#include <itkStochasticPreconditionedGradientDescentOptimizer.h>

Detailed Description

This class implements a gradient descent optimizer with a decaying gain and preconditioning.

If $C(x)$ is a cost function that has to be minimized, the following iterative algorithm is used to find the optimal parameters $x$ :

$x(k+1) = x(k) - a(k) P dC/dx$

The gain $a(k)$ at each iteration $k$ is defined by:

$a(k) = a / (A + k + 1)^alpha$

.

It is very suitable to be used in combination with a stochastic estimate of the gradient $dC/dx$ . For example, in image registration problems it is often advantageous to compute the metric derivative ( $dC/dx$ ) on a new set of randomly selected image samples in each iteration. You may set the parameter NewSamplesEveryIteration to "true" to achieve this effect. For more information on this strategy, you may have a look at:

[1] S. Klein, M. Staring, J.P.W. Pluim, "Evaluation of Optimization Methods for Nonrigid Medical Image Registration using Mutual Information and B-Splines" IEEE Transactions on Image Processing, vol. 16 (12), December 2007.

This class also serves as a base class for other preconditioned GradientDescent type algorithms, like the AdaptiveStochasticPreconditionedGradientDescentOptimizer.

See also: StochasticPreconditionedGradientDescent, AdaptiveStochasticPreconditionedGradientDescentOptimizer

Definition at line 56 of file itkStochasticPreconditionedGradientDescentOptimizer.h.

Inheritance diagram for itk::StochasticPreconditionedGradientDescentOptimizer:

[legend]

Public Types
using	ConstPointer = SmartPointer< const Self >

using	Pointer = SmartPointer< Self >

using	PreconditionType = vnl_sparse_matrix< PreconditionValueType >

using	PreconditionValueType = DerivativeType::ValueType

using	ScaledCostFunctionPointer = ScaledCostFunctionType::Pointer

using	ScaledCostFunctionType = ScaledSingleValuedCostFunction

using	ScalesType = NonLinearOptimizer::ScalesType

using	Self = StochasticPreconditionedGradientDescentOptimizer

enum	StopConditionType

using	Superclass = PreconditionedGradientDescentOptimizer

Public Types inherited from itk::PreconditionedGradientDescentOptimizer
using	ConstPointer = SmartPointer< const Self >

using	Pointer = SmartPointer< Self >

using	PreconditionType = vnl_sparse_matrix< PreconditionValueType >

using	PreconditionValueType = DerivativeType::ValueType

using	ScaledCostFunctionPointer = ScaledCostFunctionType::Pointer

using	ScaledCostFunctionType = ScaledSingleValuedCostFunction

using	ScalesType = NonLinearOptimizer::ScalesType

using	Self = PreconditionedGradientDescentOptimizer

enum	StopConditionType { MaximumNumberOfIterations , MetricError , MinimumStepSize }

using	Superclass = ScaledSingleValuedNonLinearOptimizer

Public Types inherited from itk::ScaledSingleValuedNonLinearOptimizer
using	ConstPointer = SmartPointer< const Self >

using	Pointer = SmartPointer< Self >

using	ScaledCostFunctionPointer = ScaledCostFunctionType::Pointer

using	ScaledCostFunctionType = ScaledSingleValuedCostFunction

using	ScalesType = NonLinearOptimizer::ScalesType

using	Self = ScaledSingleValuedNonLinearOptimizer

using	Superclass = SingleValuedNonLinearOptimizer

Public Member Functions
virtual void	AdvanceOneStep ()

virtual const char *	GetClassName () const

virtual double	GetCurrentTime () const

virtual double	GetInitialTime () const

virtual double	GetParam_a () const

virtual double	GetParam_A () const

virtual double	GetParam_alpha () const

	ITK_DISALLOW_COPY_AND_MOVE (StochasticPreconditionedGradientDescentOptimizer)

virtual void	SetInitialTime (double _arg)

virtual void	SetParam_a (double _arg)

virtual void	SetParam_A (double _arg)

virtual void	SetParam_alpha (double _arg)

virtual void	StartOptimization ()

Public Member Functions inherited from itk::PreconditionedGradientDescentOptimizer
virtual void	AdvanceOneStep ()

const cholmod_common *	GetCholmodCommon () const

const cholmod_factor *	GetCholmodFactor () const

virtual const char *	GetClassName () const

virtual double	GetConditionNumber () const

virtual unsigned int	GetCurrentIteration () const

virtual double	GetDiagonalWeight () const

virtual const DerivativeType &	GetGradient ()

virtual double	GetLargestEigenValue () const

virtual const double &	GetLearningRate ()

virtual double	GetMinimumGradientElementMagnitude () const

virtual const unsigned long &	GetNumberOfIterations ()

virtual const DerivativeType &	GetSearchDirection ()

virtual double	GetSparsity () const

virtual const StopConditionType &	GetStopCondition ()

virtual const double &	GetValue ()

