C# Class numl.Math.Optimization.Optimizer

Optimizer.
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Public Methods

Method Description
Optimizer ( Vector theta, int maxIterations, double learningRate = 1.0, double momentum = 0.9, OptimizationMethods optimizationMethod = OptimizationMethods.StochasticGradientDescent, OptimizationMethod optimizer = null ) : System

Initializes a new Optimizer using the default values. Theta to optimize. Maximum number of iterations. Learning Rate (alpha) (Optional). Momentum parameter for use in accelerated methods (Optional). Type of optimization method to use (Optional). An external typed optimization method to use (Optional).
Run ( ) : void

Runs the optimization routine for the set number of iterations.
RunAsync ( ) : System.Threading.Tasks.Task

Runs the optimization routine for the set number of iterations.
Step ( ) : void

Performs a single step of the optimization routine.

Method Details

Optimizer() public method

Initializes a new Optimizer using the default values. Theta to optimize. Maximum number of iterations. Learning Rate (alpha) (Optional). Momentum parameter for use in accelerated methods (Optional). Type of optimization method to use (Optional). An external typed optimization method to use (Optional).
public Optimizer ( Vector theta, int maxIterations, double learningRate = 1.0, double momentum = 0.9, OptimizationMethods optimizationMethod = OptimizationMethods.StochasticGradientDescent, OptimizationMethod optimizer = null ) : System
theta numl.Math.LinearAlgebra.Vector
maxIterations int
learningRate double
momentum double
optimizationMethod OptimizationMethods
optimizer numl.Math.Optimization.Methods.OptimizationMethod
return System

Run() public method

Runs the optimization routine for the set number of iterations.
public Run ( ) : void
return void

RunAsync() public method

Runs the optimization routine for the set number of iterations.
public RunAsync ( ) : System.Threading.Tasks.Task
return System.Threading.Tasks.Task

Step() public method

Performs a single step of the optimization routine.
public Step ( ) : void
return void