lbfgs

lbfgs(f, x0, options?): any

Defined in: lbfgs.js:39

Minimize a function with L-BFGS.

Parameters

f

Function

Objective: (x) => number or (x) => {loss, gradient}

x0

number[]

Initial parameters

options?

c1?

number

Line search sufficient-decrease constant

c2?

number

Line search curvature constant

fTol?

number

Relative function-decrease tolerance

grad?

Function

Gradient: (x) => Array (finite differences otherwise)

maxIter?

number

Maximum iterations

memory?

number

Number of curvature pairs kept

tol?

number

Convergence tolerance on the gradient norm

verbose?

boolean

Returns

any

{x, fx, iterations, fevals, converged, history}