org.deeplearning4j.optimize.solvers

Class BackTrackLineSearch

java.lang.Object

org.deeplearning4j.optimize.solvers.BackTrackLineSearch

All Implemented Interfaces:

Serializable, LineOptimizer

public class BackTrackLineSearch
extends Object
implements LineOptimizer

Author:

Aron Culotta [email protected] Adapted from mallet with original authors above. Modified to be a vectorized version that uses jblas matrices for computation rather than the mallet ops. Numerical Recipes in C: p.385. lnsrch. A simple backtracking line search. No attempt at accurately finding the true minimum is made. The goal is only to ensure that BackTrackLineSearch will return a position of higher value., Adam Gibson

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor and Description
BackTrackLineSearch(Model optimizable, ConvexOptimizer optimizer)
BackTrackLineSearch(Model function, StepFunction stepFunction, ConvexOptimizer optimizer)

Method Summary

Modifier and Type	Method and Description
int	getMaxIterations()
double	getStpmax()
double	optimize(double initialStep, org.nd4j.linalg.api.ndarray.INDArray x, org.nd4j.linalg.api.ndarray.INDArray line) Line optimizer
void	setAbsTolx(double tolx) Sets the tolerance of absolute diff in function value.
void	setMaxIterations(int maxIterations)
void	setRelTolx(double tolx) Sets the tolerance of relative diff in function value.
void	setStpmax(double stpmax)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

BackTrackLineSearch

public BackTrackLineSearch(Model function,
                           StepFunction stepFunction,
                           ConvexOptimizer optimizer)

Parameters:

function -

stepFunction -

optimizer -

BackTrackLineSearch

public BackTrackLineSearch(Model optimizable,
                           ConvexOptimizer optimizer)

Parameters:

optimizable -

optimizer -

Method Detail

setStpmax

public void setStpmax(double stpmax)

getStpmax

public double getStpmax()

setRelTolx

public void setRelTolx(double tolx)

Sets the tolerance of relative diff in function value. Line search converges if abs(delta x / x) < tolx for all coordinates.

setAbsTolx

public void setAbsTolx(double tolx)

Sets the tolerance of absolute diff in function value. Line search converges if abs(delta x) < tolx for all coordinates.

getMaxIterations

public int getMaxIterations()

setMaxIterations

public void setMaxIterations(int maxIterations)

optimize

public double optimize(double initialStep,
                       org.nd4j.linalg.api.ndarray.INDArray x,
                       org.nd4j.linalg.api.ndarray.INDArray line)
                throws InvalidStepException

Description copied from interface: LineOptimizer

Line optimizer

Specified by:

optimize in interface LineOptimizer

Parameters:

initialStep - the initial step size

x - the parameters to optimize

line - the line/rate of change

Returns:

the next step size

Throws:

InvalidStepException