Implmenets LBFGS optimization. More...

#include <optimizer.h>

Inheritance diagram for LBFGSOptimizer:

Public Member Functions
	LBFGSOptimizer (const config::Optimizer &optimizer_config)

virtual void	AllocateMemory (const int rows, const int cols)

virtual void	Optimize (Matrix &gradient, Matrix &parameter)

virtual void	LoadParameters (hid_t file, const string &prefix)

virtual void	SaveParameters (hid_t file, const string &prefix)

virtual bool	IsAllocated ()

Public Member Functions inherited from Optimizer
	Optimizer (const config::Optimizer &optimizer_config)

virtual void	ReduceLearningRate (float factor)

Protected Attributes
Matrix	q_

Matrix	last_q_

Matrix	last_w_

const int	m_

vector< float >	rho_

vector< float >	alpha_

vector< float >	beta_

vector< Matrix >	s_

vector< Matrix >	y_

int	start_

Protected Attributes inherited from Optimizer
const config::Optimizer::Decay	epsilon_decay_type_

float	epsilon_

float	minimum_epsilon_

const int	epsilon_decay_timescale_

const int	start_optimization_after_

const float	l2_decay_

const float	weight_norm_limit_

const float	weight_norm_constraint_

int	step_

Additional Inherited Members
Static Public Member Functions inherited from Optimizer
static Optimizer *	ChooseOptimizer (const config::Optimizer &config)

Protected Member Functions inherited from Optimizer
float	GetDecayedEpsilon () const

void	ApplyConstraints (Matrix &parameter)

Detailed Description

Implmenets LBFGS optimization.

This class is under construction.

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

Public Member Functions