Merge pull request #136 from rcurtin/lbfgs-scaling-factor

Check L-BFGS scaling factor for convergence
mlpack · Sep 18, 2019 · 0f9dc82 · 0f9dc82
2 parents 649010c + 053c79c
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diff --git a/HISTORY.md b/HISTORY.md
@@ -1,3 +1,8 @@
+### ensmallen ?.??.?
+###### ????-??-??
+  * Add additional L-BFGS convergence check
+    ([#136](https://github.com/mlpack/ensmallen/pull/136)).
+
 ### ensmallen 2.10.2: "Fried Chicken"
 ###### 2019-09-11
   * Add release script to rel/ for maintainers

diff --git a/include/ensmallen_bits/lbfgs/lbfgs_impl.hpp b/include/ensmallen_bits/lbfgs/lbfgs_impl.hpp
@@ -409,6 +409,12 @@ L_BFGS::Optimize(FunctionType& function,
 
     // Choose the scaling factor.
     double scalingFactor = ChooseScalingFactor(itNum, gradient, s, y);
+    if (scalingFactor == 0.0)
+    {
+      Info << "L-BFGS scaling factor computed as 0 (terminating successfully)."
+          << std::endl;
+      break;
+    }
 
     // Build an approximation to the Hessian and choose the search
     // direction for the current iteration.