Classe « HessianUpdateStrategy »

Informations générales

Héritage

builtins.object
    HessianUpdateStrategy

Définition

class HessianUpdateStrategy(builtins.object):

help(HessianUpdateStrategy)

Interface for implementing Hessian update strategies.

Many optimization methods make use of Hessian (or inverse Hessian)
approximations, such as the quasi-Newton methods BFGS, SR1, L-BFGS.
Some of these  approximations, however, do not actually need to store
the entire matrix or can compute the internal matrix product with a
given vector in a very efficiently manner. This class serves as an
abstract interface between the optimization algorithm and the
quasi-Newton update strategies, giving freedom of implementation
to store and update the internal matrix as efficiently as possible.
Different choices of initialization and update procedure will result
in different quasi-Newton strategies.

Four methods should be implemented in derived classes: ``initialize``,
``update``, ``dot`` and ``get_matrix``. The matrix multiplication
operator ``@`` is also defined to call the ``dot`` method.

Notes
-----
Any instance of a class that implements this interface,
can be accepted by the method ``minimize`` and used by
the compatible solvers to approximate the Hessian (or
inverse Hessian) used by the optimization algorithms.

Constructeur(s)

Signature du constructeur	Description
__init__(self, /, args, *kwargs)	Initialize self. See help(type(self)) for accurate signature. _{[extrait de __init__.__doc__]}

Liste des opérateurs

Signature de l'opérateur	Description
__matmul__(self, p)

Opérateurs hérités de la classe object

__eq__, __ge__, __gt__, __le__, __lt__, __ne__

Liste des méthodes

Toutes les méthodes Méthodes d'instance Méthodes statiques

Signature de la méthode	Description
dot(self, p)	Compute the product of the internal matrix with the given vector. _{[extrait de dot.__doc__]}
get_matrix(self)	Return current internal matrix. _{[extrait de get_matrix.__doc__]}
initialize(self, n, approx_type)	Initialize internal matrix. _{[extrait de initialize.__doc__]}
update(self, delta_x, delta_grad)	Update internal matrix. _{[extrait de update.__doc__]}