hillclimb.h

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/* FEAT
copyright 2017 William La Cava
license: GNU/GPL v3
*/
#ifndef HILLCLIMB_H
#define HILLCLIMB_H
 
#include <Eigen/Dense>
#include <map>
#include <memory>
#include <vector>
#pragma GCC diagnostic push
#pragma GCC diagnostic ignored "-Wdeprecated"
#include <shogun/labels/Labels.h>
#pragma GCC diagnostic pop
 
#include <string>
 
#include "../pop/individual.h"
#include "../dat/data.h"
#include "../params.h"
 
using std::map;
using std::shared_ptr;
using std::vector;
using Eigen::VectorXf;
using shogun::CLabels;
 
namespace FT {
 
    namespace Opt{
        class HillClimb
        {
            /* @class HillClimb
             * @brief performs random weight updates and keeps them if they improve the cost function.
             */
        public:
            typedef VectorXf (*callback)(const VectorXf&, shared_ptr<CLabels>&, const vector<float>&);
            
            std::map<string, callback> score_hash;
            
            HillClimb(string scorer, int iters=1, float step=0.1);
 
            shared_ptr<CLabels> run(Individual& ind, Data d,
                     const Parameters& params, bool& updated);
 
        private:
            callback cost_func;     //< scoring function
            int iters;              //< number of iterations
            float step;            //< percent of std dev to perturb weight by
        };
    }
 
}
#endif