breeze.optimize

FirstOrderMinimizer

object FirstOrderMinimizer extends Serializable

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  1. trait ConvergenceCheck[T] extends AnyRef

  2. trait ConvergenceReason extends AnyRef

  3. case class FunctionValuesConverged[T](tolerance: Double, relative: Boolean, historyLength: Int) extends ConvergenceCheck[T] with Product with Serializable

  4. case class MonitorFunctionValuesCheck[T](f: (T) ⇒ Double, numFailures: Int, improvementRequirement: Double, evalFrequency: Int) extends ConvergenceCheck[T] with SerializableLogging with Product with Serializable

  5. case class OptParams(batchSize: Int = 512, regularization: Double = 0.0, alpha: Double = 0.5, maxIterations: Int = 1000, useL1: Boolean = false, tolerance: Double = 1.0E-5, useStochastic: Boolean = false, randomSeed: Int = 0) extends Product with Serializable

    OptParams is a Configuration-compatible case class that can be used to select optimization routines at runtime.

  6. case class SequenceConvergenceCheck[T](checks: IndexedSeq[ConvergenceCheck[T]]) extends ConvergenceCheck[T] with Product with Serializable

  7. case class State[+T, +ConvergenceInfo, +History](x: T, value: Double, grad: T, adjustedValue: Double, adjustedGradient: T, iter: Int, initialAdjVal: Double, history: History, convergenceInfo: ConvergenceInfo, searchFailed: Boolean = false) extends Product with Serializable

    Tracks the information about the optimizer, including the current point, its value, gradient, and then any history.

Value Members

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

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

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  3. final def ##(): Int

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

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  5. final def ==(arg0: Any): Boolean

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  6. object ConvergenceCheck

  7. object FunctionValuesConverged extends ConvergenceReason with Product with Serializable

  8. object GradientConverged extends ConvergenceReason with Product with Serializable

  9. object MaxIterations extends ConvergenceReason with Product with Serializable

  10. object MonitorFunctionNotImproving extends ConvergenceReason with Product with Serializable

  11. object ProjectedStepConverged extends ConvergenceReason with Product with Serializable

  12. object SearchFailed extends ConvergenceReason with Product with Serializable

  13. final def asInstanceOf[T0]: T0

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  14. def clone(): AnyRef

    Attributes
    protected[java.lang]
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    @throws( ... )

  15. def defaultConvergenceCheck[T](maxIter: Int, tolerance: Double, relative: Boolean = true, fvalMemory: Int = 20)(implicit space: NormedModule[T, Double]): ConvergenceCheck[T]

  16. final def eq(arg0: AnyRef): Boolean

    Definition Classes
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  17. def equals(arg0: Any): Boolean

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  18. def finalize(): Unit

    Attributes
    protected[java.lang]
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    @throws( classOf[java.lang.Throwable] )

  19. def functionValuesConverged[T](tolerance: Double = 1E-9, relative: Boolean = true, historyLength: Int = 10): ConvergenceCheck[T]

  20. final def getClass(): Class[_]

    Definition Classes
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  21. def gradientConverged[T](tolerance: Double, relative: Boolean = true)(implicit space: NormedModule[T, Double]): ConvergenceCheck[T]

  22. def hashCode(): Int

    Definition Classes
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  23. final def isInstanceOf[T0]: Boolean

    Definition Classes
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  24. def maxIterationsReached[T](maxIter: Int): ConvergenceCheck[T]

  25. def monitorFunctionValues[T](f: (T) ⇒ Double, numFailures: Int = 5, improvementRequirement: Double = 1E-2, evalFrequency: Int = 10): ConvergenceCheck[T]

    Runs the function, and if it fails to decreased by at least improvementRequirement numFailures times in a row, then we abort

    Runs the function, and if it fails to decreased by at least improvementRequirement numFailures times in a row, then we abort

    T

    f
    numFailures
    evalFrequency

    how often we run the evaluation

  26. final def ne(arg0: AnyRef): Boolean

    Definition Classes
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  27. final def notify(): Unit

    Definition Classes
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  28. final def notifyAll(): Unit

    Definition Classes
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  29. def searchFailed[T]: ConvergenceCheck[T]

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

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  31. def toString(): String

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  32. final def wait(): Unit

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    @throws( ... )

  33. final def wait(arg0: Long, arg1: Int): Unit

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    @throws( ... )

  34. final def wait(arg0: Long): Unit

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