State

case class State[+T, +ConvergenceInfo, +History](x: T, value: Double, grad: T, adjustedValue: Double, adjustedGradient: T, iter: Int, initialAdjVal: Double, history: History, convergenceInfo: ConvergenceInfo, searchFailed: Boolean, var convergenceReason: Option[ConvergenceReason])

Tracks the information about the optimizer, including the current point, its value, gradient, and then any history. Also includes information for checking convergence.

Value parameters:
adjustedGradient

f'(x) + r'(x), where r is any regularization added to the objective. For LBFGS, this is f'(x).

adjustedValue

f(x) + r(x), where r is any regularization added to the objective. For LBFGS, this is f(x).

convergenceReason

the convergence reason

grad

f.gradientAt(x)

history

any information needed by the optimizer to do updates.

initialAdjVal

f(x_0) + r(x_0), used for checking convergence

iter

what iteration number we are on.

searchFailed

did the line search fail?

value

f(x)

x

the current point being considered

trait Serializable
trait Product
trait Equals
class Object
trait Matchable
class Any

Value members

Inherited methods

Inherited from:
Product