Skip to content
Switch branches/tags

Name already in use

A tag already exists with the provided branch name. Many Git commands accept both tag and branch names, so creating this branch may cause unexpected behavior. Are you sure you want to create this branch?
Go to file
Cannot retrieve contributors at this time
// Example implementation of an objective function class for linear regression
// and usage of the L-BFGS optimizer.
// Compilation:
// g++ example.cpp -o example -O3 -larmadillo
#include <iostream>
#include <armadillo>
#include <ensmallen.hpp>
class LinearRegressionFunction
LinearRegressionFunction(arma::mat& X, arma::vec& y) : X(X), y(y) { }
double EvaluateWithGradient(const arma::mat& theta, arma::mat& gradient)
const arma::vec tmp = X.t() * theta - y;
gradient = 2 * X * tmp;
return arma::dot(tmp,tmp);
const arma::mat& X;
const arma::vec& y;
int main(int argc, char** argv)
if (argc < 3)
std::cout << "usage: " << argv[0] << " n_dims n_points" << std::endl;
return -1;
int n_dims = atoi(argv[1]);
int n_points = atoi(argv[2]);
// generate noisy dataset with a slight linear pattern
arma::mat X(n_dims, n_points, arma::fill::randu);
arma::vec y( n_points, arma::fill::randu);
for (size_t i = 0; i < n_points; ++i)
double a = arma::randu();
X(1, i) += a;
y(i) += a;
LinearRegressionFunction lrf(X, y);
// create a Limited-memory BFGS optimizer object with default parameters
ens::L_BFGS opt;
opt.MaxIterations() = 10;
// initial point (uniform random)
arma::vec theta(n_dims, arma::fill::randu);
opt.Optimize(lrf, theta);
// theta now contains the optimized parameters
return 0;