Package ai.libs.jaicore.math.gradientdescent

Interface IGradientBasedOptimizer

All Known Implementing Classes:

GradientDescentOptimizer

public interface IGradientBasedOptimizer

Interface for an optimizer that is based on a gradient descent and gets a differentiable function and the derivation of said function to solve an optimization problem.

Method Summary

Modifier and Type	Method	Description
org.api4.java.common.math.IVector	optimize(IGradientDescendableFunction descendableFunction, IGradientFunction gradient, org.api4.java.common.math.IVector initialGuess)	Optimize the given function based on its derivation.

Method Detail

optimize

org.api4.java.common.math.IVector optimize(IGradientDescendableFunction descendableFunction,
                                           IGradientFunction gradient,
                                           org.api4.java.common.math.IVector initialGuess)

Optimize the given function based on its derivation.

Parameters:

descendableFunction - the function to optimize

gradient - the first order derivate of the function

initialGuess - the initial guess for the parameters that shall be optimized

Returns:

the optimized vector