breeze.optimize

TruncatedNewtonMinimizer

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

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

Linear Supertypes
SerializableLogging, Serializable, Serializable, Minimizer[T, SecondOrderFunction[T, H]], AnyRef, Any
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Instance Constructors

  1. new TruncatedNewtonMinimizer(maxIterations: Int = 1, tolerance: Double = 1E-6, l2Regularization: Double = 0, m: Int = 0)(implicit space: MutableVectorField[T, Double], mult: linalg.operators.OpMulMatrix.Impl2[H, T, T])

Type Members

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

Value Members

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

    Definition Classes
    AnyRef → Any

  2. final def ##(): Int

    Definition Classes
    AnyRef → Any

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

    Definition Classes
    AnyRef → Any

  4. final def asInstanceOf[T0]: T0

    Definition Classes
    Any

  5. def chooseDescentDirection(state: State): T

    Attributes
    protected

  6. def clone(): AnyRef

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

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

    Definition Classes
    AnyRef

  8. def equals(arg0: Any): Boolean

    Definition Classes
    AnyRef → Any

  9. def finalize(): Unit

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

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

    Definition Classes
    AnyRef → Any

  11. def hashCode(): Int

    Definition Classes
    AnyRef → Any

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

    Attributes
    protected

  13. final def isInstanceOf[T0]: Boolean

    Definition Classes
    Any

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

  15. def logger: LazyLogger

    Attributes
    protected
    Definition Classes
    SerializableLogging

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

    Definition Classes
    TruncatedNewtonMinimizer → Minimizer

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

    Definition Classes
    AnyRef

  18. final def notify(): Unit

    Definition Classes
    AnyRef

  19. final def notifyAll(): Unit

    Definition Classes
    AnyRef

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

    Definition Classes
    AnyRef

  21. def toString(): String

    Definition Classes
    AnyRef → Any

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

    Attributes
    protected

  23. final def wait(): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

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

    Definition Classes
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    @throws( ... )

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

    Definition Classes
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    @throws( ... )

Inherited from SerializableLogging

Inherited from Serializable

Inherited from Serializable

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

Inherited from AnyRef

Inherited from Any

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