Instance Constructors
-
new
StochasticAveragedGradient(maxIter: Int = -1, initialStepSize: Double = 0.25, tuneStepFrequency: Int = 10, l2Regularization: Double = 0.0)(implicit vs: MutableInnerProductSpace[T, Double])
Type Members
-
case class
History(stepSize: Double, range: IndexedSeq[Int], currentSum: T, previousGradients: IndexedSeq[T], nextPos: Int) extends Product with Serializable
-
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
Value Members
-
final
def
!=(arg0: AnyRef): Boolean
-
final
def
!=(arg0: Any): Boolean
-
final
def
##(): Int
-
final
def
==(arg0: AnyRef): Boolean
-
final
def
==(arg0: Any): Boolean
-
def
adjust(newX: T, newGrad: T, newVal: Double): (Double, T)
-
final
def
asInstanceOf[T0]: T0
-
def
calculateObjective(f: BatchDiffFunction[T], x: T, history: History): (Double, T)
-
def
chooseDescentDirection(state: State, f: BatchDiffFunction[T]): T
-
def
clone(): AnyRef
-
def
determineStepSize(state: State, f: BatchDiffFunction[T], direction: T): Double
-
final
def
eq(arg0: AnyRef): Boolean
-
def
equals(arg0: Any): Boolean
-
def
finalize(): Unit
-
final
def
getClass(): Class[_]
-
def
hashCode(): Int
-
-
-
final
def
isInstanceOf[T0]: Boolean
-
def
iteratingShouldStop(state: State): Boolean
-
-
lazy val
logger: Logger
-
val
minImprovementWindow: Int
-
-
final
def
ne(arg0: AnyRef): Boolean
-
final
def
notify(): Unit
-
final
def
notifyAll(): Unit
-
val
numberOfImprovementFailures: Int
-
final
def
synchronized[T0](arg0: ⇒ T0): T0
-
def
takeStep(state: State, dir: T, stepSize: Double): T
-
def
toString(): String
-
def
updateFValWindow(oldState: State, newAdjVal: Double): IndexedSeq[Double]
-
def
updateHistory(newX: T, newGrad: T, newVal: Double, f: BatchDiffFunction[T], oldState: State): History
-
final
def
wait(): Unit
-
final
def
wait(arg0: Long, arg1: Int): Unit
-
final
def
wait(arg0: Long): Unit
Inherited from Logging
Inherited from AnyRef
Inherited from Any