forward declaration - kl divergence More...

#include <kl_div.hpp>

Inheritance diagram for convex::KLDivergence< Meta, Child >:

Public Types
using	ConvexBase = Atom< Meta, KLDivergence< Meta, Child >, Child >
	bring into scope the convex fn alias / helpers

Public Types inherited from convex::Atom< Meta, KLDivergence< Meta, Child >, Child >
using	Domain = meta_dom_t< Meta >
	Atom input domain.

using	Codomain = meta_codom_t< Meta >
	Atom output codomain.

using	ChildrenT = std::tuple< atom_decay_t< Cs >... >
	Tuple of decayed child atom types.

using	T = dom_type_t< Domain >
	Scalar field for the atom domain.

using	PointT = dom_point_t< Domain >
	Point type accepted by the atom domain.

Public Member Functions
constexpr	KLDivergence (const PointT &p_in, const Child &child_in)
	CTOR.

constexpr	KLDivergence (const PointT &p_in, const Child &child_in, const affine::AffineMap< LiftedVarMat< T > > &map_in)
	CTOR.

constexpr MonotonicityType	monotonicity () const
	mono

constexpr T	operator() (const PointT &q) const
	eval via operator overload

constexpr T	eval (const PointT &q) const
	eval impl

template<T Scalar>
constexpr auto	mul () const
	mul

constexpr auto	add (T beta) const
	add

template<AtomType Type, conic::BuilderLike Builder>
constexpr auto	canonicalize_impl (const Builder &builder) const
	canonicalize impl

Public Member Functions inherited from convex::Atom< Meta, KLDivergence< Meta, Child >, Child >
constexpr	Atom ()
	Construct a leaf atom with no children.

constexpr	Atom (ChildrenT child_in)
	Construct an atom with normalized children.

constexpr void	validate_fn_domain (const auto &child) const
	Validate DCP composition for a function child.

constexpr void	validate_domain () const
	Validate child domains, signs, curvature, and composition rules.

constexpr auto	canonicalize (const Builder &builder) const
	Dispatch canonicalization to the derived atom.

constexpr const KLDivergence< Meta, Child > &	self () const
	Return this object as the CRTP-derived atom type.

Public Attributes
PointT	p
	member vars

affine::AffineMap< LiftedVarMat< T > >	lift_map

const int	idx {-1}

Public Attributes inherited from convex::Atom< Meta, KLDivergence< Meta, Child >, Child >
ChildrenT	children
	Tuple of normalized child atoms.

Static Public Attributes
static constexpr CurvatureType	Tag = meta_curv_v<Meta>
	curvature tag

Static Public Attributes inherited from convex::Atom< Meta, KLDivergence< Meta, Child >, Child >
static constexpr std::size_t	N
	Domain dimension.

static constexpr std::size_t	M
	Codomain dimension.

static constexpr CurvatureType	Curvature
	Curvature declared by atom metadata.

static constexpr VarType	DomSign
	Domain sign declared by atom metadata.

static constexpr VarType	CodomSign
	Codomain sign declared by atom metadata.

Detailed Description

template<typename Meta, typename Child>
struct convex::KLDivergence< Meta, Child >

forward declaration - kl divergence

kl divergence D_kl(p || q) = sum(p_i log(p_i / q_i))

Warning: Partial modeling implementation. Canonicalization requires the exponential cone; end-to-end solver support is in progress.

See also: Support and Roadmap

Definition at line 46 of file kl_div.hpp.

Member Typedef Documentation

◆ ConvexBase

template<typename Meta , typename Child >

using convex::KLDivergence< Meta, Child >::ConvexBase = Atom<Meta, KLDivergence<Meta, Child>, Child>

bring into scope the convex fn alias / helpers

Definition at line 48 of file kl_div.hpp.

Constructor & Destructor Documentation

◆ KLDivergence() [1/2]

template<typename Meta , typename Child >

constexpr convex::KLDivergence< Meta, Child >::KLDivergence	(	const PointT &	p_in,
		const Child &	child_in
	)

inlineexplicitconstexpr

CTOR.

Parameters

p	fixed
child	q

Definition at line 62 of file kl_div.hpp.

References convex::dom_size_v, and convex::KLDivergence< Meta, Child >::p.

◆ KLDivergence() [2/2]

template<typename Meta , typename Child >

constexpr convex::KLDivergence< Meta, Child >::KLDivergence	(	const PointT &	p_in,
		const Child &	child_in,
		const affine::AffineMap< LiftedVarMat< T > > &	map_in
	)

inlineexplicitconstexpr

CTOR.

Parameters

p	fixed
child
map

Definition at line 79 of file kl_div.hpp.

References convex::dom_size_v, and convex::KLDivergence< Meta, Child >::p.

Member Function Documentation

◆ add()

template<typename Meta , typename Child >

constexpr auto convex::KLDivergence< Meta, Child >::add ( T beta ) const

inlineconstexpr

add

Parameters

scalar

Returns: abs fn (updated map)

Definition at line 163 of file kl_div.hpp.

References convex::Atom< Meta, KLDivergence< Meta, Child >, Child >::children, convex::dom_size_v, convex::KLDivergence< Meta, Child >::lift_map, and convex::KLDivergence< Meta, Child >::p.

