optimization.h

/*
  * The GURLS Package in C++
  *
  * Copyright (C) 2011-1013, IIT@MIT Lab
  * All rights reserved.
  *
 * author:  M. Santoro
 * email:   msantoro@mit.edu
 * website: http://cbcl.mit.edu/IIT@MIT/IIT@MIT.html
  *
  * Redistribution and use in source and binary forms, with or without
  * modification, are permitted provided that the following conditions
  * are met:
  *
  *     * Redistributions of source code must retain the above
  *       copyright notice, this list of conditions and the following
  *       disclaimer.
  *     * Redistributions in binary form must reproduce the above
  *       copyright notice, this list of conditions and the following
  *       disclaimer in the documentation and/or other materials
  *       provided with the distribution.
  *     * Neither the name(s) of the copyright holders nor the names
  *       of its contributors or of the Massacusetts Institute of
  *       Technology or of the Italian Institute of Technology may be
  *       used to endorse or promote products derived from this software
  *       without specific prior written permission.
  *
  * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
  * "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
  * LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS
  * FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE
  * COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT,
  * INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING,
  * BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
  * LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
  * CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT
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  */


#ifndef _GURLS_OPTIMIZATION_H_
#define _GURLS_OPTIMIZATION_H_

#include <iostream>
#include <cmath>
#include <algorithm>
#include <map>
#include <string>

#include "gurls++/options.h"
#include "gurls++/optlist.h"
#include "gurls++/gmat2d.h"
#include "gurls++/gvec.h"
#include "gurls++/gmath.h"
#include "gurls++/exceptions.h"

namespace gurls
{

template <typename T>
class RLSAuto;

template <typename T>
class RLSPrimal;

template <typename T>
class RLSPrimalr;

template <typename T>
class RLSDual;

template <typename T>
class RLSDualr;

template <typename T>
class RLSPegasos;

template <typename T>
class RLSGPRegr;

template <typename T>
class RLSPrimalRecInit;

template <typename T>
class RLSPrimalRecUpdate;

template <typename T>
class RLSRandFeats;

class BadOptimizerCreation : public gException
{
public:

    BadOptimizerCreation(std::string type): gException("Cannot create type " + type) {}
};

template <typename T>
class Optimizer
{
public:

    virtual GurlsOptionsList* execute(const gMat2D<T>& X, const gMat2D<T>& Y, const GurlsOptionsList& opt) = 0;

    static Optimizer<T>* factory(const std::string& id) throw(BadOptimizerCreation)
    {
      if(id == "rlsauto")
        return new RLSAuto<T>;
      if(id == "rlsprimal")
        return new RLSPrimal<T>;
      if(id == "rlsprimalr")
        return new RLSPrimalr<T>;
      if(id == "rlsdual")
        return new RLSDual<T>;
      if(id == "rlsdualr")
        return new RLSDualr<T>;
      if(id == "rlspegasos")
        return new RLSPegasos<T>;
      if(id == "rlsgpregr")
        return new RLSGPRegr<T>;
      if(id == "rlsprimalrecinit")
        return new RLSPrimalRecInit<T>;
      if(id == "rlsprimalrecupdate")
        return new RLSPrimalRecUpdate<T>;
      if(id == "rlsrandfeats")
        return new RLSRandFeats<T>;

        throw BadOptimizerCreation(id);
    }
};

}
#endif // _GURLS_OPTIMIZATION_H_