Make Callback flexible for MultiObjective Optimizers.

[jonpsy]

Related to #282

• Create MOOTypedForms struct specifically for MOO related type forms.
• Create GenerationalStepTaken, replacement for StepTaken in MOO.
• Register the above using ENS MACRO.
• Write in built callback for Querying Front.
• Adapt the tests for this.

@zoq Let me know if you agree with this methodology. You can check the commit message to see what I've done.

[jonpsy]

@zoq Similar to EndEpoch wouldn't it be great to have EndGeneration as well? Then we can make PrintLoss() adapt to that. In fact, if we're smart about this we can make almost all of our callbacks work for MOO cases.

[jonpsy]

The current implementation doesn't throw compile errors, but it doesn't work either. Looks like a template matching issue.

[jonpsy]

To test its working, I created this test code. This is working completely fine given I have defined
StepTaken for MOO Specialization before the usual StepTaken. That means, in callbacks.hpp

This should be defined first

template<typename OptimizerType,
         typename FunctionType,
         typename ObjectivesVecType,
         typename IndicesType,
         typename MatType,
         typename ...CallbackTypes>
  static bool StepTaken(OptimizerType& optimizer,
                        FunctionType& functions,
                        MatType& coordinates,
                        ObjectivesVecType& objectives,
                        IndicesType& frontIndices,
                        CallbackTypes&... callbacks)

and after that

  template<typename OptimizerType,
           typename FunctionType,
           typename MatType,
           typename... CallbackTypes>
static bool StepTaken(..)

So that the compiler avoids going into the usual StepTaken function. Let me know if this is fine or should I rename the first one as MOOStepTaken although I think the current implementation is good.

[zoq]

This looks fine to me.

[zoq]

Can you update https://github.com/mlpack/ensmallen/blob/master/tests/callbacks_test.cpp as well, the test you posted is a good basis.

[jonpsy]

Gotta update the docs as well.

[jonpsy]

GTM? @zoq

[jonpsy]

Looks like this is ready

[zoq]

Looks great to me, thanks for doing that.

[mlpack-bot]

Second approval provided automatically after 24 hours. 👍

[zoq]

Thanks for another great addition.