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LBFGSMinimizer.h
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31 
32 #ifndef CLBFGSMINIMIZER_H
33 #define CLBFGSMINIMIZER_H
36 namespace shogun
37 {
38 
41 {
42 public:
43  /* Default constructor */
45 
50 
51  /* Destructor */
52  virtual ~CLBFGSMinimizer();
53 
58  virtual const char* get_name() const { return "LBFGSMinimizer"; }
59 
60 
65  virtual float64_t minimize();
66 
71  virtual bool supports_batch_update() const {return true;}
72 
110  virtual void set_lbfgs_parameters(int32_t m = 100,
111  int32_t max_linesearch = 1000, ELBFGSLineSearch linesearch = BACKTRACKING_STRONG_WOLFE,
112  int32_t max_iterations = 1000,
113  float64_t delta = 0.0,
114  int32_t past = 0,
115  float64_t epsilon = 1e-5,
116  float64_t min_step = 1e-20,
117  float64_t max_step = 1e+20,
118  float64_t ftol = 1e-4,
119  float64_t wolfe = 0.9,
120  float64_t gtol = 0.9,
121  float64_t xtol = 1e-16,
122  float64_t orthantwise_c = 0.0,
123  int32_t orthantwise_start = 0,
124  int32_t orthantwise_end = 1);
125 
126 private:
130  static float64_t evaluate(void *obj,
131  const float64_t *variable,
132  float64_t *gradient,
133  const int32_t dim,
134  const float64_t step);
135 
137  void init();
138 
139 protected:
141  virtual void init_minimization();
142 
144  int32_t m_m;
145 
148 
151 
154 
157 
159  int32_t m_past;
160 
163 
166 
169 
172 
175 
178 
181 
184 
187 
190 
193 };
194 
195 }
196 #endif
virtual float64_t minimize()
virtual void init_minimization()
The class wraps the Shogun's C-style LBFGS minimizer.
double float64_t
Definition: common.h:50
The first order cost function base class.
virtual void set_lbfgs_parameters(int32_t m=100, int32_t max_linesearch=1000, ELBFGSLineSearch linesearch=BACKTRACKING_STRONG_WOLFE, int32_t max_iterations=1000, float64_t delta=0.0, int32_t past=0, float64_t epsilon=1e-5, float64_t min_step=1e-20, float64_t max_step=1e+20, float64_t ftol=1e-4, float64_t wolfe=0.9, float64_t gtol=0.9, float64_t xtol=1e-16, float64_t orthantwise_c=0.0, int32_t orthantwise_start=0, int32_t orthantwise_end=1)
all of classes and functions are contained in the shogun namespace
Definition: class_list.h:18
ELBFGSLineSearch
Definition: lbfgscommon.h:13
virtual const char * get_name() const
virtual bool supports_batch_update() const
SGVector< float64_t > m_target_variable
The first order minimizer base class.

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