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update the lbfgs optimizer #2337

Merged
merged 3 commits into from Jun 28, 2014
Merged

update the lbfgs optimizer #2337

merged 3 commits into from Jun 28, 2014

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yorkerlin
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@karlnapf
Please merge this first.
I will send additional two PRs for dual likelihoods and dual KL method respectively once this is merged.

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Changes Unknown when pulling c3f908e on yorkerlin:develop into * on shogun-toolbox:develop*.

@@ -391,6 +391,31 @@ typedef int (*lbfgs_progress_t)(
int ls
);

/**
* Callback interface to adjust step size based on constrains.
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typo "constraints"

@karlnapf
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Very nice!
But please unit test this (activated & deactivated) in some ways. As we are working in the internals of the solver, we really want to avoid any form of bugs. So not merging now.
Unit tests should not so much focus on numerical results here but make sure that these changes really do what they should and dont messup existing things

const float64_t strict_scale=1e-5;

//Init the parameters used for L-BFGS
lbfgs_parameter_t inti_lbfgs_parameters()
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typo init

@yorkerlin
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@karlnapf
travis is green. Please merge it. :)

@karlnapf
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Thanks! :)

karlnapf added a commit that referenced this pull request Jun 28, 2014
@karlnapf karlnapf merged commit 0fa7558 into shogun-toolbox:develop Jun 28, 2014
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3 participants