C# Class Accord.Math.Optimization.ResilientBackpropagation

Resilient Backpropagation method for unconstrained optimization.
Inheritance: BaseGradientOptimizationMethod, IGradientOptimizationMethod
Show file Open project: accord-net/framework Class Usage Examples

Public Methods

Method Description
Reset ( double rate ) : void

Resets the current update steps using the given learning rate.

ResilientBackpropagation ( NonlinearObjectiveFunction function ) : System

Creates a new instance of the L-BFGS optimization algorithm.

ResilientBackpropagation ( int numberOfVariables ) : System

Creates a new ResilientBackpropagation function optimizer.

ResilientBackpropagation ( int numberOfVariables, double>.Func function, double[]>.Func gradient ) : System

Creates a new instance of the L-BFGS optimization algorithm.

Protected Methods

Method Description
OnProgressChanged ( ProgressChangedEventArgs args ) : void

Raises the E:ProgressChanged event.

Optimize ( ) : bool

Implements the actual optimization algorithm. This method should try to minimize the objective function.

Private Methods

Method Description
init ( int numberOfVariables ) : void
runEpoch ( ) : double

Method Details

OnProgressChanged() protected method

Raises the E:ProgressChanged event.
protected OnProgressChanged ( ProgressChangedEventArgs args ) : void
args System.ComponentModel.ProgressChangedEventArgs The instance containing the event data.
return void

Optimize() protected method

Implements the actual optimization algorithm. This method should try to minimize the objective function.
protected Optimize ( ) : bool
return bool

Reset() public method

Resets the current update steps using the given learning rate.
public Reset ( double rate ) : void
rate double
return void

ResilientBackpropagation() public method

Creates a new instance of the L-BFGS optimization algorithm.
public ResilientBackpropagation ( NonlinearObjectiveFunction function ) : System
function NonlinearObjectiveFunction The function to be optimized.
return System

ResilientBackpropagation() public method

Creates a new ResilientBackpropagation function optimizer.
public ResilientBackpropagation ( int numberOfVariables ) : System
numberOfVariables int The number of parameters in the function to be optimized.
return System

ResilientBackpropagation() public method

Creates a new instance of the L-BFGS optimization algorithm.
public ResilientBackpropagation ( int numberOfVariables, double>.Func function, double[]>.Func gradient ) : System
numberOfVariables int The number of free parameters in the function to be optimized.
function double>.Func The function to be optimized.
gradient double[]>.Func The gradient of the function.
return System