scalanlp/breeze

Breeze LBFGS Preconditionner

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#271 创建于 2014年7月1日

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 (0 评论) (0 反应) (0 负责人)Scala (3,453 star) (690 fork)batch import
enhancementhelp wantedproject

描述

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)

贡献者指南

技术栈
无
领域
backenddata
议题类型
feature
难度面向新贡献者的预计实现难度，1 表示很小改动，5 表示专家级工作。
4
预计时间有经验贡献者完成调查、实现、测试并准备 pull request 的粗略时间范围。
3-5 days
活动状态议题当前的可参与程度：新鲜、活跃、陈旧、阻塞或等待维护者输入。
stale
清晰度议题是否清楚说明期望改动、验收标准和下一步。
mostly clear
前置要求
Basic understanding of LBFGS algorithmFamiliarity with ScalaKnowledge of numerical optimizationExperience with Breeze library
新手友好度1-100 的估计分数，表示该议题对首次贡献者的友好程度。
20
研究方向
Examine the existing LBFGS implementation in Breeze (likely in the breeze/src/main/scala/breeze/optimize/ directory). Understand the current preconditioner interface and how LBFGS uses it. Look for any related issues or PRs about preconditioners. Implement a Jacobi preconditioner as a starting point, following the pattern of existing optimization algorithms in the library. Consider writing tests and documentation for the new feature.
Breeze LBFGS Preconditionner · scalanlp/breeze#271 | Good First Issue