setup_solver.cpp

#include "hybrid.h"
#include "pgd.h"
#include <memory>
#include <stdexcept>
#include <string>
 
namespace slope {
 
std::unique_ptr<SolverBase>
setupSolver(const std::string& solver_type,
            const std::string& loss,
            JitNormalization jit_normalization,
            bool intercept,
            bool update_clusters,
            int cd_iterations)
{
  std::string solver_choice = solver_type;
 
  if (solver_type == "auto") {
    // TODO: Make this more sophisticated, e.g. define in solver class
    // and check if compatible with the loss function.
    solver_choice = loss == "multinomial" ? "fista" : "hybrid";
  }
 
  if (loss == "multinomial" && solver_choice == "hybrid") {
    throw std::invalid_argument("multinomial loss is currently not "
                                "supported with the hybrid solver");
  }
 
  if (solver_choice == "pgd") {
    return std::make_unique<PGD>(jit_normalization, intercept, "pgd");
  } else if (solver_choice == "fista") {
    return std::make_unique<PGD>(jit_normalization, intercept, "fista");
  } else if (solver_choice == "hybrid") {
    return std::make_unique<Hybrid>(
      jit_normalization, intercept, update_clusters, cd_iterations);
  } else {
    throw std::invalid_argument("solver type not recognized");
  }
}
}