breeze.optimize

TruncatedNewtonMinimizer

class TruncatedNewtonMinimizer[T, H] extends Minimizer[T, SecondOrderFunction[T, H]] with Logging

Implements a TruncatedNewton Trust region method (like Tron). Also implements "Hessian Free learning". We have a few extra tricks though... :)

Linear Supertypes
Logging, Minimizer[T, SecondOrderFunction[T, H]], AnyRef, Any
Ordering
  1. Alphabetic
  2. By inheritance
Inherited
  1. TruncatedNewtonMinimizer
  2. Logging
  3. Minimizer
  4. AnyRef
  5. Any
  1. Hide All
  2. Show all
Learn more about member selection
Visibility
  1. Public
  2. All

Instance Constructors

  1. new TruncatedNewtonMinimizer(maxIterations: Int = -1, tolerance: Double = 1.0E-6, l2Regularization: Double = 0, m: Int = 0)(implicit vs: MutableCoordinateSpace[T, Double], mult: BinaryOp[H, T, OpMulMatrix, T])

Type Members

  1. case class History(memStep: IndexedSeq[T] = ..., memGradDelta: IndexedSeq[T] = ...) extends Product with Serializable

  2. case class State(iter: Int, initialGNorm: Double, delta: Double, x: T, fval: Double, grad: T, h: H, adjFval: Double, adjGrad: T, history: History) extends Product with Serializable

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
    AnyRef

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

    Definition Classes
    Any

  6. final def asInstanceOf[T0]: T0

    Definition Classes
    Any

  7. def chooseDescentDirection(state: State): T

    Attributes
    protected

  8. def clone(): AnyRef

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws()

  9. final def eq(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef

  10. def equals(arg0: Any): Boolean

    Definition Classes
    AnyRef → Any

  11. def finalize(): Unit

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws()

  12. final def getClass(): Class[_]

    Definition Classes
    AnyRef → Any

  13. def hashCode(): Int

    Definition Classes
    AnyRef → Any

  14. def initialHistory(f: DiffFunction[T], x: T): History

    Attributes
    protected

  15. final def isInstanceOf[T0]: Boolean

    Definition Classes
    Any

  16. def iterations(f: SecondOrderFunction[T, H], initial: T): Iterator[State]

  17. lazy val logger: Logger

    Attributes
    protected
    Definition Classes
    Logging

  18. def minimize(f: SecondOrderFunction[T, H], initial: T): T

    Definition Classes
    TruncatedNewtonMinimizer → Minimizer

  19. final def ne(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef

  20. final def notify(): Unit

    Definition Classes
    AnyRef

  21. final def notifyAll(): Unit

    Definition Classes
    AnyRef

  22. final def synchronized[T0](arg0: ⇒ T0): T0

    Definition Classes
    AnyRef

  23. def toString(): String

    Definition Classes
    AnyRef → Any

  24. def updateHistory(newX: T, newGrad: T, newVal: Double, oldState: State): History

    Attributes
    protected

  25. final def wait(): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws()

  26. final def wait(arg0: Long, arg1: Int): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws()

  27. final def wait(arg0: Long): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws()

Inherited from Logging

Inherited from Minimizer[T, SecondOrderFunction[T, H]]

Inherited from AnyRef

Inherited from Any

Ungrouped