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/*=========================================================================
*
* Copyright Insight Software Consortium
*
* 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 "itkGradientDescentOptimizer.h"
#include "itkMath.h"
/**
* The objectif function is the quadratic form:
*
* 1/2 x^T A x - b^T x
*
* Where A is a matrix and b is a vector
* The system in this example is:
*
* | 3 2 ||x| | 2| |0|
* | 2 6 ||y| + |-8| = |0|
*
*
* the solution is the vector | 2 -2 |
*
* \class gradientCostFunction
*/
class gradientCostFunction : public itk::SingleValuedCostFunction
{
public:
typedef gradientCostFunction Self;
typedef itk::SingleValuedCostFunction Superclass;
typedef itk::SmartPointer<Self> Pointer;
typedef itk::SmartPointer<const Self> ConstPointer;
itkNewMacro( Self );
itkTypeMacro( gradientCostFunction, SingleValuedCostFunction );
enum { SpaceDimension=2 };
typedef Superclass::ParametersType ParametersType;
typedef Superclass::DerivativeType DerivativeType;
typedef Superclass::MeasureType MeasureType;
gradientCostFunction()
{
}
virtual MeasureType GetValue( const ParametersType & parameters ) const ITK_OVERRIDE
{
double x = parameters[0];
double y = parameters[1];
std::cout << "GetValue( ";
std::cout << x << " ";
std::cout << y << ") = ";
MeasureType measure = 0.5*(3*x*x+4*x*y+6*y*y) - 2*x + 8*y;
std::cout << measure << std::endl;
return measure;
}
void GetDerivative( const ParametersType & parameters,
DerivativeType & derivative ) const ITK_OVERRIDE
{
double x = parameters[0];
double y = parameters[1];
std::cout << "GetDerivative( ";
std::cout << x << " ";
std::cout << y << ") = ";
DerivativeType temp(SpaceDimension);
temp.Fill( 0 );
derivative = temp;
derivative[0] = 3 * x + 2 * y -2;
derivative[1] = 2 * x + 6 * y +8;
std::cout << derivative << std::endl;
}
virtual unsigned int GetNumberOfParameters(void) const ITK_OVERRIDE
{
return SpaceDimension;
}
private:
};
int itkGradientDescentOptimizerTest(int, char* [] )
{
std::cout << "Gradient Descent Optimizer Test ";
std::cout << std::endl << std::endl;
typedef itk::GradientDescentOptimizer OptimizerType;
// Declaration of a itkOptimizer
OptimizerType::Pointer itkOptimizer = OptimizerType::New();
// Declaration of the CostFunction
gradientCostFunction::Pointer costFunction = gradientCostFunction::New();
itkOptimizer->SetCostFunction( costFunction.GetPointer() );
typedef gradientCostFunction::ParametersType ParametersType;
const unsigned int spaceDimension =
costFunction->GetNumberOfParameters();
// We start not so far from | 2 -2 |
ParametersType initialPosition( spaceDimension );
initialPosition[0] = 100;
initialPosition[1] = -100;
itkOptimizer->MinimizeOn();
itkOptimizer->SetLearningRate( 0.1 );
itkOptimizer->SetNumberOfIterations( 50 );
itkOptimizer->SetInitialPosition( initialPosition );
try
{
itkOptimizer->StartOptimization();
}
catch( itk::ExceptionObject & e )
{
std::cout << "Exception thrown ! " << std::endl;
std::cout << "An error occurred during Optimization" << std::endl;
std::cout << "Location = " << e.GetLocation() << std::endl;
std::cout << "Description = " << e.GetDescription() << std::endl;
return EXIT_FAILURE;
}
ParametersType finalPosition = itkOptimizer->GetCurrentPosition();
std::cout << "Solution = (";
std::cout << finalPosition[0] << ",";
std::cout << finalPosition[1] << ")" << std::endl;
//
// check results to see if it is within range
//
bool pass = true;
double trueParameters[2] = { 2, -2 };
for( unsigned int j = 0; j < 2; j++ )
{
if( itk::Math::abs( finalPosition[j] - trueParameters[j] ) > 0.01 )
pass = false;
}
// Exercise various member functions.
std::cout << "Maximize: " << itkOptimizer->GetMaximize() << std::endl;
std::cout << "LearningRate: " << itkOptimizer->GetLearningRate();
std::cout << std::endl;
std::cout << "NumberOfIterations: " << itkOptimizer->GetNumberOfIterations();
std::cout << std::endl;
itkOptimizer->Print( std::cout );
std::cout << "Stop description = " << itkOptimizer->GetStopConditionDescription() << std::endl;
if( !pass )
{
std::cout << "Test failed." << std::endl;
return EXIT_FAILURE;
}
std::cout << "Test passed." << std::endl;
return EXIT_SUCCESS;
}
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