Class/Object

breeze.optimize

StochasticGradientDescent

Related Docs: object StochasticGradientDescent | package optimize

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abstract class StochasticGradientDescent[T] extends FirstOrderMinimizer[T, StochasticDiffFunction[T]] with SerializableLogging

Minimizes a function using stochastic gradient descent

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  1. StochasticGradientDescent
  2. FirstOrderMinimizer
  3. SerializableLogging
  4. Serializable
  5. Serializable
  6. Minimizer
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Instance Constructors

  1. new StochasticGradientDescent(defaultStepSize: Double, maxIter: Int, tolerance: Double = 1E-5, fvalMemory: Int = 100)(implicit vspace: NormedModule[T, Double])

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Type Members

  1. abstract type History

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    Any history the derived minimization function needs to do its updates.

    Any history the derived minimization function needs to do its updates. typically an approximation to the second derivative/hessian matrix.

    Definition Classes
    FirstOrderMinimizer
  2. type State = FirstOrderMinimizer.State[T, Info, History]

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    Definition Classes
    FirstOrderMinimizer

Abstract Value Members

  1. abstract def initialHistory(f: StochasticDiffFunction[T], init: T): History

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    Attributes
    protected
    Definition Classes
    FirstOrderMinimizer
  2. abstract def updateHistory(newX: T, newGrad: T, newVal: Double, f: StochasticDiffFunction[T], oldState: State): History

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    Attributes
    protected
    Definition Classes
    FirstOrderMinimizer

Concrete Value Members

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

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    Definition Classes
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  2. final def ##(): Int

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

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    Definition Classes
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  4. def adjust(newX: T, newGrad: T, newVal: Double): (Double, T)

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    Attributes
    protected
    Definition Classes
    FirstOrderMinimizer
  5. def adjustFunction(f: StochasticDiffFunction[T]): StochasticDiffFunction[T]

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    Attributes
    protected
    Definition Classes
    FirstOrderMinimizer
  6. final def asInstanceOf[T0]: T0

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    Definition Classes
    Any
  7. def calculateObjective(f: StochasticDiffFunction[T], x: T, history: History): (Double, T)

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    Attributes
    protected
    Definition Classes
    FirstOrderMinimizer
  8. def chooseDescentDirection(state: State, fn: StochasticDiffFunction[T]): T

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    Attributes
    protected
    Definition Classes
    StochasticGradientDescentFirstOrderMinimizer
  9. def clone(): AnyRef

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    Attributes
    protected[java.lang]
    Definition Classes
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    Annotations
    @throws( ... )
  10. val convergenceCheck: ConvergenceCheck[T]

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    Definition Classes
    FirstOrderMinimizer
  11. val defaultStepSize: Double

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  12. def determineStepSize(state: State, f: StochasticDiffFunction[T], dir: T): Double

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    Choose a step size scale for this iteration.

    Choose a step size scale for this iteration.

    Default is eta / math.pow(state.iter + 1,2.0 / 3.0)

    Definition Classes
    StochasticGradientDescentFirstOrderMinimizer
  13. final def eq(arg0: AnyRef): Boolean

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    Definition Classes
    AnyRef
  14. def equals(arg0: Any): Boolean

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    Definition Classes
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  15. def finalize(): Unit

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    protected[java.lang]
    Definition Classes
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    @throws( classOf[java.lang.Throwable] )
  16. final def getClass(): Class[_]

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  17. def hashCode(): Int

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    Definition Classes
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  18. def infiniteIterations(f: StochasticDiffFunction[T], state: State): Iterator[State]

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    Definition Classes
    FirstOrderMinimizer
  19. def initialState(f: StochasticDiffFunction[T], init: T): State

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    Attributes
    protected
    Definition Classes
    FirstOrderMinimizer
  20. final def isInstanceOf[T0]: Boolean

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    Definition Classes
    Any
  21. def iterations(f: StochasticDiffFunction[T], init: T): Iterator[State]

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    Definition Classes
    FirstOrderMinimizer
  22. def logger: LazyLogger

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    Attributes
    protected
    Definition Classes
    SerializableLogging
  23. val maxIter: Int

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  24. def minimize(f: StochasticDiffFunction[T], init: T): T

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    Definition Classes
    FirstOrderMinimizerMinimizer
  25. def minimizeAndReturnState(f: StochasticDiffFunction[T], init: T): State

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

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

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

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

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    Definition Classes
    AnyRef
  30. def takeStep(state: State, dir: T, stepSize: Double): T

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    Projects the vector x onto whatever ball is needed.

    Projects the vector x onto whatever ball is needed. Can also incorporate regularization, or whatever.

    Default just takes a step

    Attributes
    protected
    Definition Classes
    StochasticGradientDescentFirstOrderMinimizer
  31. def toString(): String

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    Definition Classes
    AnyRef → Any
  32. implicit val vspace: NormedModule[T, Double]

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    Attributes
    protected
  33. final def wait(): Unit

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    Definition Classes
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    Annotations
    @throws( ... )
  34. final def wait(arg0: Long, arg1: Int): Unit

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    Definition Classes
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    Annotations
    @throws( ... )
  35. final def wait(arg0: Long): Unit

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    Definition Classes
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    @throws( ... )

Inherited from SerializableLogging

Inherited from Serializable

Inherited from Serializable

Inherited from Minimizer[T, StochasticDiffFunction[T]]

Inherited from AnyRef

Inherited from Any

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