breeze.optimize

FirstOrderMinimizer

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

Linear Supertypes
SerializableLogging, Serializable, Serializable, Minimizer[T, DF], AnyRef, Any
Known Subclasses
AdaDeltaGradientDescent, L1Regularization, L2Regularization, LBFGS, LBFGSB, OWLQN, ProjectedQuasiNewton, SimpleSGD, SpectralProjectedGradient, StochasticAveragedGradient, StochasticGradientDescent
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Inherited
  1. FirstOrderMinimizer
  2. SerializableLogging
  3. Serializable
  4. Serializable
  5. Minimizer
  6. AnyRef
  7. Any
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Visibility
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Instance Constructors

  1. new FirstOrderMinimizer(maxIter: Int = 1, tolerance: Double = 1E-6, fvalMemory: Int = 100, relativeTolerance: Boolean = true)(implicit space: NormedModule[T, Double])

  2. new FirstOrderMinimizer(convergenceCheck: ConvergenceCheck[T])(implicit space: NormedModule[T, Double])

Type Members

  1. 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.

  2. type State = FirstOrderMinimizer.State[T, Info, History]

Abstract Value Members

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

    Attributes
    protected

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

    Attributes
    protected

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

    Attributes
    protected

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

    Attributes
    protected

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

    Attributes
    protected

Concrete 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

  7. def adjustFunction(f: DF): DF

    Attributes
    protected

  8. final def asInstanceOf[T0]: T0

    Definition Classes
    Any

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

    Attributes
    protected

  10. def clone(): AnyRef

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

  11. val convergenceCheck: ConvergenceCheck[T]

  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
    AnyRef
    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 infiniteIterations(f: DF, state: State): Iterator[State]

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

    Attributes
    protected

  19. final def isInstanceOf[T0]: Boolean

    Definition Classes
    Any

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

  21. def logger: LazyLogger

    Attributes
    protected
    Definition Classes
    SerializableLogging

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

    Definition Classes
    FirstOrderMinimizer → Minimizer

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

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

    Definition Classes
    AnyRef

  25. final def notify(): Unit

    Definition Classes
    AnyRef

  26. final def notifyAll(): Unit

    Definition Classes
    AnyRef

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

    Definition Classes
    AnyRef

  28. def toString(): String

    Definition Classes
    AnyRef → Any

  29. final def wait(): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

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

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

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

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

Inherited from SerializableLogging

Inherited from Serializable

Inherited from Serializable

Inherited from Minimizer[T, DF]

Inherited from AnyRef

Inherited from Any

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