Class

breeze.optimize.StochasticGradientDescent

SimpleSGD

Related Doc: package StochasticGradientDescent

Permalink

class SimpleSGD[T] extends StochasticGradientDescent[T]

Linear Supertypes
Ordering
  1. Alphabetic
  2. By Inheritance
Inherited
  1. SimpleSGD
  2. StochasticGradientDescent
  3. FirstOrderMinimizer
  4. SerializableLogging
  5. Serializable
  6. Serializable
  7. Minimizer
  8. AnyRef
  9. Any
  1. Hide All
  2. Show All
Visibility
  1. Public
  2. All

Instance Constructors

  1. new SimpleSGD(initialStepSize: Double = 4, maxIter: Int = 100)(implicit vs: NormedModule[T, Double])

    Permalink

Type Members

  1. type History = Unit

    Permalink

    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.

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

    Permalink
    Definition Classes
    FirstOrderMinimizer

Value Members

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

    Permalink
    Definition Classes
    AnyRef → Any
  2. final def ##(): Int

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

    Permalink
    Definition Classes
    AnyRef → Any
  4. def adjust(newX: T, newGrad: T, newVal: Double): (Double, T)

    Permalink
    Attributes
    protected
    Definition Classes
    FirstOrderMinimizer
  5. def adjustFunction(f: StochasticDiffFunction[T]): StochasticDiffFunction[T]

    Permalink
    Attributes
    protected
    Definition Classes
    FirstOrderMinimizer
  6. final def asInstanceOf[T0]: T0

    Permalink
    Definition Classes
    Any
  7. def calculateObjective(f: StochasticDiffFunction[T], x: T, history: History): (Double, T)

    Permalink
    Attributes
    protected
    Definition Classes
    FirstOrderMinimizer
  8. def chooseDescentDirection(state: State, fn: StochasticDiffFunction[T]): T

    Permalink
    Attributes
    protected
    Definition Classes
    StochasticGradientDescentFirstOrderMinimizer
  9. def clone(): AnyRef

    Permalink
    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @HotSpotIntrinsicCandidate() @throws( ... )
  10. val convergenceCheck: ConvergenceCheck[T]

    Permalink
    Definition Classes
    FirstOrderMinimizer
  11. val defaultStepSize: Double

    Permalink
    Definition Classes
    StochasticGradientDescent
  12. def determineStepSize(state: State, f: StochasticDiffFunction[T], dir: T): Double

    Permalink

    Choose a step size scale for this iteration.

    Choose a step size scale for this iteration.

    Default is eta / math.pow(state.iter + 1,2.0 / 3.0)

    Definition Classes
    StochasticGradientDescentFirstOrderMinimizer
  13. final def eq(arg0: AnyRef): Boolean

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

    Permalink
    Definition Classes
    AnyRef → Any
  15. final def getClass(): Class[_]

    Permalink
    Definition Classes
    AnyRef → Any
    Annotations
    @HotSpotIntrinsicCandidate()
  16. def hashCode(): Int

    Permalink
    Definition Classes
    AnyRef → Any
    Annotations
    @HotSpotIntrinsicCandidate()
  17. def infiniteIterations(f: StochasticDiffFunction[T], state: State): Iterator[State]

    Permalink
    Definition Classes
    FirstOrderMinimizer
  18. def initialHistory(f: StochasticDiffFunction[T], init: T): Unit

    Permalink
    Definition Classes
    SimpleSGDFirstOrderMinimizer
  19. def initialState(f: StochasticDiffFunction[T], init: T): State

    Permalink
    Attributes
    protected
    Definition Classes
    FirstOrderMinimizer
  20. final def isInstanceOf[T0]: Boolean

    Permalink
    Definition Classes
    Any
  21. def iterations(f: StochasticDiffFunction[T], init: T): Iterator[State]

    Permalink
    Definition Classes
    FirstOrderMinimizer
  22. def logger: LazyLogger

    Permalink
    Attributes
    protected
    Definition Classes
    SerializableLogging
  23. val maxIter: Int

    Permalink
    Definition Classes
    StochasticGradientDescent
  24. def minimize(f: StochasticDiffFunction[T], init: T): T

    Permalink
    Definition Classes
    FirstOrderMinimizerMinimizer
  25. def minimizeAndReturnState(f: StochasticDiffFunction[T], init: T): State

    Permalink
    Definition Classes
    FirstOrderMinimizer
  26. final def ne(arg0: AnyRef): Boolean

    Permalink
    Definition Classes
    AnyRef
  27. final def notify(): Unit

    Permalink
    Definition Classes
    AnyRef
    Annotations
    @HotSpotIntrinsicCandidate()
  28. final def notifyAll(): Unit

    Permalink
    Definition Classes
    AnyRef
    Annotations
    @HotSpotIntrinsicCandidate()
  29. final def synchronized[T0](arg0: ⇒ T0): T0

    Permalink
    Definition Classes
    AnyRef
  30. def takeStep(state: State, dir: T, stepSize: Double): T

    Permalink

    Projects the vector x onto whatever ball is needed.

    Projects the vector x onto whatever ball is needed. Can also incorporate regularization, or whatever.

    Default just takes a step

    Attributes
    protected
    Definition Classes
    StochasticGradientDescentFirstOrderMinimizer
  31. def toString(): String

    Permalink
    Definition Classes
    AnyRef → Any
  32. def updateHistory(newX: T, newGrad: T, newValue: Double, f: StochasticDiffFunction[T], oldState: State): Unit

    Permalink
    Definition Classes
    SimpleSGDFirstOrderMinimizer
  33. implicit val vspace: NormedModule[T, Double]

    Permalink
    Attributes
    protected
    Definition Classes
    StochasticGradientDescent
  34. final def wait(arg0: Long, arg1: Int): Unit

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

    Permalink
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  36. final def wait(): Unit

    Permalink
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

Deprecated Value Members

  1. def finalize(): Unit

    Permalink
    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @Deprecated @deprecated @throws( classOf[java.lang.Throwable] )
    Deprecated

    (Since version ) see corresponding Javadoc for more information.

Inherited from StochasticGradientDescent[T]

Inherited from SerializableLogging

Inherited from Serializable

Inherited from Serializable

Inherited from Minimizer[T, StochasticDiffFunction[T]]

Inherited from AnyRef

Inherited from Any

Ungrouped