FirstOrderMinimizer

Instance Constructors

new FirstOrderMinimizer(maxIter: Int = -1, tolerance: Double = 1.0E-6, improvementTol: Double = 0.001, minImprovementWindow: Int = 10, numberOfImprovementFailures: Int = 1)(implicit space: NormedModule[T, Double])

minImprovementWindow
How many iterations to improve function by at least improvementTol

Type Members

abstract type History

Any history the derived minimization function needs to do its updates.
Any history the derived minimization function needs to do its updates. typically an approximation to the second derivative/hessian matrix.
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

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

Abstract Value Members

abstract def chooseDescentDirection(state: State, f: DF): T

Attributes
protected
abstract def determineStepSize(state: State, f: DF, direction: T): Double

Attributes
protected
abstract def initialHistory(f: DF, init: T): History

Attributes
protected
abstract def takeStep(state: State, dir: T, stepSize: Double): T

Attributes
protected
abstract def updateHistory(newX: T, newGrad: T, newVal: Double, f: DF, oldState: State): History

Attributes
protected

Concrete Value Members

final def !=(arg0: AnyRef): Boolean

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

Definition Classes
Any
final def ##(): Int

Definition Classes
AnyRef → Any
final def ==(arg0: AnyRef): Boolean

Definition Classes
AnyRef
final def ==(arg0: Any): Boolean

Definition Classes
Any
def adjust(newX: T, newGrad: T, newVal: Double): (Double, T)

Attributes
protected
def adjustFunction(f: DF): DF

Attributes
protected
final def asInstanceOf[T0]: T0

Definition Classes
Any
def calculateObjective(f: DF, x: T, history: History): (Double, T)

Attributes
protected
def clone(): AnyRef

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

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

Definition Classes
AnyRef → Any
def finalize(): Unit

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

Definition Classes
AnyRef → Any
def hashCode(): Int

Definition Classes
AnyRef → Any
def initialState(f: DF, init: T): State

Attributes
protected
final def isInstanceOf[T0]: Boolean

Definition Classes
Any
def iterations(f: DF, init: T): Iterator[State]
def logger: LazyLogger

Attributes
protected
Definition Classes
SerializableLogging
val minImprovementWindow: Int

How many iterations to improve function by at least improvementTol
def minimize(f: DF, init: T): T

Definition Classes
FirstOrderMinimizer → Minimizer
def minimizeAndReturnState(f: DF, init: T): State
final def ne(arg0: AnyRef): Boolean

Definition Classes
AnyRef
final def notify(): Unit

Definition Classes
AnyRef
final def notifyAll(): Unit

Definition Classes
AnyRef
val numberOfImprovementFailures: Int
final def synchronized[T0](arg0: ⇒ T0): T0

Definition Classes
AnyRef
def toString(): String

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

Attributes
protected
final def wait(): Unit

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

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

Definition Classes
AnyRef
Annotations
@throws( ... )

abstract class FirstOrderMinimizer[T, DF <: StochasticDiffFunction[T]] extends Minimizer[T, DF] with SerializableLogging

Instance Constructors

new FirstOrderMinimizer(maxIter: Int = -1, tolerance: Double = 1.0E-6, improvementTol: Double = 0.001, minImprovementWindow: Int = 10, numberOfImprovementFailures: Int = 1)(implicit space: NormedModule[T, Double])

Type Members

abstract type History

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

Abstract Value Members

abstract def chooseDescentDirection(state: State, f: DF): T

abstract def determineStepSize(state: State, f: DF, direction: T): Double

abstract def initialHistory(f: DF, init: T): History

abstract def takeStep(state: State, dir: T, stepSize: Double): T

abstract def updateHistory(newX: T, newGrad: T, newVal: Double, f: DF, oldState: State): History

Concrete 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)

def adjustFunction(f: DF): DF

final def asInstanceOf[T0]: T0

def calculateObjective(f: DF, x: T, history: History): (Double, T)

def clone(): AnyRef

final def eq(arg0: AnyRef): Boolean

def equals(arg0: Any): Boolean

def finalize(): Unit

final def getClass(): Class[_]

def hashCode(): Int

def initialState(f: DF, init: T): State

final def isInstanceOf[T0]: Boolean

def iterations(f: DF, init: T): Iterator[State]

def logger: LazyLogger

val minImprovementWindow: Int

def minimize(f: DF, init: T): T

def minimizeAndReturnState(f: DF, init: T): State

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 toString(): String

def updateFValWindow(oldState: State, newAdjVal: Double): IndexedSeq[Double]

final def wait(): Unit

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

final def wait(arg0: Long): Unit

Inherited from SerializableLogging

Inherited from Serializable

Inherited from Serializable

Inherited from Minimizer[T, DF]

Inherited from AnyRef

Inherited from Any

Ungrouped