()
{
itkDebugMacro("AdvanceOneStep");
const unsigned int spaceDimension = this->GetScaledCostFunction()->GetNumberOfParameters();
/** Compute the gain */
double ak = this->Compute_a(this->m_CurrentIteration);
/** Save it for users that are interested */
this->m_LearningRate = ak;
const ParametersType & currentPosition = this->GetScaledCurrentPosition();
ParametersType newPosition(spaceDimension);
for (unsigned int j = 0; j < spaceDimension; ++j)
{
newPosition[j] = currentPosition[j] - ak * this->m_Gradient[j];
}
this->SetScaledCurrentPosition(newPosition);
this->InvokeEvent(IterationEvent());
} // end AdvanceOneStep
/**
* ************************** Compute_a *************************
*
* This function computes the parameter a at iteration k, as
* described by Spall.
*/
double
FiniteDifferenceGradientDescentOptimizer::Compute_a(unsigned long k) const
{
return static_cast<double>(this->m_Param_a / std::pow(this->m_Param_A + k + 1, this->m_Param_alpha));
} // end Compute_a
/**
* ************************** Compute_c *************************
*
* This function computes the parameter a at iteration k, as
* described by Spall.
*/
double
FiniteDifferenceGradientDescentOptimizer::Compute_c(unsigned long k) const
{
return static_cast<double>(this->m_Param_c / std::pow(k + 1, this->m_Param_gamma));
} // end Compute_c
} // end namespace itk
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