OptParams
case class OptParams(batchSize: Int, regularization: Double, alpha: Double, maxIterations: Int, useL1: Boolean, tolerance: Double, useStochastic: Boolean, randomSeed: Int)
OptParams is a Configuration-compatible case class that can be used to select optimization routines at runtime.
Configurations:
- useStochastic=false,useL1=false: LBFGS with L2 regularization
- useStochastic=false,useL1=true: OWLQN with L1 regularization
- useStochastic=true,useL1=false: AdaptiveGradientDescent with L2 regularization
- useStochastic=true,useL1=true: AdaptiveGradientDescent with L1 regularization
- Value Params
- alpha
rate of change to use, only applies to SGD.
- batchSize
size of batches to use if useStochastic and you give a BatchDiffFunction
- maxIterations,
how many iterations to do.
- regularization
regularization constant to use.
- tolerance
convergence tolerance, looking at both average improvement and the norm of the gradient.
- useL1
if true, use L1 regularization. Otherwise, use L2.
- useStochastic
if false, use LBFGS or OWLQN. If true, use some variant of Stochastic Gradient Descent.
trait Serializable
trait Product
trait Equals
class Object
trait Matchable
class Any
Value members
Concrete methods
def iterations[T, K](f: DiffFunction[T], init: T)(implicit space: MutableEnumeratedCoordinateField[T, K, Double]): Iterator[State]
Deprecated methods
@deprecated("Use breeze.optimize.iterations(f, init, params) instead.", "0.10")
def iterations[T](f: BatchDiffFunction[T], init: T)(implicit space: MutableFiniteCoordinateField[T, _, Double]): Iterator[State]
- Deprecated
@deprecated("Use breeze.optimize.iterations(f, init, params) instead.", "0.10")
def iterations[T](f: StochasticDiffFunction[T], init: T)(implicit space: MutableFiniteCoordinateField[T, _, Double]): Iterator[State[T, _, _]]
- Deprecated
@deprecated("Use breeze.optimize.minimize(f, init, params) instead.", "0.10")
def minimize[T](f: BatchDiffFunction[T], init: T)(implicit space: MutableFiniteCoordinateField[T, _, Double]): T
- Deprecated
@deprecated("Use breeze.optimize.minimize(f, init, params) instead.", "0.10")
def minimize[T](f: DiffFunction[T], init: T)(implicit space: MutableEnumeratedCoordinateField[T, _, Double]): T
- Deprecated