Class LBFGS
Implements the LBFGS compact Quasi-Newton solver.
Inherited Members
Namespace: Microsoft.ML.Probabilistic.Math
Assembly: Microsoft.ML.Probabilistic.dll
Syntax
public class LBFGS : BFGSConstructors
LBFGS(Int32)
Limited-memory BFGS constructor
Declaration
public LBFGS(int approxDim)Parameters
| Type | Name | Description |
|---|---|---|
| Int32 | approxDim | Approximation dimension |
Fields
approxDim
Declaration
protected int approxDimField Value
| Type | Description |
|---|---|
| Int32 |
ess
Declaration
protected List<Vector> essField Value
| Type | Description |
|---|---|
| List<Vector> |
rho
Declaration
protected List<double> rhoField Value
| Type | Description |
|---|---|
| List<Double> |
wye
Declaration
protected List<Vector> wyeField Value
| Type | Description |
|---|---|
| List<Vector> |
Properties
ApproximationDimension
Number of dimesions to use in the approximation to the inverse Hessian.
Declaration
public int ApproximationDimension { get; set; }Property Value
| Type | Description |
|---|---|
| Int32 |
Methods
Run(Vector, Double, FunctionEval)
Run an unconstrained minimization using BFGS
Declaration
public override Vector Run(Vector x0, double normOfFirstStep, FunctionEval func)Parameters
| Type | Name | Description |
|---|---|---|
| Vector | x0 | Starting step |
| Double | normOfFirstStep | Norm of first step |
| FunctionEval | func | Multivariate function and derivative evaluator |
Returns
| Type | Description |
|---|---|
| Vector | The local minimum point |