breeze.optimize

StochasticAveragedGradient

class StochasticAveragedGradient[T] extends FirstOrderMinimizer[T, BatchDiffFunction[T]]

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  1. StochasticAveragedGradient
  2. FirstOrderMinimizer
  3. Logging
  4. Minimizer
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Instance Constructors

  1. new StochasticAveragedGradient(maxIter: Int = -1, initialStepSize: Double = 0.25, tuneStepFrequency: Int = 10, l2Regularization: Double = 0.0)(implicit vs: MutableInnerProductSpace[T, Double])

Type Members

  1. case class History(stepSize: Double, range: IndexedSeq[Int], currentSum: T, previousGradients: IndexedSeq[T], nextPos: Int) extends Product with Serializable

  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

    Definition Classes
    FirstOrderMinimizer

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
    Definition Classes
    StochasticAveragedGradientFirstOrderMinimizer
  7. final def asInstanceOf[T0]: T0

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

    Attributes
    protected
    Definition Classes
    StochasticAveragedGradientFirstOrderMinimizer
  9. def chooseDescentDirection(state: State, f: BatchDiffFunction[T]): T

    Attributes
    protected
    Definition Classes
    StochasticAveragedGradientFirstOrderMinimizer
  10. def clone(): AnyRef

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  11. def determineStepSize(state: State, f: BatchDiffFunction[T], direction: T): Double

    Attributes
    protected
    Definition Classes
    StochasticAveragedGradientFirstOrderMinimizer
  12. final def eq(arg0: AnyRef): Boolean

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

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

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

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

    Definition Classes
    AnyRef → Any
  17. def initialHistory(f: BatchDiffFunction[T], init: T): History

    Attributes
    protected
    Definition Classes
    StochasticAveragedGradientFirstOrderMinimizer
  18. def initialState(f: BatchDiffFunction[T], init: T): State

    Attributes
    protected
    Definition Classes
    FirstOrderMinimizer
  19. final def isInstanceOf[T0]: Boolean

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

    Definition Classes
    FirstOrderMinimizer
  21. def iterations(f: BatchDiffFunction[T], init: T): Iterator[State]

    Definition Classes
    FirstOrderMinimizer
  22. lazy val logger: Logger

    Attributes
    protected
    Definition Classes
    Logging
  23. val minImprovementWindow: Int

    Definition Classes
    FirstOrderMinimizer
  24. def minimize(f: BatchDiffFunction[T], init: T): T

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

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

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

    Definition Classes
    AnyRef
  28. val numberOfImprovementFailures: Int

    Definition Classes
    FirstOrderMinimizer
  29. final def synchronized[T0](arg0: ⇒ T0): T0

    Definition Classes
    AnyRef
  30. def takeStep(state: State, dir: T, stepSize: Double): T

    Attributes
    protected
    Definition Classes
    StochasticAveragedGradientFirstOrderMinimizer
  31. def toString(): String

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

    Attributes
    protected
    Definition Classes
    FirstOrderMinimizer
  33. def updateHistory(newX: T, newGrad: T, newVal: Double, f: BatchDiffFunction[T], oldState: State): History

    Attributes
    protected
    Definition Classes
    StochasticAveragedGradientFirstOrderMinimizer
  34. final def wait(): Unit

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

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

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

Inherited from FirstOrderMinimizer[T, BatchDiffFunction[T]]

Inherited from Logging

Inherited from Minimizer[T, BatchDiffFunction[T]]

Inherited from AnyRef

Inherited from Any

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