# dlib C++ Library - solvers_abstract.h

    // Copyright (C) 2015  Davis E. King (davis@dlib.net)
    // License: Boost Software License   See LICENSE.txt for the full license.
    #undef DLIB_DNn_SOLVERS_ABSTRACT_H_
    #ifdef DLIB_DNn_SOLVERS_ABSTRACT_H_

    #include "../cuda/tensor_abstract.h"
    #include <iostream>

    namespace dlib
    {

    // ----------------------------------------------------------------------------------------
    // ----------------------------------------------------------------------------------------
    // ----------------------------------------------------------------------------------------

        class EXAMPLE_SOLVER
        {
            /*!
                WHAT THIS OBJECT REPRESENTS
                    A solver defines the parameter update rule for a single layer in a deep
                    neural network.  It takes a parameter gradient vector and the layer's
                    parameters and tells you how the parameters should be updated.
                    Importantly, each solver instance is used with only one layer in a network.
                    This allows us to define solvers that have per layer state, for example, a
                    solver may keep a momentum term and apply it to its update rule.

                    Note that there is no dlib::EXAMPLE_SOLVER type.  It is shown here purely
                    to document the interface a solver object must implement.
            !*/

        public:

            EXAMPLE_SOLVER(
            );

            template <typename layer_type>
            const tensor& operator() (
                const float learning_rate,
                const layer_type& l,
                const tensor& params_grad
            )
            /*!
                requires
                    - l.get_layer_params().size() != 0
                    - have_same_dimensions(l.get_layer_params(), params_grad) == true.
                    - When this function is invoked on a particular solver instance, it is
                      always supplied with the same layer instance, l.  That is, the solver is
                      allowed to remember things from one invocation to another and to assume
                      that it is being serially applied to optimize the same layer's
                      parameters.
                ensures
                    - Returns a step vector V that is intended to be used to update the
                      parameters by adding V to l.get_layer_params().
                    - This function will use the given "learning rate" to compute V.  How the
                      learning rate is used is solver dependent.  But in general the learning
                      rate should be used to select the step size, i.e. to somehow determine
                      the magnitude of V.
            !*/
        };

        void serialize(const EXAMPLE_SOLVER& item, std::ostream& out);
        void deserialize(EXAMPLE_SOLVER& item, std::istream& in);
        /*!
            provides serialization support
        !*/

        std::ostream& operator<< (std::ostream& out, const EXAMPLE_SOLVER& item);
        /*!
            Prints the solver's name and parameters to out.
        !*/

    // ----------------------------------------------------------------------------------------
    // ----------------------------------------------------------------------------------------
    // ----------------------------------------------------------------------------------------

        class sgd
        {
            /*!
                WHAT THIS OBJECT REPRESENTS
                    This object implements the EXAMPLE_SOLVER interface defined above.  It is a
                    basic stochastic gradient descent solver which uses momentum and weight
                    decay.  In particular, it computes the update vector V according to:
                        V = momentum*V - weight_decay*learning_rate*l.get_layer_params() - learning_rate*params_grad;
                    Here V is a momentum term that is remembered by the solver from one
                    invocation of operator() to the next.

                    Note that the actual learning rate and weight decay used by the solver are
                    multiplied by the per layer multipliers.  That is, the solver will call
                    get_learning_rate_multiplier(l) and get_weight_decay_multiplier(l) and
                    multiply these values with the nominal learning rate and weight decay,
                    respectively, to determine the values it will use during each step.  It is
                    also overloaded to allow additional learning rate multipliers to be applied
                    to fc_ and con_ bias parameters.
            !*/
        public:

            sgd(
            );
            /*!
                ensures
                    - #get_weight_decay()  == 0.0005
                    - #get_momentum()      == 0.9
            !*/

            explicit sgd(
                float weight_decay,
                float momentum = 0.9
            );
            /*!
                requires
                    - weight_decay >= 0
                    - momentum >= 0
                ensures
                    - #get_weight_decay()  == weight_decay
                    - #get_momentum()      == momentum
            !*/

            float get_weight_decay () const;
            float get_momentum () const;
        };

        void serialize(const sgd& item, std::ostream& out);
        void deserialize(sgd& item, std::istream& in);
        /*!
            provides serialization support
        !*/

        std::ostream& operator<< (std::ostream& out, const sgd& item);
        /*!
            Prints the solver's name and parameters to out.
        !*/

    // ----------------------------------------------------------------------------------------

        class adam
        {
            /*!
                WHAT THIS OBJECT REPRESENTS
                    This object implements the EXAMPLE_SOLVER interface defined above.  In
                    particular, it implements the ADAM parameter update method described in the
                    paper:
                        Kingma, Diederik P., and Jimmy Ba Adam. "A method for stochastic
                        optimization." International Conference on Learning Representation. 2015.

                    Note that the actual learning rate and weight decay used by the solver are
                    multiplied by the per layer multipliers.  That is, the solver will call
                    get_learning_rate_multiplier(l) and get_weight_decay_multiplier(l) and
                    multiply these values with the nominal learning rate and weight decay,
                    respectively, to determine the values it will use during each step.  It is
                    also overloaded to allow additional learning rate multipliers to be applied
                    to fc_ and con_ bias parameters.
            !*/

        public:

            adam(
            );
            /*!
                ensures
                    - #get_weight_decay()  == 0.0005
                    - #get_momentum1()     == 0.9
                    - #get_momentum2()     == 0.999
            !*/

            adam(
                float weight_decay,
                float momentum1,
                float momentum2
            );
            /*!
                requires
                    - weight_decay >= 0
                    - 0 <= momentum1 < 1
                    - 0 <= momentum2 < 1
                ensures
                    - #get_weight_decay()  == weight_decay
                    - #get_momentum1()     == momentum1
                    - #get_momentum2()     == momentum2
            !*/

            float get_weight_decay () const;
            float get_momentum1 () const;
            float get_momentum2 () const;
        };

        void serialize(const adam& item, std::ostream& out);
        void deserialize(adam& item, std::istream& in);
        /*!
            provides serialization support
        !*/

        std::ostream& operator<< (std::ostream& out, const adam& item);
        /*!
            Prints the solver's name and parameters to out.
        !*/

    // ----------------------------------------------------------------------------------------

    }

    #endif // DLIB_DNn_SOLVERS_ABSTRACT_H_