Don't reset the objective estimate on the last iteration (#417)

mlpack · Dec 31, 2024 · 7791091 · 7791091
1 parent b0e3348
commit 7791091
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Showing 6 changed files with 347 additions and 97 deletions.
diff --git a/HISTORY.md b/HISTORY.md
@@ -1,5 +1,8 @@
 ### ensmallen ?.??.?: "???"
 ###### ????-??-??
+ * Fix `exactObjective` output for SGD-like optimizers when the number of
+   iterations is an even number of epochs
+   ([#417](https://github.com/mlpack/ensmallen/pull/417)).
 
 ### ensmallen 2.22.1: "E-Bike Excitement"
 ###### 2024-12-02

diff --git a/doc/optimizers.md b/doc/optimizers.md
diff --git a/include/ensmallen_bits/bigbatch_sgd/bigbatch_sgd_impl.hpp b/include/ensmallen_bits/bigbatch_sgd/bigbatch_sgd_impl.hpp
@@ -244,10 +244,13 @@ BigBatchSGD<UpdatePolicyType>::Optimize(
       terminate |= Callback::BeginEpoch(*this, f, iterate, epoch,
           overallObjective, callbacks...);
 
-      // Reset the counter variables.
-      lastObjective = overallObjective;
-      overallObjective = 0;
-      currentFunction = 0;
+      // Reset the counter variables if we will continue.
+      if (i != actualMaxIterations)
+      {
+        lastObjective = overallObjective;
+        overallObjective = 0;
+        currentFunction = 0;
+      }
 
       if (shuffle) // Determine order of visitation.
         f.Shuffle();

diff --git a/include/ensmallen_bits/eve/eve_impl.hpp b/include/ensmallen_bits/eve/eve_impl.hpp
@@ -186,10 +186,13 @@ Eve::Optimize(SeparableFunctionType& function,
       terminate |= Callback::BeginEpoch(*this, f, iterate, epoch,
           overallObjective, callbacks...);
 
-      // Reset the counter variables.
-      lastOverallObjective = overallObjective;
-      overallObjective = 0;
-      currentFunction = 0;
+      // Reset the counter variables if we will continue.
+      if (i != actualMaxIterations)
+      {
+        lastOverallObjective = overallObjective;
+        overallObjective = 0;
+        currentFunction = 0;
+      }
 
       if (shuffle) // Determine order of visitation.
         f.Shuffle();

diff --git a/include/ensmallen_bits/sgd/sgd_impl.hpp b/include/ensmallen_bits/sgd/sgd_impl.hpp
@@ -193,10 +193,13 @@ SGD<UpdatePolicyType, DecayPolicyType>::Optimize(
       terminate |= Callback::BeginEpoch(*this, f, iterate, epoch,
           overallObjective, callbacks...);
 
-      // Reset the counter variables.
-      lastObjective = overallObjective;
-      overallObjective = 0;
-      currentFunction = 0;
+      // Reset the counter variables if we will continue.
+      if (i != actualMaxIterations)
+      {
+        lastObjective = overallObjective;
+        overallObjective = 0;
+        currentFunction = 0;
+      }
 
       if (shuffle) // Determine order of visitation.
         f.Shuffle();

diff --git a/include/ensmallen_bits/spalera_sgd/spalera_sgd_impl.hpp b/include/ensmallen_bits/spalera_sgd/spalera_sgd_impl.hpp
@@ -212,10 +212,13 @@ SPALeRASGD<DecayPolicyType>::Optimize(
         return overallObjective;
       }
 
-      // Reset the counter variables.
-      lastObjective = overallObjective;
-      overallObjective = 0;
-      currentFunction = 0;
+      // Reset the counter variables if we will continue.
+      if (i != actualMaxIterations)
+      {
+        lastObjective = overallObjective;
+        overallObjective = 0;
+        currentFunction = 0;
+      }
 
       terminate |= Callback::BeginEpoch(*this, f, iterate, epoch,
           overallObjective, callbacks...);