LBFGS++
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#include <Param.h>
Public Member Functions | |
LBFGSParam () | |
void | check_param () const |
Public Attributes | |
int | m |
Scalar | epsilon |
int | past |
Scalar | delta |
int | max_iterations |
int | linesearch |
int | max_linesearch |
Scalar | min_step |
Scalar | max_step |
Scalar | ftol |
Scalar | wolfe |
Parameters to control the L-BFGS algorithm.
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inline |
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inline |
int LBFGSpp::LBFGSParam< Scalar >::m |
The number of corrections to approximate the inverse Hessian matrix. The L-BFGS routine stores the computation results of previous m iterations to approximate the inverse Hessian matrix of the current iteration. This parameter controls the size of the limited memories (corrections). The default value is 6
. Values less than 3
are not recommended. Large values will result in excessive computing time.
Scalar LBFGSpp::LBFGSParam< Scalar >::epsilon |
Tolerance for convergence test. This parameter determines the accuracy with which the solution is to be found. A minimization terminates when \(||g|| < \epsilon\cdot\max(1, ||x||)\), where \(||\cdot||\) denotes the Euclidean (L2) norm. The default value is 1e-5
.
int LBFGSpp::LBFGSParam< Scalar >::past |
Distance for delta-based convergence test. This parameter determines the distance \(d\) to compute the rate of decrease of the objective function, \(f_{k-d}(x)-f_k(x)\), where \(k\) is the current iteration step. If the value of this parameter is zero, the delta-based convergence test will not be performed. The default value is 0
.
Scalar LBFGSpp::LBFGSParam< Scalar >::delta |
Delta for convergence test. The algorithm stops when the following condition is met, \(|f_{k-d}(x)-f_k(x)|<\delta\cdot\max(1, |f_k(x)|, |f_{k-d}(x)|)\), where \(f_k(x)\) is the current function value, and \(f_{k-d}(x)\) is the function value \(d\) iterations ago (specified by the past parameter). The default value is 0
.
int LBFGSpp::LBFGSParam< Scalar >::max_iterations |
int LBFGSpp::LBFGSParam< Scalar >::linesearch |
int LBFGSpp::LBFGSParam< Scalar >::max_linesearch |
Scalar LBFGSpp::LBFGSParam< Scalar >::min_step |
Scalar LBFGSpp::LBFGSParam< Scalar >::max_step |
Scalar LBFGSpp::LBFGSParam< Scalar >::ftol |
Scalar LBFGSpp::LBFGSParam< Scalar >::wolfe |