T libSPRegion<T, DHB>::ArmijoStep(std::vector<T> *theta, std::vector<T> *empMean, std::vector<T>& grad) {
std::vector<T> newTheta(*theta);
grad.assign(NumFeatures, T(0.0));
T oldPrimalValue = libSPBase<T,DHB>::DataHandler->ComputeFandG(&newTheta, empMean, &grad, 0);
++funEvals;
T stepsize = T(1.0);
for(size_t armijoIteration=0;armijoIteration<SPParams->ArmijoIterations;++armijoIteration) {
for(size_t r = 0;r<NumFeatures;++r) {
newTheta[r] = (*theta)[r] - stepsize*grad[r];
}
if(SPParams->ReuseMessagesForF==0) {
libSPBase<T,DHB>::DataHandler->ClearMessages();
}
T primalValue = libSPBase<T,DHB>::DataHandler->ComputeFandG(&newTheta, empMean, NULL, 0);
++funEvals;
if(primalValue<oldPrimalValue) {
for(size_t r=0;r<NumFeatures;++r) {
(*theta)[r] = newTheta[r];
}
oldPrimalValue = primalValue;
break;
}
stepsize /= 2;
}
std::cout << " F: " << funEvals << " S: " << stepsize << " P: " << oldPrimalValue;
return oldPrimalValue;
}
VectorXf Arm::update(VectorXf theta) {
VectorXf newTheta(12);
newTheta = theta - psuedo_inv_jacobian(theta) * C(theta) * step_size;
return newTheta;
}
