Callbacks

The algorithms provided in this package interoperate with the rest of the world through callbacks. In particular, it allows a third party (e.g. a higher-level script, a user, a GUI, etc) to monitor the progress of the optimization and take proper actions.

Generally, a callback is an arbitrary function (or closure) that can be called in the following way:

callback(theta, t, n, v)

Parameters:

• theta – The current solution.
• t – The number of elapsed iterations.
• n – The number of samples that have been used.
• v – The objective value of the last item, which can be an objective evaluated on a single sample or the total objective value evaluated on the last batch of samples.

The package already provides some callbacks for simple use:

simple_trace()

Simply print the optimization trace, including the number of iterations, and the average loss of the last iteration.

This is the default choice for most algorithms.

gtcompare_trace(theta_g)

In addition to printing the optimization trace, it also computes and shows the deviation from a given oracle theta_g.

Note: gtcompare_trace is a high-level function, and gtcompare_trace(theta_g) produces a callback function.