Clear the history information in the state
Clear the history information in the state
Get hyper parameter from config table.
Get hyper parameter from config table.
a table contains the hyper parameter.
Optimize the model parameter
Optimize the model parameter
a function that takes a single input (X), the point of a evaluation, and returns f(X) and df/dX
the initial point
a table with configuration parameters for the optimizer config("maxIter") : Maximum number of iterations allowed config("maxEval") : Maximum number of function evaluations config("tolFun") : Termination tolerance on the first-order optimality config("tolX") : Termination tol on progress in terms of func/param changes config("lineSearch") : A line search function config("learningRate") : If no line search provided, then a fixed step size is used
a table describing the state of the optimizer; after each call the state is modified
the new x vector and the evaluate value list, evaluated before the update
x : the new x
vector, at the optimal point
f : a table of all function values:
f[1]
is the value of the function before any optimization and
f[#f]
is the final fully optimized value, at x*
Update hyper parameter.
Update hyper parameter. We have updated hyper parameter in method optimize(). But in DistriOptimizer, the method optimize() is only called on the executor side, the driver's hyper parameter is unchanged. So this method is using to update hyper parameter on the driver side.
config table.
state Table.
A string.
This implementation of L-BFGS relies on a user-provided line search function (state.lineSearch). If this function is not provided, then a simple learningRate is used to produce fixed size steps. Fixed size steps are much less costly than line searches, and can be useful for stochastic problems.
The learning rate is used even when a line search is provided. This is also useful for large-scale stochastic problems, where opfunc is a noisy approximation of f(x). In that case, the learning rate allows a reduction of confidence in the step size.