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Definition of the backtracking line search algorithm based on the Armijo–Goldstein condition to determine the maximum amount to move along the given search direction. More...
Public Member Functions  
BacktrackingLineSearch (const double searchParameter=0.1)  
Construct the BacktrackingLineSearch object with the given function and parameters. More...  
template < typename DecomposableFunctionType >  
void  Update (DecomposableFunctionType &function, double &stepSize, arma::mat &iterate, const arma::mat &gradient, const double gradientNorm, const double, const size_t offset, const size_t, const size_t backtrackingBatchSize, const bool reset) 
This function is called in each iteration. More...  
Detailed Description
Definition of the backtracking line search algorithm based on the Armijo–Goldstein condition to determine the maximum amount to move along the given search direction.
For more information, please refer to:
Definition at line 40 of file backtracking_line_search.hpp.
Constructor & Destructor Documentation
◆ BacktrackingLineSearch()

inline 
Construct the BacktrackingLineSearch object with the given function and parameters.
The defaults here are not necessarily good for the given problem, so it is suggested that the values used be tailored to the task at hand.
 Parameters

function Function to be optimized (minimized).
Definition at line 51 of file backtracking_line_search.hpp.
Member Function Documentation
◆ Update()

inline 
This function is called in each iteration.
 Template Parameters

DecomposableFunctionType Type of the function to be optimized.
 Parameters

function Function to be optimized (minimized). stepSize Step size to be used for the given iteration. iterate Parameters that minimize the function. gradient The gradient matrix. gradientNorm The gradient norm to be used for the given iteration. offset The batch offset to be used for the given iteration. batchSize Batch size to be used for the given iteration. backtrackingBatchSize Backtracking batch size to be used for the given iteration. reset Reset the step size decay parameter.
Definition at line 71 of file backtracking_line_search.hpp.
The documentation for this class was generated from the following file:
 /var/www/www.mlpack.org/mlpackgit/src/mlpack/core/optimizers/bigbatch_sgd/backtracking_line_search.hpp
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