breeze.optimize

TruncatedNewtonMinimizer

class TruncatedNewtonMinimizer[T, H] extends Minimizer[T, SecondOrderFunction[T, H]] with Logging

Implements a TruncatedNewton Trust region method (like Tron). Also implements "Hessian Free learning". We have a few extra tricks though... :)

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

  1. new TruncatedNewtonMinimizer(maxIterations: Int = -1, tolerance: Double = 1.0E-6, l2Regularization: Double = 0, m: Int = 0)(implicit vs: MutableCoordinateSpace[T, Double], mult: linalg.operators.OpMulMatrix.Impl2[H, T, T])

Type Members

  1. case class History(memStep: IndexedSeq[T] = ..., memGradDelta: IndexedSeq[T] = ...) extends Product with Serializable

  2. case class State(iter: Int, initialGNorm: Double, delta: Double, x: T, fval: Double, grad: T, h: H, adjFval: Double, adjGrad: T, history: History) extends Product with Serializable

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. final def asInstanceOf[T0]: T0

    Definition Classes
    Any
  7. def chooseDescentDirection(state: State): T

    Attributes
    protected
  8. def clone(): AnyRef

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

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

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

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

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

    Definition Classes
    AnyRef → Any
  14. def initialHistory(f: DiffFunction[T], x: T): History

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

    Definition Classes
    Any
  16. def iterations(f: SecondOrderFunction[T, H], initial: T): Iterator[State]

  17. lazy val logger: Logger

    Attributes
    protected
    Definition Classes
    Logging
  18. def minimize(f: SecondOrderFunction[T, H], initial: T): T

    Definition Classes
    TruncatedNewtonMinimizerMinimizer
  19. final def ne(arg0: AnyRef): Boolean

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

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

    Definition Classes
    AnyRef
  22. final def synchronized[T0](arg0: ⇒ T0): T0

    Definition Classes
    AnyRef
  23. def toString(): String

    Definition Classes
    AnyRef → Any
  24. def updateHistory(newX: T, newGrad: T, newVal: Double, oldState: State): History

    Attributes
    protected
  25. final def wait(): Unit

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

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

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

Inherited from Logging

Inherited from Minimizer[T, SecondOrderFunction[T, H]]

Inherited from AnyRef

Inherited from Any

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