Enum BFGS.ConvergenceCriteria
Convergence criteria:
- Gradient: |grad F|/sqrt(dimensions) <= eps
- Objective: |F(k+1)-F(k)|<=eps*max{|F(k)|,|F(k+1)|,1}
Namespace: Microsoft.ML.Probabilistic.Math
Assembly: Microsoft.ML.Probabilistic.dll
Syntax
public enum ConvergenceCriteriaFields
| Name | Description |
|---|---|
| Gradient | |grad F|/sqrt(dimensions) <= eps |
| Objective | |F(k+1)-F(k)|<=eps*max{|F(k)|,|F(k+1)|,1} |