33 #ifndef CLAPLACIANINFERENCEMETHODWITHLBFGS_H_
34 #define CLAPLACIANINFERENCEMETHODWITHLBFGS_H_
93 {
return "LaplacianInferenceMethodWithLBFGS";}
135 int max_linesearch = 1000,
137 int max_iterations = 1000,
141 bool enable_newton_if_fail =
true,
149 int orthantwise_start = 0,
150 int orthantwise_end = 1);
164 bool m_enable_newton_if_fail;
170 int m_max_linesearch;
176 int m_max_iterations;
209 int m_orthantwise_start;
212 int m_orthantwise_end;
227 void get_gradient_wrt_alpha(Eigen::Map<Eigen::VectorXd>* alpha,
228 Eigen::Map<Eigen::VectorXd>* gradient);
231 void get_psi_wrt_alpha(Eigen::Map<Eigen::VectorXd>* alpha,
virtual const char * get_name() const
The class Labels models labels, i.e. class assignments of objects.
virtual void set_lbfgs_parameters(int m=100, int max_linesearch=1000, int linesearch=LBFGS_LINESEARCH_DEFAULT, int max_iterations=1000, float64_t delta=0.0, int past=0, float64_t epsilon=1e-5, bool enable_newton_if_fail=true, float64_t min_step=1e-20, float64_t max_step=1e+20, float64_t ftol=1e-4, float64_t wolfe=0.9, float64_t gtol=0.9, float64_t xtol=1e-16, float64_t orthantwise_c=0.0, int orthantwise_start=0, int orthantwise_end=1)
An abstract class of the mean function.
The Laplace approximation inference method with LBFGS class.
static const float64_t epsilon
virtual ~CLaplacianInferenceMethodWithLBFGS()
The Laplace approximation inference method class.
virtual void update_alpha()
The class Features is the base class of all feature objects.
CLaplacianInferenceMethodWithLBFGS()
The Likelihood model base class.