	ITK_DISALLOW_COPY_AND_MOVE (PreconditionedGradientDescentOptimizer)

virtual void	MetricErrorResponse (ExceptionObject &err)

virtual void	ResumeOptimization ()

virtual void	SetDiagonalWeight (double _arg)

virtual void	SetLearningRate (double _arg)

virtual void	SetMinimumGradientElementMagnitude (double _arg)

virtual void	SetNumberOfIterations (unsigned long _arg)

virtual void	SetPreconditionMatrix (PreconditionType &precondition)

virtual void	StartOptimization ()

virtual void	StopOptimization ()

Public Member Functions inherited from itk::ScaledSingleValuedNonLinearOptimizer
virtual const char *	GetClassName () const

const ParametersType &	GetCurrentPosition () const override

virtual bool	GetMaximize () const

virtual const ScaledCostFunctionType *	GetScaledCostFunction ()

virtual const ParametersType &	GetScaledCurrentPosition ()

bool	GetUseScales () const

virtual void	InitializeScales ()

	ITK_DISALLOW_COPY_AND_MOVE (ScaledSingleValuedNonLinearOptimizer)

virtual void	MaximizeOff ()

virtual void	MaximizeOn ()

void	SetCostFunction (CostFunctionType *costFunction) override

virtual void	SetMaximize (bool _arg)

virtual void	SetUseScales (bool arg)

Static Public Member Functions
static Pointer	New ()

Static Public Member Functions inherited from itk::PreconditionedGradientDescentOptimizer
static Pointer	New ()

Static Public Member Functions inherited from itk::ScaledSingleValuedNonLinearOptimizer
static Pointer	New ()

Protected Member Functions
virtual double	Compute_a (double k) const

	StochasticPreconditionedGradientDescentOptimizer ()

virtual void	UpdateCurrentTime ()

virtual	~StochasticPreconditionedGradientDescentOptimizer ()

Protected Member Functions inherited from itk::PreconditionedGradientDescentOptimizer
virtual void	CholmodSolve (const DerivativeType &gradient, DerivativeType &searchDirection, int solveType=CHOLMOD_A)

	PreconditionedGradientDescentOptimizer ()

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

virtual	~PreconditionedGradientDescentOptimizer ()

Protected Member Functions inherited from itk::ScaledSingleValuedNonLinearOptimizer
virtual void	GetScaledDerivative (const ParametersType &parameters, DerivativeType &derivative) const

virtual MeasureType	GetScaledValue (const ParametersType &parameters) const

virtual void	GetScaledValueAndDerivative (const ParametersType &parameters, MeasureType &value, DerivativeType &derivative) const

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

	ScaledSingleValuedNonLinearOptimizer ()

void	SetCurrentPosition (const ParametersType &param) override

virtual void	SetScaledCurrentPosition (const ParametersType &parameters)

	~ScaledSingleValuedNonLinearOptimizer () override=default

Protected Attributes
double	m_CurrentTime { 0.0 }

Protected Attributes inherited from itk::PreconditionedGradientDescentOptimizer
cholmod_common *	m_CholmodCommon

cholmod_factor *	m_CholmodFactor { nullptr }

cholmod_sparse *	m_CholmodGradient { nullptr }

double	m_ConditionNumber { 1.0 }

DerivativeType	m_Gradient

double	m_LargestEigenValue { 1.0 }

double	m_LearningRate { 1.0 }

DerivativeType	m_SearchDirection

double	m_Sparsity { 1.0 }

StopConditionType	m_StopCondition { MaximumNumberOfIterations }

Protected Attributes inherited from itk::ScaledSingleValuedNonLinearOptimizer
ScaledCostFunctionPointer	m_ScaledCostFunction

ParametersType	m_ScaledCurrentPosition

Private Attributes
double	m_InitialTime { 0.0 }

double	m_Param_a { 1.0 }

double	m_Param_A { 1.0 }

double	m_Param_alpha { 0.602 }

Additional Inherited Members
Protected Types inherited from itk::PreconditionedGradientDescentOptimizer
using	cholmod_l = int CInt

Member Typedef Documentation

◆ ConstPointer

using itk::StochasticPreconditionedGradientDescentOptimizer::ConstPointer = SmartPointer<const Self>

Definition at line 66 of file itkStochasticPreconditionedGradientDescentOptimizer.h.

