MomentumConvergenceTrainer.java

package RandomizedOptimization;

import org.apache.commons.math3.stat.descriptive.DescriptiveStatistics;
import shared.Trainer;

/**
 * A momentum convergence trainer trains a network
 * until convergence based on a sliding window of statistical variance on the error, using another trainer
 * @author Marcus King
 * @version 1.0
 */
public class MomentumConvergenceTrainer implements Trainer {
    /** The default threshold */
    private static final double THRESHOLD = .05;
    /** The maxium number of iterations */
    private static final int MAX_ITERATIONS = 5000;

    /**
     * The trainer
     */
    private Trainer trainer;

    /**
     * The threshold
     */
    private double threshold;

    /**
     * The number of iterations trained
     */
    private int iterations;

    /**
     * The maximum number of iterations to use
     */
    private int maxIterations;

    /**
     * Create a new convergence trainer
     * @param trainer the thrainer to use
     * @param threshold the error threshold
     * @param maxIterations the maximum iterations
     */
    public MomentumConvergenceTrainer(Trainer trainer,
                              double threshold, int maxIterations) {
        this.trainer = trainer;
        this.threshold = threshold;
        this.maxIterations = maxIterations;
    }


    /**
     * Create a new convergence trainer
     * @param trainer the trainer to use
     */
    public MomentumConvergenceTrainer(Trainer trainer) {
        this(trainer, THRESHOLD, MAX_ITERATIONS);
    }

    /**
     * @see Trainer#train()
     */
    public double train() {
        int window = Math.max(20, (int) (maxIterations*.03));
        DescriptiveStatistics dstats = new DescriptiveStatistics(window);
        double error = Double.MAX_VALUE;
        do {
            iterations++;
            error = trainer.train();
            dstats.addValue(error);
        } while ((iterations < window || dstats.getVariance() > threshold) && iterations < maxIterations);
        return error;
    }

    /**
     * Get the number of iterations used
     * @return the number of iterations
     */
    public int getIterations() {
        return iterations;
    }
}