SHOGUN  6.1.3
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,
113  int32_t max_iterations = 1000,
114  float64_t delta = 0.0,
115  int32_t past = 0,
116  float64_t epsilon = 1e-5,
117  float64_t min_step = 1e-20,
118  float64_t max_step = 1e+20,
119  float64_t ftol = 1e-4,
120  float64_t wolfe = 0.9,
121  float64_t gtol = 0.9,
122  float64_t xtol = 1e-16,
123  float64_t orthantwise_c = 0.0,
124  int32_t orthantwise_start = 0,
125  int32_t orthantwise_end = 1);
126 
127 private:
131  static float64_t evaluate(void *obj,
132  const float64_t *variable,
133  float64_t *gradient,
134  const int32_t dim,
135  const float64_t step);
136 
138  void init();
139 
140 protected:
142  virtual void init_minimization();
143 
145  int32_t m_m;
146 
149 
152 
155 
158 
160  int32_t m_past;
161 
164 
167 
170 
173 
176 
179 
182 
185 
188 
191 
194 };
195 
196 }
197 #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:60
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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