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
FirstOrderMinimizer[T, DiffFunction[T]], SerializableLogging, Serializable, Serializable, Minimizer[T, DiffFunction[T]], AnyRef, Any
Known Subclasses
OWLQN
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Inherited
  1. LBFGS
  2. FirstOrderMinimizer
  3. SerializableLogging
  4. Serializable
  5. Serializable
  6. Minimizer
  7. AnyRef
  8. Any
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Visibility
  1. Public
  2. All

Instance Constructors

  1. new LBFGS(maxIter: Int = -1, m: Int = 7, tolerance: Double = 1E-9)(implicit space: MutableInnerProductModule[T, Double])
  2. new LBFGS(convergenceCheck: ConvergenceCheck[T], m: Int)(implicit space: MutableInnerProductModule[T, Double])

Type Members

  1. 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
  2. type State = FirstOrderMinimizer.State[T, Info, History]
    Definition Classes
    FirstOrderMinimizer

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. def adjust(newX: T, newGrad: T, newVal: Double): (Double, T)
    Attributes
    protected
    Definition Classes
    FirstOrderMinimizer
  5. def adjustFunction(f: DiffFunction[T]): DiffFunction[T]
    Attributes
    protected
    Definition Classes
    LBFGS → FirstOrderMinimizer
  6. final def asInstanceOf[T0]: T0
    Definition Classes
    Any
  7. def calculateObjective(f: DiffFunction[T], x: T, history: History): (Double, T)
    Attributes
    protected
    Definition Classes
    FirstOrderMinimizer
  8. def chooseDescentDirection(state: State, fn: DiffFunction[T]): T
    Attributes
    protected
    Definition Classes
    LBFGS → FirstOrderMinimizer
  9. def clone(): AnyRef
    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @native() @HotSpotIntrinsicCandidate() @throws( ... )
  10. val convergenceCheck: ConvergenceCheck[T]
    Definition Classes
    FirstOrderMinimizer
  11. 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
  12. final def eq(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  13. def equals(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  14. final def getClass(): Class[_]
    Definition Classes
    AnyRef → Any
    Annotations
    @native() @HotSpotIntrinsicCandidate()
  15. def hashCode(): Int
    Definition Classes
    AnyRef → Any
    Annotations
    @native() @HotSpotIntrinsicCandidate()
  16. def infiniteIterations(f: DiffFunction[T], state: State): Iterator[State]
    Definition Classes
    FirstOrderMinimizer
  17. def initialHistory(f: DiffFunction[T], x: T): History
    Attributes
    protected
    Definition Classes
    LBFGS → FirstOrderMinimizer
  18. def initialState(f: DiffFunction[T], init: T): State
    Attributes
    protected
    Definition Classes
    FirstOrderMinimizer
  19. final def isInstanceOf[T0]: Boolean
    Definition Classes
    Any
  20. def iterations(f: DiffFunction[T], init: T): Iterator[State]
    Definition Classes
    FirstOrderMinimizer
  21. def logger: LazyLogger
    Attributes
    protected
    Definition Classes
    SerializableLogging
  22. def minimize(f: DiffFunction[T], init: T): T
    Definition Classes
    FirstOrderMinimizer → Minimizer
  23. def minimizeAndReturnState(f: DiffFunction[T], init: T): State
    Definition Classes
    FirstOrderMinimizer
  24. final def ne(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  25. final def notify(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native() @HotSpotIntrinsicCandidate()
  26. final def notifyAll(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native() @HotSpotIntrinsicCandidate()
  27. final def synchronized[T0](arg0: ⇒ T0): T0
    Definition Classes
    AnyRef
  28. def takeStep(state: State, dir: T, stepSize: Double): T
    Attributes
    protected
    Definition Classes
    LBFGS → FirstOrderMinimizer
  29. def toString(): String
    Definition Classes
    AnyRef → Any
  30. def updateHistory(newX: T, newGrad: T, newVal: Double, f: DiffFunction[T], oldState: State): History
    Attributes
    protected
    Definition Classes
    LBFGS → FirstOrderMinimizer
  31. final def wait(arg0: Long, arg1: Int): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  32. final def wait(arg0: Long): Unit
    Definition Classes
    AnyRef
    Annotations
    @native() @throws( ... )
  33. 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 FirstOrderMinimizer[T, DiffFunction[T]]

Inherited from SerializableLogging

Inherited from Serializable

Inherited from Serializable

Inherited from Minimizer[T, DiffFunction[T]]

Inherited from AnyRef

Inherited from Any

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