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Member
vladimir-ch
commented
Dec 17, 2014
- Implemented the other initial step size strategy described in Nocedal&Wright
- In some CG implementations the formula is attributed to Shanno&Phua, but for consistence with QuadraticStepSize the type's name FirstOrderStepSize rather refers to how the step size is estimated. ShannoPhuaStepSize is an alternative name anyway.
- This strategy seems to generate step size that work better with CG than those generated by QuadraticStepSize
- Improve QuadraticStepSize #16 should be reviewed and merged first
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stepsizers.go
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This needs a high-level comment about what it does.
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PTAL @btracey |
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stepsizers.go
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This is backward.
... estimated at |g|_inf / InitialStepFactor
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This is correct, we want to take a small step when the gradient is large (when it is small, the step size is bound by MaxStepSize).
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LGTM with the comment changes. |
The value 1.01 is strange and unnecessary, 1 is much more natural, simpler and in this context fulfills the same role.
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