itkSPSAOptimizer.h

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/*=========================================================================
 *
 *  Copyright NumFOCUS
 *
 *  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
 *
 *         https://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.
 *
 *=========================================================================*/
#ifndef itkSPSAOptimizer_h
#define itkSPSAOptimizer_h
 
#include "itkSingleValuedNonLinearOptimizer.h"
#include "itkMersenneTwisterRandomVariateGenerator.h"
#include "ITKOptimizersExport.h"
 
namespace itk
{
class SPSAOptimizerEnums
{
public:
  enum class StopConditionSPSAOptimizer : uint8_t
  {
    Unknown,
    MaximumNumberOfIterations,
    BelowTolerance,
    MetricError
  };
};
// Define how to print enumeration
extern ITKOptimizers_EXPORT std::ostream &
                            operator<<(std::ostream & out, const SPSAOptimizerEnums::StopConditionSPSAOptimizer value);
 
class ITKOptimizers_EXPORT SPSAOptimizer : public SingleValuedNonLinearOptimizer
{
public:
  ITK_DISALLOW_COPY_AND_MOVE(SPSAOptimizer);

  using Self = SPSAOptimizer;
  using Superclass = SingleValuedNonLinearOptimizer;
  using Pointer = SmartPointer<Self>;
  using ConstPointer = SmartPointer<const Self>;

  itkNewMacro(Self);

  itkOverrideGetNameOfClassMacro(SPSAOptimizer);
 
  using StopConditionSPSAOptimizerEnum = SPSAOptimizerEnums::StopConditionSPSAOptimizer;
#if !defined(ITK_LEGACY_REMOVE)
  // We need to expose the enum values at the class level
  // for backwards compatibility
  static constexpr StopConditionSPSAOptimizerEnum Unknown = StopConditionSPSAOptimizerEnum::Unknown;
  static constexpr StopConditionSPSAOptimizerEnum MaximumNumberOfIterations =
    StopConditionSPSAOptimizerEnum::MaximumNumberOfIterations;
  static constexpr StopConditionSPSAOptimizerEnum BelowTolerance = StopConditionSPSAOptimizerEnum::BelowTolerance;
  static constexpr StopConditionSPSAOptimizerEnum MetricError = StopConditionSPSAOptimizerEnum::MetricError;
#endif
  virtual void
  AdvanceOneStep();

  void
  StartOptimization() override;

  void
  ResumeOptimization();

  void
  StopOptimization();

  virtual MeasureType
  GetValue() const;

  virtual MeasureType
  GetValue(const ParametersType & parameters) const;

  virtual void
  GuessParameters(SizeValueType numberOfGradientEstimates, double initialStepSize);

  itkGetConstMacro(CurrentIteration, SizeValueType);

  itkGetConstMacro(StopCondition, StopConditionSPSAOptimizerEnum);

  itkGetConstMacro(LearningRate, double);

  itkGetConstMacro(GradientMagnitude, double);

  itkGetConstReferenceMacro(Gradient, DerivativeType);

  itkSetMacro(Sa, double);
  itkGetConstMacro(Sa, double);
  // For backward compatibility
  void
  Seta(double a)
  {
    SetSa(a);
  }
  double
  Geta() const
  {
    return GetSa();
  }

  itkSetMacro(Sc, double);
  itkGetConstMacro(Sc, double);
  // For backward compatibility
  void
  Setc(double c)
  {
    SetSc(c);
  }
  double
  Getc() const
  {
    return GetSc();
  }

  itkSetMacro(A, double);
  itkGetConstMacro(A, double);
  itkSetMacro(Alpha, double);
  itkGetConstMacro(Alpha, double);
  itkSetMacro(Gamma, double);
  itkGetConstMacro(Gamma, double);
  itkGetConstMacro(Maximize, bool);
  itkSetMacro(Maximize, bool);
  itkBooleanMacro(Maximize);
  bool
  GetMinimize() const
  {
    return !m_Maximize;
  }
  void
  SetMinimize(bool v)
  {
    this->SetMaximize(!v);
  }
  void
  MinimizeOn()
  {
    this->MaximizeOff();
  }
  void
  MinimizeOff()
  {
    this->MaximizeOn();
  }

  itkSetMacro(NumberOfPerturbations, SizeValueType);
  itkGetConstMacro(NumberOfPerturbations, SizeValueType);
  itkGetConstMacro(StateOfConvergence, double);

  itkSetMacro(StateOfConvergenceDecayRate, double);
  itkGetConstMacro(StateOfConvergenceDecayRate, double);
  itkSetMacro(MinimumNumberOfIterations, SizeValueType);
  itkGetConstMacro(MinimumNumberOfIterations, SizeValueType);
  itkSetMacro(MaximumNumberOfIterations, SizeValueType);
  itkGetConstMacro(MaximumNumberOfIterations, SizeValueType);
  itkSetMacro(Tolerance, double);
  itkGetConstMacro(Tolerance, double);
  std::string
  GetStopConditionDescription() const override;
 
protected:
  SPSAOptimizer();
  ~SPSAOptimizer() override = default;

  void
  PrintSelf(std::ostream & os, Indent indent) const override;

  DerivativeType m_Gradient{};
 
  double m_LearningRate{};
 
  DerivativeType m_Delta{};
 
  bool m_Stop{ false };
 
  StopConditionSPSAOptimizerEnum m_StopCondition{};
 
  double m_StateOfConvergence{};
 
  SizeValueType m_CurrentIteration{};

  Statistics::MersenneTwisterRandomVariateGenerator::Pointer m_Generator{};

  virtual double
  Compute_a(SizeValueType k) const;

  virtual double
  Compute_c(SizeValueType k) const;

  virtual void
  GenerateDelta(const unsigned int spaceDimension);

  virtual void
  ComputeGradient(const ParametersType & parameters, DerivativeType & gradient);
 
private:
  SizeValueType m_MinimumNumberOfIterations{};
  SizeValueType m_MaximumNumberOfIterations{};
  double        m_StateOfConvergenceDecayRate{};
  double        m_Tolerance{};
  bool          m_Maximize{};
  double        m_GradientMagnitude{};
  SizeValueType m_NumberOfPerturbations{};

  double m_Sa{};
  double m_Sc{};
  double m_A{};
  double m_Alpha{};
  double m_Gamma{};
}; // end class SPSAOptimizer
 
// Define how to print enumeration
extern ITKOptimizers_EXPORT std::ostream &
                            operator<<(std::ostream & out, const SPSAOptimizer::StopConditionSPSAOptimizerEnum value);
 
} // end namespace itk
 
#endif // end #ifndef itkSPSAOptimizer_h