Package jdistlib.inference

Class LbfgsOptimizer

java.lang.Object

jdistlib.inference.LbfgsOptimizer

public final class LbfgsOptimizer
extends Object

Small deterministic L-BFGS maximizer intended for initialization and MAP fits.

Method Summary

Modifier and Type	Method	Description
static OptimizationResult	maximize(DifferentiableLogDensity target, double[] initial, int maximumIterations, int historySize, double tolerance)
static OptimizationTrace	trace(DifferentiableLogDensity target, double[] initial, int maximumIterations, int historySize, double tolerance)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Details

maximize

public static OptimizationResult maximize(DifferentiableLogDensity target,
 double[] initial,
 int maximumIterations,
 int historySize,
 double tolerance)

trace

public static OptimizationTrace trace(DifferentiableLogDensity target,
 double[] initial,
 int maximumIterations,
 int historySize,
 double tolerance)