#!/usr/bin/env python # -*- coding: utf-8 -*- # # Copyright 2019 The FATE Authors. All Rights Reserved. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. from pipeline.param.base_param import BaseParam class StochasticQuasiNewtonParam(BaseParam): """ Parameters used for stochastic quasi-newton method. Parameters ---------- update_interval_L : int, default: 3 Set how many iteration to update hess matrix memory_M : int, default: 5 Stack size of curvature information, i.e. y_k and s_k in the paper. sample_size : int, default: 5000 Sample size of data that used to update Hess matrix """ def __init__(self, update_interval_L=3, memory_M=5, sample_size=5000, random_seed=None): super().__init__() self.update_interval_L = update_interval_L self.memory_M = memory_M self.sample_size = sample_size self.random_seed = random_seed def check(self): descr = "hetero sqn param's" self.check_positive_integer(self.update_interval_L, descr) self.check_positive_integer(self.memory_M, descr) self.check_positive_integer(self.sample_size, descr) if self.random_seed is not None: self.check_positive_integer(self.random_seed, descr) return True