/**
 * @file qhadam.hpp
 * @author Niteya Shah
 *
 * Class wrapper for the QHAdam update Policy. QHAdam is a variant of the Adam
 * based on quasi hyperbolic moments.
 *
 * ensmallen is free software; you may redistribute it and/or modify it under
 * the terms of the 3-clause BSD license.  You should have received a copy of
 * the 3-clause BSD license along with ensmallen.  If not, see
 * http://www.opensource.org/licenses/BSD-3-Clause for more information.
 */
#ifndef ENSMALLEN_ADAM_QHADAM_HPP
#define ENSMALLEN_ADAM_QHADAM_HPP

#include <ensmallen_bits/sgd/sgd.hpp>
#include "qhadam_update.hpp"

namespace ens {

/**
 * QHadam is an variation of Adam with Quasi-Hyperbolic step. It can be
 * a weighted mean of the momentum step. Due to its paramterisation it can
 * recover many other optimisation strategies.
 *
 * For more information, see the following.
 *
 * @code
 * @inproceedings{ma2019qh,
 *   title={Quasi-hyperbolic momentum and Adam for deep learning},
 *   author={Jerry Ma and Denis Yarats},
 *   booktitle={International Conference on Learning Representations},
 *   year={2019}
 * }
 * @endcode
 *
 * QHAdam can optimize differentiable separable functions. For more details,
 * see the documentation on function types included with this distribution or
 * on the ensmallen website.
 */
class QHAdam
{
 public:
  /**
   * Construct the QHAdam optimizer with the given function and parameters.
   * QHAdam is sensitive to its paramters and hence a good hyper paramater
   * selection is necessary as its default may not fit every case.
   *
   * The maximum number of iterations refers to the maximum number of
   * points that are processed (i.e., one iteration equals one point; one
   * iteration does not equal one pass over the dataset).
   *
   * @param stepSize Step size for each iteration.
   * @param batchSize Number of points to process in a single step.
   * @param v1 The first quasi-hyperbolic term.
   * @param v1 The second quasi-hyperbolic term.
   * @param beta1 Exponential decay rate for the first moment estimates.
   * @param beta2 Exponential decay rate for the weighted infinity norm
   *     estimates.
   * @param epsilon Value used to initialise the mean squared gradient
   *     parameter.
   * @param maxIterations Maximum number of iterations allowed (0 means no
   *     limit).
   * @param tolerance Maximum absolute tolerance to terminate algorithm.
   * @param shuffle If true, the function order is shuffled; otherwise, each
   *     function is visited in linear order.
   * @param resetPolicy If true, parameters are reset before every Optimize
   *     call; otherwise, their values are retained.
   * @param exactObjective Calculate the exact objective (Default: estimate the
   *        final objective obtained on the last pass over the data).
   */
  QHAdam(const double stepSize = 0.001,
         const size_t batchSize = 32,
         const double v1 = 0.7,
         const double v2 = 1,
         const double beta1 = 0.9,
         const double beta2 = 0.999,
         const double epsilon = 1e-8,
         const size_t maxIterations = 100000,
         const double tolerance = 1e-5,
         const bool shuffle = true,
         const bool resetPolicy = true,
         const bool exactObjective = false);

  /**
   * Optimize the given function using QHAdam. The given starting point will be
   * modified to store the finishing point of the algorithm, and the final
   * objective value is returned.
   *
   * @tparam SeparableFunctionType Type of the function to optimize.
   * @tparam MatType Type of matrix to optimize with.
   * @tparam GradType Type of matrix to use to represent function gradients.
   * @tparam CallbackTypes Types of callback functions.
   * @param function Function to optimize.
   * @param iterate Starting point (will be modified).
   * @param callbacks Callback functions.
   * @return Objective value of the final point.
   */
  template<typename SeparableFunctionType,
           typename MatType,
           typename GradType,
           typename... CallbackTypes>
  typename std::enable_if<IsArmaType<GradType>::value,
      typename MatType::elem_type>::type
  Optimize(SeparableFunctionType& function,
           MatType& iterate,
           CallbackTypes&&... callbacks)
  {
    return optimizer.Optimize<SeparableFunctionType, MatType, GradType,
        CallbackTypes...>(function, iterate,
        std::forward<CallbackTypes>(callbacks)...);
  }

