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Lower-memory batch optimization (L-BFGS) #12

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jaberg opened this issue Jul 11, 2012 · 0 comments
Open

Lower-memory batch optimization (L-BFGS) #12

jaberg opened this issue Jul 11, 2012 · 0 comments

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@jaberg
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jaberg commented Jul 11, 2012

The batch costs are sums. The derivatives are sums. No need to compute all data set at once, it wastes huge memory. How to give interface to not do this?

Idea - give same streams interface to lbfgs as fmin_sgd has. Algorithm iterates over all blocks accumulating gradient between each call to L-BFGS.

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