OpenANN::LBFGS Class Reference

Limited storage Broyden-Fletcher-Goldfarb-Shanno. More...

#include <LBFGS.h>

Inheritance diagram for OpenANN::LBFGS:

Public Member Functions
	LBFGS (int m=10)
	Create L-BFGS optimizer. More...
virtual	~LBFGS ()
virtual void	setStopCriteria (const StoppingCriteria &stop)
	Pass the stop criteria. More...
virtual void	setOptimizable (Optimizable &optimizable)
	Pass the objective function. More...
virtual void	optimize ()
	Optimize until the optimization meets the stop criteria. More...
virtual bool	step ()
	Execute one optimization step. More...
void	initialize ()
void	reset ()
virtual Eigen::VectorXd	result ()
	Determine the best result. More...
virtual std::string	name ()
	Get the name of the optimization algorithm. More...
Public Member Functions inherited from OpenANN::Optimizer
virtual	~Optimizer ()

Detailed Description

Limited storage Broyden-Fletcher-Goldfarb-Shanno.

L-BFGS is a quasi-Newton optimization algorithm that uses a low-rank approximation of the Hessian (second derivative).

Constructor & Destructor Documentation

OpenANN::LBFGS::LBFGS

(

int

m = 10)

Create L-BFGS optimizer.

Parameters

m	Number of corrections of the Hessian approximation update in BFGS scheme. Small values cause worse convergence, bigger values will not cause a considerably better convergence, but will decrease the performance.

virtual OpenANN::LBFGS::~LBFGS ( )

inlinevirtual

Member Function Documentation

void OpenANN::LBFGS::initialize

(

)

virtual std::string OpenANN::LBFGS::name ( )

virtual

Get the name of the optimization algorithm.

Returns

name of the optimization algorithm

Implements OpenANN::Optimizer.

virtual void OpenANN::LBFGS::optimize ( )

virtual

Optimize until the optimization meets the stop criteria.

Implements OpenANN::Optimizer.

void OpenANN::LBFGS::reset

(

)

virtual Eigen::VectorXd OpenANN::LBFGS::result ( )

virtual

Determine the best result.

Returns

the best parameter the algorithm found

Implements OpenANN::Optimizer.

virtual void OpenANN::LBFGS::setOptimizable ( Optimizable &  optimizable)

virtual

Pass the objective function.

Parameters

optimizable

objective function, e. g. error function of an ANN

Implements OpenANN::Optimizer.

virtual void OpenANN::LBFGS::setStopCriteria ( const StoppingCriteria &  sc)

virtual

Pass the stop criteria.

Parameters

sc	the parameters used to stop the optimization

Implements OpenANN::Optimizer.

virtual bool OpenANN::LBFGS::step ( )

virtual

Execute one optimization step.

Implements OpenANN::Optimizer.

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The documentation for this class was generated from the following file:

• OpenANN/optimization/LBFGS.h