Parameter Search¶
ssqp::param_search provides online dynamics parameter identification and SSQP hyperparameter search. See
Parameter Search in Concepts for the conceptual explanation. The reference below
is generated directly from include/param_search/search.hpp's own doc comments.
dynamics_params::Search¶
The abstract base for dynamics parameter searchers (namespace ssqp::param_search::dynamics_params):
Class ssqp::param_search::dynamics_params::Search¶
ClassList > ssqp > param_search > dynamics_params > Search
Inherited by the following classes: ssqp::param_search::dynamics_params::GaussNewton, ssqp::param_search::dynamics_params::GradientDescent
Public Functions¶
| Type | Name |
|---|---|
| Search (const std::shared_ptr< model::stagewise::StageDynamics > & dynamics, const double armijo_beta=0.5, const double armijo_c1=1e-4) |
|
| bool | addData (const VecX & x, const VecX & u, const VecX & x_next) |
| void | clearData () |
Public Functions Documentation¶
function Search¶
ssqp::param_search::dynamics_params::Search::Search (
const std::shared_ptr< model::stagewise::StageDynamics > & dynamics,
const double armijo_beta=0.5,
const double armijo_c1=1e-4
)
function addData¶
bool ssqp::param_search::dynamics_params::Search::addData (
const VecX & x,
const VecX & u,
const VecX & x_next
)
function clearData¶
The documentation for this class was generated from the following file /home/runner/work/ssqp/ssqp/include/param_search/search.hpp
GradientDescent¶
Class ssqp::param_search::dynamics_params::GradientDescent¶
ClassList > ssqp > param_search > dynamics_params > GradientDescent
Inherits the following classes: ssqp::param_search::dynamics_params::Search
Public Functions¶
| Type | Name |
|---|---|
| GradientDescent (const std::shared_ptr< model::stagewise::StageDynamics > & dynamics, const uint min_data_size, const double armijo_beta=0.5, const double armijo_c1=1e-4) |
|
| void | setMinimumDataSize (const uint data_size) |
Public Functions Documentation¶
function GradientDescent¶
ssqp::param_search::dynamics_params::GradientDescent::GradientDescent (
const std::shared_ptr< model::stagewise::StageDynamics > & dynamics,
const uint min_data_size,
const double armijo_beta=0.5,
const double armijo_c1=1e-4
)
function setMinimumDataSize¶
void ssqp::param_search::dynamics_params::GradientDescent::setMinimumDataSize (
const uint data_size
)
The documentation for this class was generated from the following file /home/runner/work/ssqp/ssqp/include/param_search/search.hpp
GaussNewton¶
Class ssqp::param_search::dynamics_params::GaussNewton¶
ClassList > ssqp > param_search > dynamics_params > GaussNewton
Inherits the following classes: ssqp::param_search::dynamics_params::Search
Public Functions¶
| Type | Name |
|---|---|
| GaussNewton (const std::shared_ptr< model::stagewise::StageDynamics > & dynamics, const uint window_size=100, const double armijo_beta=0.5, const double armijo_c1=1e-4) |
|
| void | setWindowSize (const uint window_size, bool prune_last=false) |
Public Functions Documentation¶
function GaussNewton¶
ssqp::param_search::dynamics_params::GaussNewton::GaussNewton (
const std::shared_ptr< model::stagewise::StageDynamics > & dynamics,
const uint window_size=100,
const double armijo_beta=0.5,
const double armijo_c1=1e-4
)
function setWindowSize¶
void ssqp::param_search::dynamics_params::GaussNewton::setWindowSize (
const uint window_size,
bool prune_last=false
)
Sets the window size to the given value Parameters:
-
window_size: The size to resize the window to
-
prune_last: Whether to remove the most recent data points, in case the window currently holds more data than the provided size; if false, an algorithm is used to instead prune the most similar data points has no effect if the provided size is larger than the data currently held
The documentation for this class was generated from the following file /home/runner/work/ssqp/ssqp/include/param_search/search.hpp
HyperParamSearch¶
Declared directly in ssqp::param_search (not under dynamics_params):
Class ssqp::param_search::HyperParamSearch¶
ClassList > ssqp > param_search > HyperParamSearch
Public Functions¶
| Type | Name |
|---|---|
| HyperParamSearch () = default |
|
| HyperParamSearch (const std::vector< solvers::ssqp::Params > & hyperparams, const std::vector< std::shared_ptr< model::Model > > & problems) |
|
| void | addHyperparams (const solvers::ssqp::Params & sqp_params) |
| void | addProblem (const std::shared_ptr< model::Model > & model) |
| const std::vector< std::shared_ptr< model::Model > > & | problems () const |
| const solvers::ssqp::Params | search () const |
Public Functions Documentation¶
function HyperParamSearch [1/2]¶
function HyperParamSearch [2/2]¶
ssqp::param_search::HyperParamSearch::HyperParamSearch (
const std::vector< solvers::ssqp::Params > & hyperparams,
const std::vector< std::shared_ptr< model::Model > > & problems
)
function addHyperparams¶
void ssqp::param_search::HyperParamSearch::addHyperparams (
const solvers::ssqp::Params & sqp_params
)
function addProblem¶
void ssqp::param_search::HyperParamSearch::addProblem (
const std::shared_ptr< model::Model > & model
)
function problems¶
const std::vector< std::shared_ptr< model::Model > > & ssqp::param_search::HyperParamSearch::problems () const
function search¶
The documentation for this class was generated from the following file /home/runner/work/ssqp/ssqp/include/param_search/search.hpp