s_lbfgs.hpp File Reference

#include "../common.hpp"
#include "../seed.hpp"
#include "ring_buffer.hpp"
#include "stochastic_minimizer.hpp"
#include <Eigen/Eigen>
#include <autodiff/reverse/var.hpp>
#include <autodiff/reverse/var/eigen.hpp>
#include <chrono>
#include <cmath>
#include <numeric>
#include <random>

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Classes
class	cpu_mlp::SLBFGS< V, M >
	Stochastic Limited-memory BFGS (S-LBFGS) minimizer. More...

Namespaces
	cpu_mlp

Functions
template<typename V , typename BatchFn >
V	cpu_mlp::finite_difference_hvp_batch (BatchFn &g, const V &weights, const std::vector< size_t > &indices, const V &v, double epsilon=1e-4)
template<typename V >
V	cpu_mlp::lbfgs_two_loop (const RingBuffer< V > &s_list, const RingBuffer< V > &y_list, const RingBuffer< double > &rho_list, const V &v)