TruncatedNewtonMinimizer

class TruncatedNewtonMinimizer[T, H](maxIterations: Int, tolerance: Double, l2Regularization: Double, m: Int)(implicit space: MutableVectorField[T, Double], mult: Impl2[H, T, T]) 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... :)

trait Serializable
class Object
trait Matchable
class Any

Type members

Classlikes

case class History(memStep: IndexedSeq[T], memGradDelta: IndexedSeq[T])
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)

Value members

Concrete methods

def iterations(f: SecondOrderFunction[T, H], initial: T): Iterator[State]
def minimize(f: SecondOrderFunction[T, H], initial: T): T

Inherited methods

protected def logger: LazyLogger
Inherited from:
SerializableLogging