breeze.optimize.StochasticGradientDescent

SimpleSGD

class SimpleSGD[T] extends StochasticGradientDescent[T]

Linear Supertypes
StochasticGradientDescent[T], FirstOrderMinimizer[T, StochasticDiffFunction[T]], SerializableLogging, Serializable, Serializable, Minimizer[T, StochasticDiffFunction[T]], AnyRef, Any
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Inherited
  1. SimpleSGD
  2. StochasticGradientDescent
  3. FirstOrderMinimizer
  4. SerializableLogging
  5. Serializable
  6. Serializable
  7. Minimizer
  8. AnyRef
  9. Any
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  1. Public
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Instance Constructors

  1. new SimpleSGD(initialStepSize: Double = 4, maxIter: Int = 100)(implicit vs: NormedModule[T, Double])

Type Members

  1. type History = Unit

    Any history the derived minimization function needs to do its updates.

    Any history the derived minimization function needs to do its updates. typically an approximation to the second derivative/hessian matrix.

    Definition Classes
    SimpleSGD → FirstOrderMinimizer

  2. type State = FirstOrderMinimizer.State[T, Info, History]

    Definition Classes
    FirstOrderMinimizer

Value Members

  1. final def !=(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef

  2. final def !=(arg0: Any): Boolean

    Definition Classes
    Any

  3. final def ##(): Int

    Definition Classes
    AnyRef → Any

  4. final def ==(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef

  5. final def ==(arg0: Any): Boolean

    Definition Classes
    Any

  6. def adjust(newX: T, newGrad: T, newVal: Double): (Double, T)

    Attributes
    protected
    Definition Classes
    FirstOrderMinimizer

  7. def adjustFunction(f: StochasticDiffFunction[T]): StochasticDiffFunction[T]

    Attributes
    protected
    Definition Classes
    FirstOrderMinimizer

  8. final def asInstanceOf[T0]: T0

    Definition Classes
    Any

  9. def calculateObjective(f: StochasticDiffFunction[T], x: T, history: History): (Double, T)

    Attributes
    protected
    Definition Classes
    FirstOrderMinimizer

  10. def chooseDescentDirection(state: State, fn: StochasticDiffFunction[T]): T

    Attributes
    protected
    Definition Classes
    StochasticGradientDescent → FirstOrderMinimizer

  11. def clone(): AnyRef

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

  12. val convergenceCheck: ConvergenceCheck[T]

    Definition Classes
    FirstOrderMinimizer

  13. val defaultStepSize: Double

    Definition Classes
    StochasticGradientDescent

  14. def determineStepSize(state: State, f: StochasticDiffFunction[T], dir: T): Double

    Choose a step size scale for this iteration.

    Choose a step size scale for this iteration.

    Default is eta / math.pow(state.iter + 1,2.0 / 3.0)

    Definition Classes
    StochasticGradientDescent → FirstOrderMinimizer

  15. final def eq(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef

  16. def equals(arg0: Any): Boolean

    Definition Classes
    AnyRef → Any

  17. def finalize(): Unit

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )

  18. final def getClass(): Class[_]

    Definition Classes
    AnyRef → Any

  19. def hashCode(): Int

    Definition Classes
    AnyRef → Any

  20. def infiniteIterations(f: StochasticDiffFunction[T], state: State): Iterator[State]

    Definition Classes
    FirstOrderMinimizer

  21. def initialHistory(f: StochasticDiffFunction[T], init: T): Unit

    Definition Classes
    SimpleSGD → FirstOrderMinimizer

  22. def initialState(f: StochasticDiffFunction[T], init: T): State

    Attributes
    protected
    Definition Classes
    FirstOrderMinimizer

  23. final def isInstanceOf[T0]: Boolean

    Definition Classes
    Any

  24. def iterations(f: StochasticDiffFunction[T], init: T): Iterator[State]

    Definition Classes
    FirstOrderMinimizer

  25. def logger: LazyLogger

    Attributes
    protected
    Definition Classes
    SerializableLogging

  26. def minimize(f: StochasticDiffFunction[T], init: T): T

    Definition Classes
    FirstOrderMinimizer → Minimizer

  27. def minimizeAndReturnState(f: StochasticDiffFunction[T], init: T): State

    Definition Classes
    FirstOrderMinimizer

  28. final def ne(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef

  29. final def notify(): Unit

    Definition Classes
    AnyRef

  30. final def notifyAll(): Unit

    Definition Classes
    AnyRef

  31. final def synchronized[T0](arg0: ⇒ T0): T0

    Definition Classes
    AnyRef

  32. def takeStep(state: State, dir: T, stepSize: Double): T

    Projects the vector x onto whatever ball is needed.

    Projects the vector x onto whatever ball is needed. Can also incorporate regularization, or whatever.

    Default just takes a step

    Attributes
    protected
    Definition Classes
    StochasticGradientDescent → FirstOrderMinimizer

  33. def toString(): String

    Definition Classes
    AnyRef → Any

  34. def updateHistory(newX: T, newGrad: T, newValue: Double, f: StochasticDiffFunction[T], oldState: State): Unit

    Definition Classes
    SimpleSGD → FirstOrderMinimizer

  35. implicit val vspace: NormedModule[T, Double]

    Attributes
    protected
    Definition Classes
    StochasticGradientDescent

  36. final def wait(): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

  37. final def wait(arg0: Long, arg1: Int): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

  38. final def wait(arg0: Long): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

Inherited from StochasticGradientDescent[T]

Inherited from FirstOrderMinimizer[T, StochasticDiffFunction[T]]

Inherited from SerializableLogging

Inherited from Serializable

Inherited from Serializable

Inherited from Minimizer[T, StochasticDiffFunction[T]]

Inherited from AnyRef

Inherited from Any

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