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... :)
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- 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])
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- case class History(memStep: IndexedSeq[T] = IndexedSeq.empty, memGradDelta: IndexedSeq[T] = IndexedSeq.empty) extends Product with Serializable
- 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
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- def iterations(f: SecondOrderFunction[T, H], initial: T): Iterator[State]
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- def minimize(f: SecondOrderFunction[T, H], initial: T): T
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- TruncatedNewtonMinimizer → Minimizer
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- def updateHistory(newX: T, newGrad: T, newVal: Double, oldState: State): History
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