Provides the interface to evaluate linear regression error. More...
#include <ROL_RegressionError.hpp>
Inheritance diagram for ROL::RegressionError< Real >:
Public Member Functions | |
| RegressionError (void) | |
| Real | value (const std::vector< Real > &x, Real &tol) |
| void | gradient (std::vector< Real > &g, const std::vector< Real > &x, Real &tol) |
| void | hessVec (std::vector< Real > &hv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol) |
| Public Member Functions inherited from ROL::StdObjective< Real > | |
| virtual void | update (const std::vector< Real > &x, bool flag=true, int iter=-1) |
| void | update (const Vector< Real > &x, bool flag=true, int iter=-1) override |
| Update objective function. More... | |
| virtual void | update (const std::vector< Real > &x, UpdateType type, int iter=-1) |
| void | update (const Vector< Real > &x, UpdateType type, int iter=-1) override |
| Update objective function. More... | |
| Real | value (const Vector< Real > &x, Real &tol) override |
| Compute value. More... | |
| void | gradient (Vector< Real > &g, const Vector< Real > &x, Real &tol) override |
| Compute gradient. More... | |
| virtual Real | dirDeriv (const std::vector< Real > &x, const std::vector< Real > &d, Real &tol) |
| Real | dirDeriv (const Vector< Real > &x, const Vector< Real > &d, Real &tol) override |
| Compute directional derivative. More... | |
| void | hessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override |
| Apply Hessian approximation to vector. More... | |
| virtual void | invHessVec (std::vector< Real > &hv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol) |
| void | invHessVec (Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override |
| Apply inverse Hessian approximation to vector. More... | |
| virtual void | precond (std::vector< Real > &Pv, const std::vector< Real > &v, const std::vector< Real > &x, Real &tol) |
| void | precond (Vector< Real > &Pv, const Vector< Real > &v, const Vector< Real > &x, Real &tol) override |
| Apply preconditioner to vector. More... | |
| Public Member Functions inherited from ROL::Objective< Real > | |
| virtual | ~Objective () |
| Objective () | |
| virtual void | prox (Vector< Real > &Pv, const Vector< Real > &v, Real t, Real &tol) |
| Compute the proximity operator. More... | |
| virtual void | proxJacVec (Vector< Real > &Jv, const Vector< Real > &v, const Vector< Real > &x, Real t, Real &tol) |
| Apply the Jacobian of the proximity operator. More... | |
| virtual std::vector < std::vector< Real > > | checkGradient (const Vector< Real > &x, const Vector< Real > &d, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1) |
| Finite-difference gradient check. More... | |
| virtual std::vector < std::vector< Real > > | checkGradient (const Vector< Real > &x, const Vector< Real > &g, const Vector< Real > &d, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1) |
| Finite-difference gradient check. More... | |
| virtual std::vector < std::vector< Real > > | checkGradient (const Vector< Real > &x, const Vector< Real > &d, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1) |
| Finite-difference gradient check with specified step sizes. More... | |
| virtual std::vector < std::vector< Real > > | checkGradient (const Vector< Real > &x, const Vector< Real > &g, const Vector< Real > &d, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1) |
| Finite-difference gradient check with specified step sizes. More... | |
| virtual std::vector < std::vector< Real > > | checkHessVec (const Vector< Real > &x, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1) |
| Finite-difference Hessian-applied-to-vector check. More... | |
| virtual std::vector < std::vector< Real > > | checkHessVec (const Vector< Real > &x, const Vector< Real > &hv, const Vector< Real > &v, const bool printToStream=true, std::ostream &outStream=std::cout, const int numSteps=ROL_NUM_CHECKDERIV_STEPS, const int order=1) |
| Finite-difference Hessian-applied-to-vector check. More... | |
| virtual std::vector < std::vector< Real > > | checkHessVec (const Vector< Real > &x, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1) |
| Finite-difference Hessian-applied-to-vector check with specified step sizes. More... | |
| virtual std::vector < std::vector< Real > > | checkHessVec (const Vector< Real > &x, const Vector< Real > &hv, const Vector< Real > &v, const std::vector< Real > &steps, const bool printToStream=true, std::ostream &outStream=std::cout, const int order=1) |
| Finite-difference Hessian-applied-to-vector check with specified step sizes. More... | |
| virtual std::vector< Real > | checkHessSym (const Vector< Real > &x, const Vector< Real > &v, const Vector< Real > &w, const bool printToStream=true, std::ostream &outStream=std::cout) |
| Hessian symmetry check. More... | |
| virtual std::vector< Real > | checkHessSym (const Vector< Real > &x, const Vector< Real > &hv, const Vector< Real > &v, const Vector< Real > &w, const bool printToStream=true, std::ostream &outStream=std::cout) |
| Hessian symmetry check. More... | |
| virtual std::vector < std::vector< Real > > | checkProxJacVec (const Vector< Real > &x, const Vector< Real > &v, Real t=Real(1), bool printToStream=true, std::ostream &outStream=std::cout, int numSteps=ROL_NUM_CHECKDERIV_STEPS) |
| Finite-difference proximity operator Jacobian-applied-to-vector check. More... | |
| virtual void | setParameter (const std::vector< Real > ¶m) |
Private Member Functions | |
| void | checkSize (const std::vector< Real > &x) |
Additional Inherited Members | |
| Protected Member Functions inherited from ROL::Objective< Real > | |
| const std::vector< Real > | getParameter (void) const |
Detailed Description
template<class Real>
class ROL::RegressionError< Real >
Provides the interface to evaluate linear regression error.
Definition at line 27 of file ROL_RegressionError.hpp.
Constructor & Destructor Documentation
template<class Real >
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inline |
Definition at line 37 of file ROL_RegressionError.hpp.
Member Function Documentation
template<class Real >
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inlineprivate |
Definition at line 29 of file ROL_RegressionError.hpp.
References ROL::Objective< Real >::getParameter().
Referenced by ROL::RegressionError< Real >::gradient(), ROL::RegressionError< Real >::hessVec(), and ROL::RegressionError< Real >::value().
template<class Real >
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inlinevirtual |
Implements ROL::StdObjective< Real >.
Definition at line 39 of file ROL_RegressionError.hpp.
References ROL::RegressionError< Real >::checkSize(), dim, and ROL::Objective< Real >::getParameter().
template<class Real >
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inlinevirtual |
Reimplemented from ROL::StdObjective< Real >.
Definition at line 48 of file ROL_RegressionError.hpp.
References ROL::RegressionError< Real >::checkSize(), dim, and ROL::Objective< Real >::getParameter().
template<class Real >
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inlinevirtual |
Reimplemented from ROL::StdObjective< Real >.
Definition at line 56 of file ROL_RegressionError.hpp.
References ROL::RegressionError< Real >::checkSize().
The documentation for this class was generated from the following file:
