scalanlp/breeze

Breeze LBFGS Preconditionner

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#271 opened on Jul 1, 2014

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Description

When I seed the LBFGS with a vector very close to the optimal solution, the first pass move away from the optimal, then returns after few passes. The issue is about the implementing custom preconditioner (like the standard Jacobi preconditioner)

Contributor guide

Research direction
Study the existing LBFGS implementation in Breeze, identify where the preconditioner is missing, and implement a Jacobi preconditioner by scaling the gradient with the diagonal of the Hessian.
Tech stack
scala
Domain
machine learning
Issue type
Feature
DifficultyEstimated implementation difficulty for a new contributor, from 1 for very small changes to 5 for expert-level work.
3
Estimated timeA rough time range for an experienced contributor to investigate, implement, test, and prepare a pull request.
1-2 days
Activity statusHow available the issue appears right now: fresh, active, stale, blocked, or waiting on maintainer input.
Active
ClarityHow clearly the issue explains the expected change, acceptance criteria, and next step.
Mostly clear
Prerequisites
ScalaOptimization algorithms
Newbie friendlinessA 1-100 score estimating how approachable this issue is for first-time contributors.
55