Struct liblbfgs::Orthantwise

pub struct Orthantwise {
    pub c: f64,
    pub start: i32,
    pub end: i32,
}

Orthant-Wise Limited-memory Quasi-Newton (OWL-QN) algorithm

Fields

c: f64

Coeefficient for the L1 norm of variables.

Setting this parameter to a positive value activates Orthant-Wise Limited-memory Quasi-Newton (OWL-QN) method, which minimizes the objective function F(x) combined with the L1 norm |x| of the variables, {F(x) + C |x|}. This parameter is the coeefficient for the |x|, i.e., C. As the L1 norm |x| is not differentiable at zero, the library modifies function and gradient evaluations from a client program suitably; a client program thus have only to return the function value F(x) and gradients G(x) as usual. The default value is 1.

start: i32

Start index for computing L1 norm of the variables.

This parameter is valid only for OWL-QN method (i.e., orthantwise_c != 0). This parameter b (0 <= b < N) specifies the index number from which the library computes the L1 norm of the variables x,

|x| := |x_{b}| + |x_{b+1}| + ... + |x_{N}| .

In other words, variables x_1, ..., x_{b-1} are not used for computing the L1 norm. Setting b (0 < b < N), one can protect variables, x_1, ..., x_{b-1} (e.g., a bias term of logistic regression) from being regularized. The default value is zero.

end: i32

End index for computing L1 norm of the variables.

This parameter is valid only for OWL-QN method (i.e., \ref orthantwise_c != 0). This parameter e (0 < e <= N) specifies the index number at which the library stops computing the L1 norm of the variables x,

Trait Implementations

impl Clone for Orthantwise

fn clone(&self) -> Orthantwise

Returns a copy of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Copy for Orthantwise

impl Debug for Orthantwise

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Default for Orthantwise

fn default() -> Self

Returns the "default value" for a type.