breeze
.
optimize
StochasticAveragedGradient
Related Doc:
package optimize
class
StochasticAveragedGradient
[
T
]
extends
FirstOrderMinimizer
[
T
,
BatchDiffFunction
[
T
]]
Linear Supertypes
FirstOrderMinimizer
[
T
,
BatchDiffFunction
[
T
]],
SerializableLogging
,
Serializable
,
Serializable
,
Minimizer
[
T
,
BatchDiffFunction
[
T
]],
AnyRef
,
Any
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Inherited
StochasticAveragedGradient
FirstOrderMinimizer
SerializableLogging
Serializable
Serializable
Minimizer
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All
Instance Constructors
new
StochasticAveragedGradient
(
maxIter:
Int
=
1
,
initialStepSize:
Double
=
0.25
,
tuneStepFrequency:
Int
=
10
,
l2Regularization:
Double
=
0.0
)
(
implicit
vs:
MutableInnerProductModule
[
T
,
Double
]
)
Type Members
case class
History
(
stepSize:
Double
,
range:
IndexedSeq
[
Int
]
,
currentSum:
T
,
previousGradients:
IndexedSeq
[
T
]
,
nextPos:
Int
)
extends
Product
with
Serializable
type
State
=
FirstOrderMinimizer.State
[
T
,
Info
,
History
]
Definition Classes
FirstOrderMinimizer
Value Members
final
def
!=
(
arg0:
Any
)
:
Boolean
Definition Classes
AnyRef → Any
final
def
##
()
:
Int
Definition Classes
AnyRef → Any
final
def
==
(
arg0:
Any
)
:
Boolean
Definition Classes
AnyRef → Any
def
adjust
(
newX:
T
,
newGrad:
T
,
newVal:
Double
)
: (
Double
,
T
)
Attributes
protected
Definition Classes
StochasticAveragedGradient
→
FirstOrderMinimizer
def
adjustFunction
(
f:
BatchDiffFunction
[
T
]
)
:
BatchDiffFunction
[
T
]
Attributes
protected
Definition Classes
FirstOrderMinimizer
final
def
asInstanceOf
[
T0
]
:
T0
Definition Classes
Any
def
calculateObjective
(
f:
BatchDiffFunction
[
T
]
,
x:
T
,
history:
History
)
: (
Double
,
T
)
Attributes
protected
Definition Classes
StochasticAveragedGradient
→
FirstOrderMinimizer
def
chooseDescentDirection
(
state:
State
,
f:
BatchDiffFunction
[
T
]
)
:
T
Attributes
protected
Definition Classes
StochasticAveragedGradient
→
FirstOrderMinimizer
def
clone
()
:
AnyRef
Attributes
protected[
java.lang
]
Definition Classes
AnyRef
Annotations
@throws
(
...
)
val
convergenceCheck
:
ConvergenceCheck
[
T
]
Definition Classes
FirstOrderMinimizer
def
determineStepSize
(
state:
State
,
f:
BatchDiffFunction
[
T
]
,
direction:
T
)
:
Double
Attributes
protected
Definition Classes
StochasticAveragedGradient
→
FirstOrderMinimizer
final
def
eq
(
arg0:
AnyRef
)
:
Boolean
Definition Classes
AnyRef
def
equals
(
arg0:
Any
)
:
Boolean
Definition Classes
AnyRef → Any
def
finalize
()
:
Unit
Attributes
protected[
java.lang
]
Definition Classes
AnyRef
Annotations
@throws
(
classOf[java.lang.Throwable]
)
final
def
getClass
()
:
Class
[_]
Definition Classes
AnyRef → Any
def
hashCode
()
:
Int
Definition Classes
AnyRef → Any
def
infiniteIterations
(
f:
BatchDiffFunction
[
T
]
,
state:
State
)
:
Iterator
[
State
]
Definition Classes
FirstOrderMinimizer
def
initialHistory
(
f:
BatchDiffFunction
[
T
]
,
init:
T
)
:
History
Attributes
protected
Definition Classes
StochasticAveragedGradient
→
FirstOrderMinimizer
def
initialState
(
f:
BatchDiffFunction
[
T
]
,
init:
T
)
:
State
Attributes
protected
Definition Classes
FirstOrderMinimizer
final
def
isInstanceOf
[
T0
]
:
Boolean
Definition Classes
Any
def
iterations
(
f:
BatchDiffFunction
[
T
]
,
init:
T
)
:
Iterator
[
State
]
Definition Classes
FirstOrderMinimizer
def
logger
:
LazyLogger
Attributes
protected
Definition Classes
SerializableLogging
def
minimize
(
f:
BatchDiffFunction
[
T
]
,
init:
T
)
:
T
Definition Classes
FirstOrderMinimizer
→
Minimizer
def
minimizeAndReturnState
(
f:
BatchDiffFunction
[
T
]
,
init:
T
)
:
State
Definition Classes
FirstOrderMinimizer
final
def
ne
(
arg0:
AnyRef
)
:
Boolean
Definition Classes
AnyRef
final
def
notify
()
:
Unit
Definition Classes
AnyRef
final
def
notifyAll
()
:
Unit
Definition Classes
AnyRef
final
def
synchronized
[
T0
]
(
arg0: ⇒
T0
)
:
T0
Definition Classes
AnyRef
def
takeStep
(
state:
State
,
dir:
T
,
stepSize:
Double
)
:
T
Attributes
protected
Definition Classes
StochasticAveragedGradient
→
FirstOrderMinimizer
def
toString
()
:
String
Definition Classes
AnyRef → Any
def
updateHistory
(
newX:
T
,
newGrad:
T
,
newVal:
Double
,
f:
BatchDiffFunction
[
T
]
,
oldState:
State
)
:
History
Attributes
protected
Definition Classes
StochasticAveragedGradient
→
FirstOrderMinimizer
final
def
wait
()
:
Unit
Definition Classes
AnyRef
Annotations
@throws
(
...
)
final
def
wait
(
arg0:
Long
,
arg1:
Int
)
:
Unit
Definition Classes
AnyRef
Annotations
@throws
(
...
)
final
def
wait
(
arg0:
Long
)
:
Unit
Definition Classes
AnyRef
Annotations
@throws
(
...
)
Inherited from
FirstOrderMinimizer
[
T
,
BatchDiffFunction
[
T
]]
Inherited from
SerializableLogging
Inherited from
Serializable
Inherited from
Serializable
Inherited from
Minimizer
[
T
,
BatchDiffFunction
[
T
]]
Inherited from
AnyRef
Inherited from
Any
Ungrouped