◆ Pointer

using itk::StochasticPreconditionedGradientDescentOptimizer::Pointer = SmartPointer<Self>

Definition at line 65 of file itkStochasticPreconditionedGradientDescentOptimizer.h.

◆ PreconditionType

using itk::PreconditionedGradientDescentOptimizer::PreconditionType = vnl_sparse_matrix<PreconditionValueType>

Definition at line 86 of file itkPreconditionedGradientDescentOptimizer.h.

◆ PreconditionValueType

using itk::PreconditionedGradientDescentOptimizer::PreconditionValueType = DerivativeType::ValueType

Some typedefs for computing the SelfHessian

Definition at line 82 of file itkPreconditionedGradientDescentOptimizer.h.

◆ ScaledCostFunctionPointer

using itk::ScaledSingleValuedNonLinearOptimizer::ScaledCostFunctionPointer = ScaledCostFunctionType::Pointer

Definition at line 79 of file itkScaledSingleValuedNonLinearOptimizer.h.

◆ ScaledCostFunctionType

using itk::ScaledSingleValuedNonLinearOptimizer::ScaledCostFunctionType = ScaledSingleValuedCostFunction

Definition at line 78 of file itkScaledSingleValuedNonLinearOptimizer.h.

◆ ScalesType

using itk::ScaledSingleValuedNonLinearOptimizer::ScalesType = NonLinearOptimizer::ScalesType

Definition at line 77 of file itkScaledSingleValuedNonLinearOptimizer.h.

◆ Self

using itk::StochasticPreconditionedGradientDescentOptimizer::Self = StochasticPreconditionedGradientDescentOptimizer

Standard ITK.

Definition at line 62 of file itkStochasticPreconditionedGradientDescentOptimizer.h.

◆ Superclass

using itk::StochasticPreconditionedGradientDescentOptimizer::Superclass = PreconditionedGradientDescentOptimizer

Definition at line 63 of file itkStochasticPreconditionedGradientDescentOptimizer.h.

Member Enumeration Documentation

◆ StopConditionType

enum itk::PreconditionedGradientDescentOptimizer::StopConditionType

Codes of stopping conditions The MinimumStepSize stopcondition never occurs, but may be implemented in inheriting classes.

Definition at line 92 of file itkPreconditionedGradientDescentOptimizer.h.

Constructor & Destructor Documentation

◆ StochasticPreconditionedGradientDescentOptimizer()

itk::StochasticPreconditionedGradientDescentOptimizer::StochasticPreconditionedGradientDescentOptimizer ( )

protected

◆ ~StochasticPreconditionedGradientDescentOptimizer()

virtual itk::StochasticPreconditionedGradientDescentOptimizer::~StochasticPreconditionedGradientDescentOptimizer ( )

inlineprotectedvirtual

Definition at line 126 of file itkStochasticPreconditionedGradientDescentOptimizer.h.

Member Function Documentation

◆ AdvanceOneStep()

virtual void itk::StochasticPreconditionedGradientDescentOptimizer::AdvanceOneStep ( )

virtual

Sets a new LearningRate before calling the Superclass' implementation, and updates the current time.

Reimplemented from itk::PreconditionedGradientDescentOptimizer.

◆ Compute_a()

virtual double itk::StochasticPreconditionedGradientDescentOptimizer::Compute_a ( double k ) const

protectedvirtual

Function to compute the parameter at time/iteration k.

◆ GetClassName()

virtual const char * itk::StochasticPreconditionedGradientDescentOptimizer::GetClassName ( ) const

virtual

Run-time type information (and related methods).

Reimplemented from itk::PreconditionedGradientDescentOptimizer.

Reimplemented in elastix::PreconditionedGradientDescent< TElastix >, and itk::AdaptiveStochasticPreconditionedGradientDescentOptimizer.

◆ GetCurrentTime()

virtual double itk::StochasticPreconditionedGradientDescentOptimizer::GetCurrentTime ( ) const

virtual

Get the current time. This equals the CurrentIteration in this base class but may be different in inheriting classes, such as the AccelerateGradientDescent.

◆ GetInitialTime()

virtual double itk::StochasticPreconditionedGradientDescentOptimizer::GetInitialTime ( ) const

virtual

◆ GetParam_a()

virtual double itk::StochasticPreconditionedGradientDescentOptimizer::GetParam_a ( ) const

virtual

◆ GetParam_A()

virtual double itk::StochasticPreconditionedGradientDescentOptimizer::GetParam_A ( ) const

virtual

◆ GetParam_alpha()

virtual double itk::StochasticPreconditionedGradientDescentOptimizer::GetParam_alpha ( ) const

virtual

◆ ITK_DISALLOW_COPY_AND_MOVE()

itk::StochasticPreconditionedGradientDescentOptimizer::ITK_DISALLOW_COPY_AND_MOVE ( StochasticPreconditionedGradientDescentOptimizer )

◆ New()

static Pointer itk::StochasticPreconditionedGradientDescentOptimizer::New ( )

static

Method for creation through the object factory.

