c

breeze.optimize

StochasticAveragedGradient

class StochasticAveragedGradient[T] extends FirstOrderMinimizer[T, BatchDiffFunction[T]]

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Inherited
  1. StochasticAveragedGradient
  2. FirstOrderMinimizer
  3. SerializableLogging
  4. Serializable
  5. Serializable
  6. Minimizer
  7. AnyRef
  8. Any
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Visibility
  1. Public
  2. All

Instance Constructors

  1. new StochasticAveragedGradient(maxIter: Int = 1, initialStepSize: Double = 0.25, tuneStepFrequency: Int = 10, l2Regularization: Double = 0.0)(implicit vs: MutableInnerProductModule[T, Double])

Type Members

  1. case class History (stepSize: Double, range: IndexedSeq[Int], currentSum: T, previousGradients: IndexedSeq[T], nextPos: Int) extends Product with Serializable
  2. type State = FirstOrderMinimizer.State[T, Info, History]
    Definition Classes
    FirstOrderMinimizer

Value Members

  1. final def !=(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  2. final def ##(): Int
    Definition Classes
    AnyRef → Any
  3. final def ==(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  4. def adjust(newX: T, newGrad: T, newVal: Double): (Double, T)
    Attributes
    protected
    Definition Classes
    StochasticAveragedGradient → FirstOrderMinimizer
  5. def adjustFunction(f: BatchDiffFunction[T]): BatchDiffFunction[T]
    Attributes
    protected
    Definition Classes
    FirstOrderMinimizer
  6. final def asInstanceOf[T0]: T0
    Definition Classes
    Any
  7. def calculateObjective(f: BatchDiffFunction[T], x: T, history: History): (Double, T)
    Attributes
    protected
    Definition Classes
    StochasticAveragedGradient → FirstOrderMinimizer
  8. def chooseDescentDirection(state: State, f: BatchDiffFunction[T]): T
    Attributes
    protected
    Definition Classes
    StochasticAveragedGradient → FirstOrderMinimizer
  9. def clone(): AnyRef
    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  10. val convergenceCheck: ConvergenceCheck[T]
    Definition Classes
    FirstOrderMinimizer
  11. def determineStepSize(state: State, f: BatchDiffFunction[T], direction: T): Double
    Attributes
    protected
    Definition Classes
    StochasticAveragedGradient → FirstOrderMinimizer
  12. final def eq(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  13. def equals(arg0: Any): Boolean
    Definition Classes
    AnyRef → Any
  14. def finalize(): Unit
    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  15. final def getClass(): Class[_]
    Definition Classes
    AnyRef → Any
  16. def hashCode(): Int
    Definition Classes
    AnyRef → Any
  17. def infiniteIterations(f: BatchDiffFunction[T], state: State): Iterator[State]
    Definition Classes
    FirstOrderMinimizer
  18. def initialHistory(f: BatchDiffFunction[T], init: T): History
    Attributes
    protected
    Definition Classes
    StochasticAveragedGradient → FirstOrderMinimizer
  19. def initialState(f: BatchDiffFunction[T], init: T): State
    Attributes
    protected
    Definition Classes
    FirstOrderMinimizer
  20. final def isInstanceOf[T0]: Boolean
    Definition Classes
    Any
  21. def iterations(f: BatchDiffFunction[T], init: T): Iterator[State]
    Definition Classes
    FirstOrderMinimizer
  22. def logger: LazyLogger
    Attributes
    protected
    Definition Classes
    SerializableLogging
  23. def minimize(f: BatchDiffFunction[T], init: T): T
    Definition Classes
    FirstOrderMinimizer → Minimizer
  24. def minimizeAndReturnState(f: BatchDiffFunction[T], init: T): State
    Definition Classes
    FirstOrderMinimizer
  25. final def ne(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  26. final def notify(): Unit
    Definition Classes
    AnyRef
  27. final def notifyAll(): Unit
    Definition Classes
    AnyRef
  28. final def synchronized[T0](arg0: ⇒ T0): T0
    Definition Classes
    AnyRef
  29. def takeStep(state: State, dir: T, stepSize: Double): T
    Attributes
    protected
    Definition Classes
    StochasticAveragedGradient → FirstOrderMinimizer
  30. def toString(): String
    Definition Classes
    AnyRef → Any
  31. def updateHistory(newX: T, newGrad: T, newVal: Double, f: BatchDiffFunction[T], oldState: State): History
    Attributes
    protected
    Definition Classes
    StochasticAveragedGradient → FirstOrderMinimizer
  32. final def wait(): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  33. final def wait(arg0: Long, arg1: Int): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  34. final def wait(arg0: Long): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

Inherited from FirstOrderMinimizer[T, BatchDiffFunction[T]]

Inherited from SerializableLogging

Inherited from Serializable

Inherited from Serializable

Inherited from Minimizer[T, BatchDiffFunction[T]]

Inherited from AnyRef

Inherited from Any

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