abstract class FirstOrderMinimizer[T, DF <: StochasticDiffFunction[T]] extends Minimizer[T, DF] with SerializableLogging

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  4. Minimizer
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Visibility
  1. Public
  2. Protected

Instance Constructors

  1. new FirstOrderMinimizer(maxIter: Int = -1, tolerance: Double = 1E-6, fvalMemory: Int = 100, relativeTolerance: Boolean = true)(implicit space: NormedModule[T, Double])
  2. new FirstOrderMinimizer(convergenceCheck: ConvergenceCheck[T])(implicit space: NormedModule[T, Double])

Type Members

  1. abstract type History

    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.

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

Abstract Value Members

  1. abstract def chooseDescentDirection(state: State, f: DF): T
    Attributes
    protected
  2. abstract def determineStepSize(state: State, f: DF, direction: T): Double
    Attributes
    protected
  3. abstract def initialHistory(f: DF, init: T): History
    Attributes
    protected
  4. abstract def takeStep(state: State, dir: T, stepSize: Double): T
    Attributes
    protected
  5. abstract def updateHistory(newX: T, newGrad: T, newVal: Double, f: DF, oldState: State): History
    Attributes
    protected

Concrete 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
  5. def adjustFunction(f: DF): DF
    Attributes
    protected
  6. final def asInstanceOf[T0]: T0
    Definition Classes
    Any
  7. def calculateObjective(f: DF, x: T, history: History): (Double, T)
    Attributes
    protected
  8. def clone(): AnyRef
    Attributes
    protected[lang]
    Definition Classes
    AnyRef
    Annotations
    @throws(classOf[java.lang.CloneNotSupportedException]) @native() @IntrinsicCandidate()
  9. val convergenceCheck: ConvergenceCheck[T]
  10. final def eq(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  11. def equals(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef → Any
  12. final def getClass(): Class[_ <: AnyRef]
    Definition Classes
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    Annotations
    @native() @IntrinsicCandidate()
  13. def hashCode(): Int
    Definition Classes
    AnyRef → Any
    Annotations
    @native() @IntrinsicCandidate()
  14. def infiniteIterations(f: DF, state: State): Iterator[State]
  15. def initialState(f: DF, init: T): State
    Attributes
    protected
  16. final def isInstanceOf[T0]: Boolean
    Definition Classes
    Any
  17. def iterations(f: DF, init: T): Iterator[State]
  18. def logger: LazyLogger
    Attributes
    protected
    Definition Classes
    SerializableLogging
  19. def minimize(f: DF, init: T): T
    Definition Classes
    FirstOrderMinimizer → Minimizer
  20. def minimizeAndReturnState(f: DF, init: T): State
  21. final def ne(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  22. final def notify(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native() @IntrinsicCandidate()
  23. final def notifyAll(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native() @IntrinsicCandidate()
  24. final def synchronized[T0](arg0: => T0): T0
    Definition Classes
    AnyRef
  25. def toString(): String
    Definition Classes
    AnyRef → Any
  26. final def wait(arg0: Long, arg1: Int): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws(classOf[java.lang.InterruptedException])
  27. final def wait(arg0: Long): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws(classOf[java.lang.InterruptedException]) @native()
  28. final def wait(): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws(classOf[java.lang.InterruptedException])

Deprecated Value Members

  1. def finalize(): Unit
    Attributes
    protected[lang]
    Definition Classes
    AnyRef
    Annotations
    @throws(classOf[java.lang.Throwable]) @Deprecated
    Deprecated

Inherited from SerializableLogging

Inherited from Serializable

Inherited from Minimizer[T, DF]

Inherited from AnyRef

Inherited from Any

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