class LBFGS[T] extends FirstOrderMinimizer[T, DiffFunction[T]] with SerializableLogging
Port of LBFGS to Scala.
Special note for LBFGS: If you use it in published work, you must cite one of: * J. Nocedal. Updating Quasi-Newton Matrices with Limited Storage (1980), Mathematics of Computation 35, pp. 773-782. * D.C. Liu and J. Nocedal. On the Limited mem Method for Large Scale Optimization (1989), Mathematical Programming B, 45, 3, pp. 503-528.
Linear Supertypes
Known Subclasses
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Inherited
- LBFGS
- FirstOrderMinimizer
- SerializableLogging
- Serializable
- Minimizer
- AnyRef
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Visibility
- Public
- Protected
Instance Constructors
- new LBFGS(maxIter: Int = -1, m: Int = 7, tolerance: Double = 1E-9)(implicit space: MutableInnerProductModule[T, Double])
- new LBFGS(convergenceCheck: ConvergenceCheck[T], m: Int)(implicit space: MutableInnerProductModule[T, Double])
Type Members
- type History = ApproximateInverseHessian[T]
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
- LBFGS → FirstOrderMinimizer
- 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
- FirstOrderMinimizer
- def adjustFunction(f: DiffFunction[T]): DiffFunction[T]
- Attributes
- protected
- Definition Classes
- LBFGS → FirstOrderMinimizer
- final def asInstanceOf[T0]: T0
- Definition Classes
- Any
- def calculateObjective(f: DiffFunction[T], x: T, history: History): (Double, T)
- Attributes
- protected
- Definition Classes
- FirstOrderMinimizer
- def chooseDescentDirection(state: State, fn: DiffFunction[T]): T
- Attributes
- protected
- Definition Classes
- LBFGS → FirstOrderMinimizer
- def clone(): AnyRef
- Attributes
- protected[lang]
- Definition Classes
- AnyRef
- Annotations
- @throws(classOf[java.lang.CloneNotSupportedException]) @native() @IntrinsicCandidate()
- val convergenceCheck: ConvergenceCheck[T]
- Definition Classes
- FirstOrderMinimizer
- def determineStepSize(state: State, f: DiffFunction[T], dir: T): Double
Given a direction, perform a line search to find a step size to descend.
Given a direction, perform a line search to find a step size to descend. The result fulfills the wolfe conditions.
- state
the current state
- f
The objective
- dir
The step direction
- returns
stepSize
- Attributes
- protected
- Definition Classes
- LBFGS → FirstOrderMinimizer
- final def eq(arg0: AnyRef): Boolean
- Definition Classes
- AnyRef
- def equals(arg0: AnyRef): Boolean
- Definition Classes
- AnyRef → Any
- final def getClass(): Class[_ <: AnyRef]
- Definition Classes
- AnyRef → Any
- Annotations
- @native() @IntrinsicCandidate()
- def hashCode(): Int
- Definition Classes
- AnyRef → Any
- Annotations
- @native() @IntrinsicCandidate()
- def infiniteIterations(f: DiffFunction[T], state: State): Iterator[State]
- Definition Classes
- FirstOrderMinimizer
- def initialHistory(f: DiffFunction[T], x: T): History
- Attributes
- protected
- Definition Classes
- LBFGS → FirstOrderMinimizer
- def initialState(f: DiffFunction[T], init: T): State
- Attributes
- protected
- Definition Classes
- FirstOrderMinimizer
- final def isInstanceOf[T0]: Boolean
- Definition Classes
- Any
- def iterations(f: DiffFunction[T], init: T): Iterator[State]
- Definition Classes
- FirstOrderMinimizer
- def logger: LazyLogger
- Attributes
- protected
- Definition Classes
- SerializableLogging
- def minimize(f: DiffFunction[T], init: T): T
- Definition Classes
- FirstOrderMinimizer → Minimizer
- def minimizeAndReturnState(f: DiffFunction[T], init: T): State
- Definition Classes
- FirstOrderMinimizer
- final def ne(arg0: AnyRef): Boolean
- Definition Classes
- AnyRef
- final def notify(): Unit
- Definition Classes
- AnyRef
- Annotations
- @native() @IntrinsicCandidate()
- final def notifyAll(): Unit
- Definition Classes
- AnyRef
- Annotations
- @native() @IntrinsicCandidate()
- final def synchronized[T0](arg0: => T0): T0
- Definition Classes
- AnyRef
- def takeStep(state: State, dir: T, stepSize: Double): T
- Attributes
- protected
- Definition Classes
- LBFGS → FirstOrderMinimizer
- def toString(): String
- Definition Classes
- AnyRef → Any
- def updateHistory(newX: T, newGrad: T, newVal: Double, f: DiffFunction[T], oldState: State): History
- Attributes
- protected
- Definition Classes
- LBFGS → FirstOrderMinimizer
- final def wait(arg0: Long, arg1: Int): Unit
- Definition Classes
- AnyRef
- Annotations
- @throws(classOf[java.lang.InterruptedException])
- final def wait(arg0: Long): Unit
- Definition Classes
- AnyRef
- Annotations
- @throws(classOf[java.lang.InterruptedException]) @native()
- final def wait(): Unit
- Definition Classes
- AnyRef
- Annotations
- @throws(classOf[java.lang.InterruptedException])