abstract class FirstOrderMinimizer[T, DF <: StochasticDiffFunction[T]] extends Minimizer[T, DF] with SerializableLogging
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Instance Constructors
- new FirstOrderMinimizer(maxIter: Int = -1, tolerance: Double = 1E-6, fvalMemory: Int = 100, relativeTolerance: Boolean = true)(implicit space: NormedModule[T, Double])
- new FirstOrderMinimizer(convergenceCheck: ConvergenceCheck[T])(implicit space: NormedModule[T, Double])
Type Members
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abstract
type
History
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.
- type State = FirstOrderMinimizer.State[T, Info, History]
Abstract Value Members
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abstract
def
chooseDescentDirection(state: State, f: DF): T
- Attributes
- protected
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abstract
def
determineStepSize(state: State, f: DF, direction: T): Double
- Attributes
- protected
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abstract
def
initialHistory(f: DF, init: T): History
- Attributes
- protected
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abstract
def
takeStep(state: State, dir: T, stepSize: Double): T
- Attributes
- protected
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abstract
def
updateHistory(newX: T, newGrad: T, newVal: Double, f: DF, oldState: State): History
- Attributes
- protected
Concrete Value Members
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final
def
!=(arg0: Any): Boolean
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final
def
##(): Int
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final
def
==(arg0: Any): Boolean
- Definition Classes
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def
adjust(newX: T, newGrad: T, newVal: Double): (Double, T)
- Attributes
- protected
-
def
adjustFunction(f: DF): DF
- Attributes
- protected
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final
def
asInstanceOf[T0]: T0
- Definition Classes
- Any
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def
calculateObjective(f: DF, x: T, history: History): (Double, T)
- Attributes
- protected
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def
clone(): AnyRef
- Attributes
- protected[java.lang]
- Definition Classes
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- Annotations
- @native() @HotSpotIntrinsicCandidate() @throws( ... )
- val convergenceCheck: ConvergenceCheck[T]
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final
def
eq(arg0: AnyRef): Boolean
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def
equals(arg0: Any): Boolean
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final
def
getClass(): Class[_]
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def
hashCode(): Int
- Definition Classes
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- Annotations
- @native() @HotSpotIntrinsicCandidate()
- def infiniteIterations(f: DF, state: State): Iterator[State]
-
def
initialState(f: DF, init: T): State
- Attributes
- protected
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final
def
isInstanceOf[T0]: Boolean
- Definition Classes
- Any
- def iterations(f: DF, init: T): Iterator[State]
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def
logger: LazyLogger
- Attributes
- protected
- Definition Classes
- SerializableLogging
-
def
minimize(f: DF, init: T): T
- Definition Classes
- FirstOrderMinimizer → Minimizer
- def minimizeAndReturnState(f: DF, init: T): State
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final
def
ne(arg0: AnyRef): Boolean
- Definition Classes
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final
def
notify(): Unit
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final
def
notifyAll(): Unit
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final
def
synchronized[T0](arg0: ⇒ T0): T0
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def
toString(): String
- Definition Classes
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final
def
wait(arg0: Long, arg1: Int): Unit
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final
def
wait(arg0: Long): Unit
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final
def
wait(): Unit
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