breeze.optimize

FirstOrderMinimizer

abstract class FirstOrderMinimizer[T, -DF <: StochasticDiffFunction[T]] extends Minimizer[T, DF] with Logging

Linear Supertypes
Logging, Minimizer[T, DF], AnyRef, Any
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Instance Constructors

  1. new FirstOrderMinimizer(maxIter: Int = -1, tolerance: Double = 1.0E-6, improvementTol: Double = 0.001, minImprovementWindow: Int = 10, numberOfImprovementFailures: Int = 1)(implicit vspace: NormedVectorSpace[T, Double])

    minImprovementWindow

    How many iterations to improve function by at least improvementTol

Type Members

  1. abstract type History

  2. case class State(x: T, value: Double, grad: T, adjustedValue: Double, adjustedGradient: T, iter: Int, initialAdjVal: Double, history: History, fVals: IndexedSeq[Double] = ..., numImprovementFailures: Int = 0, searchFailed: Boolean = false) extends Product with Serializable

Abstract Value Members

  1. abstract def chooseDescentDirection(state: State, f: DF): T

    Attributes
    protected
  2. abstract def determineStepSize(state: State, f: DF, direction: T): Double

    Attributes
    protected
  3. abstract def initialHistory(f: DF, init: T): History

    Attributes
    protected
  4. abstract def takeStep(state: State, dir: T, stepSize: Double): T

    Attributes
    protected
  5. abstract def updateHistory(newX: T, newGrad: T, newVal: Double, f: DF, oldState: State): History

    Attributes
    protected

Concrete Value Members

  1. final def !=(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  2. final def !=(arg0: Any): Boolean

    Definition Classes
    Any
  3. final def ##(): Int

    Definition Classes
    AnyRef → Any
  4. final def ==(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  5. final def ==(arg0: Any): Boolean

    Definition Classes
    Any
  6. def adjust(newX: T, newGrad: T, newVal: Double): (Double, T)

    Attributes
    protected
  7. final def asInstanceOf[T0]: T0

    Definition Classes
    Any
  8. def calculateObjective(f: DF, x: T, history: History): (Double, T)

    Attributes
    protected
  9. def clone(): AnyRef

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  10. final def eq(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  11. def equals(arg0: Any): Boolean

    Definition Classes
    AnyRef → Any
  12. def finalize(): Unit

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  13. final def getClass(): Class[_]

    Definition Classes
    AnyRef → Any
  14. def hashCode(): Int

    Definition Classes
    AnyRef → Any
  15. def initialState(f: DF, init: T): State

    Attributes
    protected
  16. final def isInstanceOf[T0]: Boolean

    Definition Classes
    Any
  17. def iteratingShouldStop(state: State): Boolean

  18. def iterations(f: DF, init: T): Iterator[State]

  19. lazy val logger: Logger

    Attributes
    protected
    Definition Classes
    Logging
  20. val minImprovementWindow: Int

    How many iterations to improve function by at least improvementTol

  21. def minimize(f: DF, init: T): T

    Definition Classes
    FirstOrderMinimizerMinimizer
  22. final def ne(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  23. final def notify(): Unit

    Definition Classes
    AnyRef
  24. final def notifyAll(): Unit

    Definition Classes
    AnyRef
  25. val numberOfImprovementFailures: Int

  26. final def synchronized[T0](arg0: ⇒ T0): T0

    Definition Classes
    AnyRef
  27. def toString(): String

    Definition Classes
    AnyRef → Any
  28. def updateFValWindow(oldState: State, newAdjVal: Double): IndexedSeq[Double]

    Attributes
    protected
  29. final def wait(): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  30. final def wait(arg0: Long, arg1: Int): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  31. final def wait(arg0: Long): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

Inherited from Logging

Inherited from Minimizer[T, DF]

Inherited from AnyRef

Inherited from Any

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