LBFGS

class LBFGS[T](convergenceCheck: ConvergenceCheck[T], m: Int)(implicit space: MutableInnerProductModule[T, Double]) 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.
Value parameters:
m:

The memory of the search. 3 to 7 is usually sufficient.

Companion:
object
trait Serializable
trait Minimizer[T, DiffFunction[T]]
class Object
trait Matchable
class Any
class OWLQN[K, T]

Type members

Inherited types

type State = State[T, Info, History]
Inherited from:
FirstOrderMinimizer

Value members

Constructors

def this(maxIter: Int, m: Int, tolerance: Double)(implicit space: MutableInnerProductModule[T, Double])

Inherited methods

def iterations(f: DiffFunction[T], init: T): Iterator[State]
Inherited from:
FirstOrderMinimizer
protected def logger: LazyLogger
Inherited from:
SerializableLogging
def minimize(f: DiffFunction[T], init: T): T
Inherited from:
FirstOrderMinimizer