Class/Object

breeze.optimize

FirstOrderMinimizer

Related Docs: object FirstOrderMinimizer | package optimize

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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
  1. Public
  2. All

Instance Constructors

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

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

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Type Members

  1. abstract type History

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    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]

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Abstract Value Members

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

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    Attributes
    protected

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

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    Attributes
    protected

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

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    Attributes
    protected

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

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    Attributes
    protected

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

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    Attributes
    protected

Concrete Value Members

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

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    Definition Classes
    AnyRef → Any

  2. final def ##(): Int

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    Definition Classes
    AnyRef → Any

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

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    Definition Classes
    AnyRef → Any

  4. def adjust(newX: T, newGrad: T, newVal: Double): (Double, T)

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    Attributes
    protected

  5. def adjustFunction(f: DF): DF

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    Attributes
    protected

  6. final def asInstanceOf[T0]: T0

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    Definition Classes
    Any

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

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    Attributes
    protected

  8. def clone(): AnyRef

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

  9. val convergenceCheck: ConvergenceCheck[T]

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

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    Definition Classes
    AnyRef

  11. def equals(arg0: Any): Boolean

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    Definition Classes
    AnyRef → Any

  12. def finalize(): Unit

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

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

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    Definition Classes
    AnyRef → Any

  14. def hashCode(): Int

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    Definition Classes
    AnyRef → Any

  15. def infiniteIterations(f: DF, state: State): Iterator[State]

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

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    Attributes
    protected

  17. final def isInstanceOf[T0]: Boolean

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    Definition Classes
    Any

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

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  19. def logger: LazyLogger

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    Attributes
    protected
    Definition Classes
    SerializableLogging

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

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    Definition Classes
    FirstOrderMinimizer → Minimizer

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

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

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    Definition Classes
    AnyRef

  23. final def notify(): Unit

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    Definition Classes
    AnyRef

  24. final def notifyAll(): Unit

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    Definition Classes
    AnyRef

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

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    Definition Classes
    AnyRef

  26. def toString(): String

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    Definition Classes
    AnyRef → Any

  27. final def wait(): Unit

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

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

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    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

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

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    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

Ungrouped