virtual void update(P& z) {
std::vector<double> grad_lp(this->_model.num_params_r());
try {
z.V = - this->_model.grad_log_prob(z.q, z.r, grad_lp, _err_stream);
} catch (std::domain_error e) {
this->_write_error_msg(_err_stream, e);
z.V = std::numeric_limits<double>::infinity();
}
Eigen::Map<Eigen::VectorXd> eigen_g(&(grad_lp[0]), grad_lp.size());
z.g = - eigen_g;
}
// z: layer-size x num-examples
shared_ptr<arma::cube> grad_lq_matrix(shared_ptr<arma::mat> z,
const ExampleIds& example_ids) {
size_t n_params = param_matrices.size();
shared_ptr<arma::cube> grad_lp( new arma::cube(z->n_rows, z->n_cols, n_params) );
arma::uword ind = 0;
for(auto j : example_ids) {
for(arma::uword i=0; i<z->n_rows; ++i) {
for(size_t k=0; k<score_funcs.size(); ++k) {
(*grad_lp)(i, ind, k) = score_funcs[k]((*z)(i,ind), i, j);
}
}
++ind;
}
return grad_lp;
}