StochasticOptimizer.h

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/********************************************************************
**                Image Component Library (ICL)                    **
**                                                                 **
** Copyright (C) 2006-2013 CITEC, University of Bielefeld          **
**                         Neuroinformatics Group                  **
** Website: www.iclcv.org and                                      **
**          http://opensource.cit-ec.de/projects/icl               **
**                                                                 **
** File   : ICLMath/src/ICLMath/StochasticOptimizer.h              **
** Module : ICLMath                                                **
** Authors: Christof Elbrechter                                    **
**                                                                 **
**                                                                 **
** GNU LESSER GENERAL PUBLIC LICENSE                               **
** This file may be used under the terms of the GNU Lesser General **
** Public License version 3.0 as published by the                  **
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** Free Software Foundation and appearing in the file LICENSE.LGPL **
** included in the packaging of this file.  Please review the      **
** following information to ensure the license requirements will   **
** be met: http://www.gnu.org/licenses/lgpl-3.0.txt                **
**                                                                 **
** The development of this software was supported by the           **
** Excellence Cluster EXC 277 Cognitive Interaction Technology.    **
** The Excellence Cluster EXC 277 is a grant of the Deutsche       **
** Forschungsgemeinschaft (DFG) in the context of the German       **
** Excellence Initiative.                                          **
**                                                                 **
********************************************************************/

#pragma once

#include <ICLUtils/CompatMacros.h>

namespace icl{
  namespace math{
  
    template<class T>
    struct StochasticOptimizerResult{
      StochasticOptimizerResult(const T *data=0,T error=0, T startError=0, int steps=0);
      const T *data; 
      T error;       
      T startError;  
      int steps;         
    };
    

    template<class T=float>
    class ICLMath_IMP StochasticOptimizer {
      public:
      typedef StochasticOptimizerResult<T> Result;
      
      StochasticOptimizer(int dataDim);
      
      Result optimize(int maxTimeSteps){
        return optimize(-1,maxTimeSteps);
      }
      
      Result optimize(T minError, int maxSteps);
      
      protected:

      virtual T *getData() = 0;
      

      virtual T getError(const T *data)=0;
      

      virtual const T *getNoise(int currentTime, int endTime)=0;
      

      virtual void reinitialize() = 0;
      
      virtual void notifyProgress(int t, int numSteps, int startError, 
                                  int currBestError, int currError,const  T *data, int dataDim);
  
      private:
      int m_dataDim;
    };

  } // namespace math
}