  //! Forward the MatType as GradType.
  template<typename SeparableFunctionType,
           typename MatType,
           typename... CallbackTypes>
  typename MatType::elem_type Optimize(SeparableFunctionType& function,
                                       MatType& iterate,
                                       CallbackTypes&&... callbacks)
  {
    return Optimize<SeparableFunctionType, MatType, MatType,
        CallbackTypes...>(function, iterate,
        std::forward<CallbackTypes>(callbacks)...);
  }

  //! Get the step size.
  double StepSize() const { return optimizer.StepSize(); }
  //! Modify the step size.
  double& StepSize() { return optimizer.StepSize(); }

  //! Get the batch size.
  size_t BatchSize() const { return optimizer.BatchSize(); }
  //! Modify the batch size.
  size_t& BatchSize() { return optimizer.BatchSize(); }

  //! Get the smoothing parameter.
  double Beta1() const { return optimizer.UpdatePolicy().Beta1(); }
  //! Modify the smoothing parameter.
  double& Beta1() { return optimizer.UpdatePolicy().Beta1(); }

  //! Get the second moment coefficient.
  double Beta2() const { return optimizer.UpdatePolicy().Beta2(); }
  //! Modify the second moment coefficient.
  double& Beta2() { return optimizer.UpdatePolicy().Beta2(); }

  //! Get the value used to initialise the mean squared gradient parameter.
  double Epsilon() const { return optimizer.UpdatePolicy().Epsilon(); }
  //! Modify the value used to initialise the mean squared gradient parameter.
  double& Epsilon() { return optimizer.UpdatePolicy().Epsilon(); }

  //! Get the maximum number of iterations (0 indicates no limit).
  size_t MaxIterations() const { return optimizer.MaxIterations(); }
  //! Modify the maximum number of iterations (0 indicates no limit).
  size_t& MaxIterations() { return optimizer.MaxIterations(); }

  //! Get the tolerance for termination.
  double Tolerance() const { return optimizer.Tolerance(); }
  //! Modify the tolerance for termination.
  double& Tolerance() { return optimizer.Tolerance(); }

  //! Get whether or not the individual functions are shuffled.
  bool Shuffle() const { return optimizer.Shuffle(); }
  //! Modify whether or not the individual functions are shuffled.
  bool& Shuffle() { return optimizer.Shuffle(); }

  //! Get whether or not the actual objective is calculated.
  bool ExactObjective() const { return optimizer.ExactObjective(); }
  //! Modify whether or not the actual objective is calculated.
  bool& ExactObjective() { return optimizer.ExactObjective(); }

  //! Get whether or not the update policy parameters are reset before
  //! Optimize call.
  bool ResetPolicy() const { return optimizer.ResetPolicy(); }
  //! Modify whether or not the update policy parameters
  //! are reset before Optimize call.
  bool& ResetPolicy() { return optimizer.ResetPolicy(); }

  //! Get the first quasi hyperbolic parameter.
  double V1() const { return optimizer.UpdatePolicy().V1(); }
  //! Modify the first quasi hyperbolic parameter.
  double& V1() { return optimizer.UpdatePolicy().V1(); }

  //! Get the second quasi hyperbolic parameter.
  double V2() const { return optimizer.UpdatePolicy().V2(); }
  //! Modify the second quasi hyperbolic parameter.
  double& V2() { return optimizer.UpdatePolicy().V2(); }

  private:
  //! The Stochastic Gradient Descent object with QHAdam policy.
  SGD<QHAdamUpdate> optimizer;
};

} // namespace ens

// Include implementation.
#include "qhadam_impl.hpp"

#endif