◆ SetInitialTime()

virtual void itk::StochasticPreconditionedGradientDescentOptimizer::SetInitialTime ( double _arg )

virtual

Set/Get the initial time. Should be >=0. This function is superfluous, since Param_A does effectively the same. However, in inheriting classes, like the AcceleratedGradientDescent the initial time may have a different function than Param_A. Default: 0.0

◆ SetParam_a()

virtual void itk::StochasticPreconditionedGradientDescentOptimizer::SetParam_a ( double _arg )

virtual

Set/Get a.

◆ SetParam_A()

virtual void itk::StochasticPreconditionedGradientDescentOptimizer::SetParam_A ( double _arg )

virtual

Set/Get A.

◆ SetParam_alpha()

virtual void itk::StochasticPreconditionedGradientDescentOptimizer::SetParam_alpha ( double _arg )

virtual

Set/Get alpha.

◆ StartOptimization()

virtual void itk::StochasticPreconditionedGradientDescentOptimizer::StartOptimization ( )

virtual

Set current time to 0 and call superclass' implementation.

Reimplemented from itk::PreconditionedGradientDescentOptimizer.

Reimplemented in elastix::PreconditionedGradientDescent< TElastix >.

◆ UpdateCurrentTime()

virtual void itk::StochasticPreconditionedGradientDescentOptimizer::UpdateCurrentTime ( )

protectedvirtual

Function to update the current time This function just increments the CurrentTime by 1. Inheriting functions may implement something smarter, for example, dependent on the progress.

Reimplemented in itk::AdaptiveStochasticPreconditionedGradientDescentOptimizer.

Field Documentation

◆ m_CurrentTime

double itk::StochasticPreconditionedGradientDescentOptimizer::m_CurrentTime { 0.0 }

protected

The current time, which serves as input for Compute_a

Definition at line 141 of file itkStochasticPreconditionedGradientDescentOptimizer.h.

◆ m_InitialTime

double itk::StochasticPreconditionedGradientDescentOptimizer::m_InitialTime { 0.0 }

private

Settings

Definition at line 150 of file itkStochasticPreconditionedGradientDescentOptimizer.h.

◆ m_Param_a

double itk::StochasticPreconditionedGradientDescentOptimizer::m_Param_a { 1.0 }

private

Parameters, as described by Spall.

Definition at line 145 of file itkStochasticPreconditionedGradientDescentOptimizer.h.

◆ m_Param_A

double itk::StochasticPreconditionedGradientDescentOptimizer::m_Param_A { 1.0 }

private

Definition at line 146 of file itkStochasticPreconditionedGradientDescentOptimizer.h.

◆ m_Param_alpha

double itk::StochasticPreconditionedGradientDescentOptimizer::m_Param_alpha { 0.602 }

private

Definition at line 147 of file itkStochasticPreconditionedGradientDescentOptimizer.h.

Detailed Description

Public Types

Public Member Functions

Static Public Member Functions

Protected Member Functions

Protected Attributes

Private Attributes

Additional Inherited Members

Member Typedef Documentation

◆ ConstPointer

◆ Pointer

◆ PreconditionType

◆ PreconditionValueType

◆ ScaledCostFunctionPointer

◆ ScaledCostFunctionType

◆ ScalesType

◆ Self

◆ Superclass

Member Enumeration Documentation

◆ StopConditionType

Constructor & Destructor Documentation

◆ StochasticPreconditionedGradientDescentOptimizer()

◆ ~StochasticPreconditionedGradientDescentOptimizer()

Member Function Documentation

◆ AdvanceOneStep()

◆ Compute_a()

◆ GetClassName()

◆ GetCurrentTime()

◆ GetInitialTime()

◆ GetParam_a()

◆ GetParam_A()

◆ GetParam_alpha()

◆ ITK_DISALLOW_COPY_AND_MOVE()

◆ New()

◆ SetInitialTime()

◆ SetParam_a()

◆ SetParam_A()

◆ SetParam_alpha()

◆ StartOptimization()

◆ UpdateCurrentTime()

Field Documentation

◆ m_CurrentTime

◆ m_InitialTime

◆ m_Param_a

◆ m_Param_A

◆ m_Param_alpha