Developer Guide

Contents

Computation

Algorithm Input

The sum of functions algorithm accepts the input described below. Pass the Input ID as a parameter to the methods that provide input for your algorithm. For more details, see Algorithms.
Input ID
Input
argument
Numeric table of size
p
x 1 with the input argument of the objective function.

Algorithm Parameters

The sum of functions algorithm has the following parameters:
Parameter
Default Value
Description
featureIdx
Not applicable
Feature index to compute certain component of gradient, hessian or proximalProjection.
numberOfTerms
Not applicable
The number of terms in the sum.
batchIndices
NULL
The numeric table of size 1 x
m
, where
m
is the batch size, with a batch of indices to be used to compute the function results. If no indices are provided, the implementation uses all the terms in the sum.
This parameter can be an object of any class derived from
NumericTable
except
PackedTriangularMatrix
and
PackedSymmetricMatrix
.
resultsToCompute
gradient
The 64-bit integer flag that specifies which characteristics of the objective function to compute.
Provide one of the following values to request a single characteristic or use bitwise OR to request a combination of the characteristics:
value
Value of the objective function
nonSmoothTermValue
Value of non-smooth term of the objective function
gradient
Gradient of the smooth term of the objective function
hessian
Hessian of smooth term of the objective function
proximalProjection
Projection of proximal operator for non-smooth term of the objective function
lipschitzConstant
Lipschitz constant of the smooth term of the objective function
gradientOverCertainFeature
Certain component of gradient vector
hessianOverCertainFeature
Certain component of hessian diagonal
proximalProjectionOfCertainFeature
Certain component of proximal projection

Algorithm Output

For the output of the sum of functions algorithm, see Output for objective functions.

Product and Performance Information

1

Intel's compilers may or may not optimize to the same degree for non-Intel microprocessors for optimizations that are not unique to Intel microprocessors. These optimizations include SSE2, SSE3, and SSSE3 instruction sets and other optimizations. Intel does not guarantee the availability, functionality, or effectiveness of any optimization on microprocessors not manufactured by Intel. Microprocessor-dependent optimizations in this product are intended for use with Intel microprocessors. Certain optimizations not specific to Intel microarchitecture are reserved for Intel microprocessors. Please refer to the applicable product User and Reference Guides for more information regarding the specific instruction sets covered by this notice.

Notice revision #20110804