c

breeze.optimize

TruncatedNewtonMinimizer

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... :)

Linear Supertypes
SerializableLogging, Serializable, Serializable, Minimizer[T, SecondOrderFunction[T, H]], AnyRef, Any
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Inherited
  1. TruncatedNewtonMinimizer
  2. SerializableLogging
  3. Serializable
  4. Serializable
  5. Minimizer
  6. AnyRef
  7. Any
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Visibility
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Instance Constructors

  1. 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])

Type Members

  1. case class History(memStep: IndexedSeq[T] = IndexedSeq.empty, memGradDelta: IndexedSeq[T] = IndexedSeq.empty) extends Product with Serializable
  2. 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

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 chooseDescentDirection(state: State): T
    Attributes
    protected
  6. def clone(): AnyRef
    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @native() @HotSpotIntrinsicCandidate() @throws( ... )
  7. final def eq(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  8. def equals(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  9. final def getClass(): Class[_]
    Definition Classes
    AnyRef → Any
    Annotations
    @native() @HotSpotIntrinsicCandidate()
  10. def hashCode(): Int
    Definition Classes
    AnyRef → Any
    Annotations
    @native() @HotSpotIntrinsicCandidate()
  11. def initialHistory(f: DiffFunction[T], x: T): History
    Attributes
    protected
  12. final def isInstanceOf[T0]: Boolean
    Definition Classes
    Any
  13. def iterations(f: SecondOrderFunction[T, H], initial: T): Iterator[State]
  14. def logger: LazyLogger
    Attributes
    protected
    Definition Classes
    SerializableLogging
  15. def minimize(f: SecondOrderFunction[T, H], initial: T): T
    Definition Classes
    TruncatedNewtonMinimizer → Minimizer
  16. final def ne(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  17. final def notify(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native() @HotSpotIntrinsicCandidate()
  18. final def notifyAll(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native() @HotSpotIntrinsicCandidate()
  19. final def synchronized[T0](arg0: ⇒ T0): T0
    Definition Classes
    AnyRef
  20. def toString(): String
    Definition Classes
    AnyRef → Any
  21. def updateHistory(newX: T, newGrad: T, newVal: Double, oldState: State): History
    Attributes
    protected
  22. final def wait(arg0: Long, arg1: Int): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  23. final def wait(arg0: Long): Unit
    Definition Classes
    AnyRef
    Annotations
    @native() @throws( ... )
  24. 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 SerializableLogging

Inherited from Serializable

Inherited from Serializable

Inherited from Minimizer[T, SecondOrderFunction[T, H]]

Inherited from AnyRef

Inherited from Any

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