◆ canonicalize_impl()

template<typename Meta , typename Child >

template<AtomType Type, conic::BuilderLike Builder>

constexpr auto convex::KLDivergence< Meta, Child >::canonicalize_impl ( const Builder & builder ) const

inlineconstexpr

canonicalize impl

(1) f(x) = sum(p_i log (p_i / q_i)) C = { (p,q,t) | p_i log(p_i / q_i) <= s_i, sum(s_i) <= t, q_i > 0 } exp(-s_i / p_i) <= q_i / p_i p_i exp(-s_i/p_i) <= q_i

Exp cone: let x = -s_i, y = p_i, z = q_i Nonneg cone: 0 <= t - 1^T s

[ 0 0 -I 0 ] [ p; q; s; t ] + [ 0; 0; b; 0] [ I 0 0 0 ]

[ 0 A 0 0 ]

[ 0 0 -1^T 1 ]

(2) -f(x) = -sum(p_i log (p_i / q_i))

Exp cone: let x = s_i, y = p_i, z = q_i Nonneg cone: 0 <= t - 1^T s

[ 0 0 I 0 ] [ p; q; s; t ] + [ 0; 0; b; 0] [ I 0 0 0 ]

[ 0 A 0 0 ]

[ 0 0 -1^T 1 ]

Parameters

builder

Returns: new builder

Definition at line 202 of file kl_div.hpp.

References convex::Atom< Meta, KLDivergence< Meta, Child >, Child >::children, convex::CONVEX, convex::dom_size_v, convex::KLDivergence< Meta, Child >::idx, convex::KLDivergence< Meta, Child >::lift_map, convex::Atom< Meta, KLDivergence< Meta, Child >, Child >::N, and convex::KLDivergence< Meta, Child >::Tag.

◆ eval()

template<typename Meta , typename Child >

constexpr T convex::KLDivergence< Meta, Child >::eval ( const PointT & q ) const

inlineconstexpr

eval impl

Parameters

point	p in dom f
point	q in dom f

Returns: y in R

Definition at line 117 of file kl_div.hpp.

References convex::CONVEX, convex::dom_size_v, convex::Atom< Meta, KLDivergence< Meta, Child >, Child >::N, convex::KLDivergence< Meta, Child >::p, and convex::KLDivergence< Meta, Child >::Tag.

Referenced by convex::KLDivergence< Meta, Child >::operator()().

◆ monotonicity()

template<typename Meta , typename Child >

constexpr MonotonicityType convex::KLDivergence< Meta, Child >::monotonicity ( ) const

inlineconstexpr

mono

Returns: monotonicity

Definition at line 95 of file kl_div.hpp.

References convex::UNKNOWN.

◆ mul()

template<typename Meta , typename Child >

template<T Scalar>

constexpr auto convex::KLDivergence< Meta, Child >::mul ( ) const

inlineconstexpr

mul

Returns: abs fn (updated map)

Definition at line 134 of file kl_div.hpp.

References convex::Atom< Meta, KLDivergence< Meta, Child >, Child >::children, convex::CONCAVE, convex::dom_size_v, convex::KLDivergence< Meta, Child >::lift_map, convex::KLDivergence< Meta, Child >::p, and convex::KLDivergence< Meta, Child >::Tag.

◆ operator()()

template<typename Meta , typename Child >

constexpr T convex::KLDivergence< Meta, Child >::operator() ( const PointT & q ) const

inlineconstexpr

eval via operator overload

Parameters

point	p
point	q

Returns: result

Definition at line 107 of file kl_div.hpp.

References convex::dom_size_v, and convex::KLDivergence< Meta, Child >::eval().

Member Data Documentation

◆ idx

template<typename Meta , typename Child >

const int convex::KLDivergence< Meta, Child >::idx {-1}

Definition at line 244 of file kl_div.hpp.

Referenced by convex::KLDivergence< Meta, Child >::canonicalize_impl().

◆ lift_map

template<typename Meta , typename Child >

affine::AffineMap<LiftedVarMat<T> > convex::KLDivergence< Meta, Child >::lift_map

Definition at line 243 of file kl_div.hpp.

Referenced by convex::KLDivergence< Meta, Child >::add(), convex::KLDivergence< Meta, Child >::canonicalize_impl(), and convex::KLDivergence< Meta, Child >::mul().

◆ p

template<typename Meta , typename Child >

PointT convex::KLDivergence< Meta, Child >::p

member vars

Definition at line 242 of file kl_div.hpp.

Referenced by convex::KLDivergence< Meta, Child >::add(), convex::KLDivergence< Meta, Child >::eval(), convex::KLDivergence< Meta, Child >::KLDivergence(), convex::KLDivergence< Meta, Child >::KLDivergence(), and convex::KLDivergence< Meta, Child >::mul().

◆ Tag

template<typename Meta , typename Child >

constexpr CurvatureType convex::KLDivergence< Meta, Child >::Tag = meta_curv_v<Meta>

staticconstexpr

curvature tag

Definition at line 54 of file kl_div.hpp.

Referenced by convex::KLDivergence< Meta, Child >::canonicalize_impl(), convex::KLDivergence< Meta, Child >::eval(), and convex::KLDivergence< Meta, Child >::mul().

The documentation for this struct was generated from the following files:

include/akreon/convex/convex_traits.hpp
include/akreon/convex/functions/kl_div.hpp

Public Types

Public Member Functions

Public Attributes

Static Public Attributes

Detailed Description

Member Typedef Documentation

◆ ConvexBase

Constructor & Destructor Documentation

◆ KLDivergence() [1/2]

◆ KLDivergence() [2/2]

Member Function Documentation

◆ add()

◆ canonicalize_impl()

[ 0 A 0 0 ]

[ 0 A 0 0 ]

◆ eval()

◆ monotonicity()

◆ mul()

◆ operator()()

Member Data Documentation

◆ idx

◆ lift_map

◆ p

◆ Tag