Struct LbfgsState

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pub struct LbfgsState {
    pub lr: f64,
    pub m: usize,
    pub s_history: Vec<Vec<f64>>,
    pub y_history: Vec<Vec<f64>>,
    pub prev_params: Option<Vec<f64>>,
    pub prev_grad: Option<Vec<f64>>,
}

Expand description

L-BFGS optimizer state.

Limited-memory Broyden-Fletcher-Goldfarb-Shanno quasi-Newton method. Maintains a history of m most recent (s, y) pairs to approximate the inverse Hessian without storing it explicitly.

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§lr: f64§m: usize

History size (default 10)

§s_history: Vec<Vec<f64>>

Parameter differences: s_k = params_{k+1} - params_k

§y_history: Vec<Vec<f64>>

Gradient differences: y_k = grad_{k+1} - grad_k

§prev_params: Option<Vec<f64>>§prev_grad: Option<Vec<f64>>

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impl LbfgsState

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pub fn new(lr: f64, m: usize) -> Self

Auto Trait Implementations§

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impl UnwindSafe for LbfgsState

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