com.intel.analytics.bigdl.optim

LBFGS

class LBFGS[T] extends OptimMethod[T]

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.

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OptimMethod[T], Serializable, Serializable, AnyRef, Any
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Instance Constructors

  1. new LBFGS()(implicit arg0: ClassTag[T], ev: TensorNumeric[T])

Value Members

  1. final def !=(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  2. final def !=(arg0: Any): Boolean

    Definition Classes
    Any
  3. final def ##(): Int

    Definition Classes
    AnyRef → Any
  4. final def ==(arg0: AnyRef): Boolean

    Definition Classes
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  5. final def ==(arg0: Any): Boolean

    Definition Classes
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  6. final def asInstanceOf[T0]: T0

    Definition Classes
    Any
  7. def clearHistory(state: Table): Table

    Clear the history information in the state

    Clear the history information in the state

    state
    returns

    Definition Classes
    LBFGSOptimMethod
  8. def clone(): AnyRef

    Attributes
    protected[java.lang]
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    @throws( ... )
  9. final def eq(arg0: AnyRef): Boolean

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    AnyRef
  10. def equals(arg0: Any): Boolean

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    AnyRef → Any
  11. def finalize(): Unit

    Attributes
    protected[java.lang]
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    Annotations
    @throws( classOf[java.lang.Throwable] )
  12. final def getClass(): Class[_]

    Definition Classes
    AnyRef → Any
  13. def getHyperParameter(config: Table): String

    Get hyper parameter from config table.

    Get hyper parameter from config table.

    config

    a table contains the hyper parameter.

    Definition Classes
    OptimMethod
  14. def hashCode(): Int

    Definition Classes
    AnyRef → Any
  15. final def isInstanceOf[T0]: Boolean

    Definition Classes
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  16. final def ne(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  17. final def notify(): Unit

    Definition Classes
    AnyRef
  18. final def notifyAll(): Unit

    Definition Classes
    AnyRef
  19. def optimize(opfunc: (Tensor[T]) ⇒ (T, Tensor[T]), x: Tensor[T], config: Table, state: Table): (Tensor[T], Array[T])

    Optimize the model parameter

    Optimize the model parameter

    opfunc

    a function that takes a single input (X), the point of a evaluation, and returns f(X) and df/dX

    x

    the initial point

    config

    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

    state

    a table describing the state of the optimizer; after each call the state is modified

    returns

    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*

    Definition Classes
    LBFGSOptimMethod
  20. final def synchronized[T0](arg0: ⇒ T0): T0

    Definition Classes
    AnyRef
  21. def toString(): String

    Definition Classes
    AnyRef → Any
  22. def updateHyperParameter(config: Table, state: Table): Unit

    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

    config table.

    state

    state Table.

    returns

    A string.

    Definition Classes
    OptimMethod
  23. def verbose(msg: String): Unit

  24. final def wait(): Unit

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    @throws( ... )
  25. final def wait(arg0: Long, arg1: Int): Unit

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    @throws( ... )
  26. final def wait(arg0: Long): Unit

    Definition Classes
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Inherited from OptimMethod[T]

Inherited from Serializable

Inherited from Serializable

Inherited from AnyRef

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