c

breeze.optimize

BacktrackingLineSearch

class BacktrackingLineSearch extends ApproximateLineSearch

Implements the Backtracking Linesearch like that in LBFGS-C (which is (c) 2007-2010 Naoaki Okazaki under BSD)

Basic idea is that we need to find an alpha that is sufficiently smaller than f(0), and also possibly requiring that the slope of f decrease by the right amount (wolfe conditions)

Linear Supertypes
ApproximateLineSearch, MinimizingLineSearch, AnyRef, Any
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Inherited
  1. BacktrackingLineSearch
  2. ApproximateLineSearch
  3. MinimizingLineSearch
  4. AnyRef
  5. Any
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Visibility
  1. Public
  2. All

Instance Constructors

  1. new BacktrackingLineSearch(initfval: Double, maxIterations: Int = 20, shrinkStep: Double = 0.5, growStep: Double = 2.1, cArmijo: Double = 1E-4, cWolfe: Double = 0.9, minAlpha: Double = 1E-10, maxAlpha: Double = 1E10, enforceWolfeConditions: Boolean = true, enforceStrongWolfeConditions: Boolean = true)

Type Members

  1. final case class State(alpha: Double, value: Double, deriv: Double) extends Product with Serializable
    Definition Classes
    ApproximateLineSearch

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 clone(): AnyRef
    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @native() @HotSpotIntrinsicCandidate() @throws( ... )
  6. final def eq(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  7. def equals(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  8. final def getClass(): Class[_]
    Definition Classes
    AnyRef → Any
    Annotations
    @native() @HotSpotIntrinsicCandidate()
  9. def hashCode(): Int
    Definition Classes
    AnyRef → Any
    Annotations
    @native() @HotSpotIntrinsicCandidate()
  10. final def isInstanceOf[T0]: Boolean
    Definition Classes
    Any
  11. def iterations(f: DiffFunction[Double], init: Double = 1.0): Iterator[State]
    Definition Classes
    BacktrackingLineSearch → ApproximateLineSearch
  12. def minimize(f: DiffFunction[Double], init: Double = 1.0): Double
    Definition Classes
    ApproximateLineSearch → MinimizingLineSearch
  13. final def ne(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  14. final def notify(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native() @HotSpotIntrinsicCandidate()
  15. final def notifyAll(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native() @HotSpotIntrinsicCandidate()
  16. final def synchronized[T0](arg0: ⇒ T0): T0
    Definition Classes
    AnyRef
  17. def toString(): String
    Definition Classes
    AnyRef → Any
  18. final def wait(arg0: Long, arg1: Int): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  19. final def wait(arg0: Long): Unit
    Definition Classes
    AnyRef
    Annotations
    @native() @throws( ... )
  20. final def wait(): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

Deprecated Value Members

  1. def finalize(): Unit
    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @Deprecated @deprecated @throws( classOf[java.lang.Throwable] )
    Deprecated

    (Since version ) see corresponding Javadoc for more information.

Inherited from ApproximateLineSearch

Inherited from MinimizingLineSearch

Inherited from AnyRef

Inherited from Any

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