regularized_svd_function.hpp

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#ifndef MLPACK_METHODS_REGULARIZED_SVD_REGULARIZED_FUNCTION_SVD_HPP
#define MLPACK_METHODS_REGULARIZED_SVD_REGULARIZED_FUNCTION_SVD_HPP

#include <mlpack/prereqs.hpp>
#include <mlpack/core/optimizers/sgd/sgd.hpp>

namespace mlpack {
namespace svd {

class RegularizedSVDFunction
{
 public:

  RegularizedSVDFunction(const arma::mat& data,
                         const size_t rank,
                         const double lambda);

  double Evaluate(const arma::mat& parameters) const;

  double Evaluate(const arma::mat& parameters,
                  const size_t i) const;

  void Gradient(const arma::mat& parameters,
                arma::mat& gradient) const;

  const arma::mat& GetInitialPoint() const { return initialPoint; }

  const arma::mat& Dataset() const { return data; }

  size_t NumFunctions() const { return data.n_cols; }

  size_t NumUsers() const { return numUsers; }

  size_t NumItems() const { return numItems; }

  double Lambda() const { return lambda; }

  size_t Rank() const { return rank; }

 private:
  const arma::mat& data;
  arma::mat initialPoint;
  size_t rank;
  double lambda;
  size_t numUsers;
  size_t numItems;
};

} // namespace svd
} // namespace mlpack

namespace mlpack {
namespace optimization {

  template<>
  double SGD<mlpack::svd::RegularizedSVDFunction>::Optimize(
      arma::mat& parameters);

} // namespace optimization
} // namespace mlpack

#endif