Module Lbfgs.Make

Parameters

• AD : Owl_algodiff_generic_sig.Sig with type AD.A.elt = Base.float
• Cast : Cast with type arr := AD.A.arr
• P : Owl_opt.Prms.PT

Signature

type fv = AD.t

type prm = AD.t

type prms = prm P.t

type f = Base.int -> prms -> fv

type adt =

| S

| M

type info = (Base.int * Base.int * Base.int Base.array * adt) P.t

val build_info : prms -> Base.int * info

val extract : (int * int * int array * adt) P.t -> (Base.float, Stdlib.Bigarray.float64_elt, Stdlib.Bigarray.c_layout) Stdlib.Bigarray.Array1.t -> AD.t P.t

val blit : ('a -> AD.t) -> (int * int * int array * 'b) P.t -> 'a P.t -> (Base.float, Stdlib.Bigarray.float64_elt, Stdlib.Bigarray.c_layout) Stdlib.Bigarray.Array1.t -> unit

type state = {

mutable fv_hist : Base.float Base.list;

mutable k : Base.int;

work : Owl_opt_lbfgs__.Bindings.work;

ps : (Base.float, Stdlib.Bigarray.float64_elt, Stdlib.Bigarray.c_layout) Stdlib.Bigarray.Array1.t;

n_prms : Base.int;

info : info;

}

type status =

| Stop of Base.float

| Continue of Base.float

type stop = Base.float -> state -> Base.bool

val iter : state -> Base.int

val prev_fv : state -> Base.float

val fv_hist : state -> Base.float Base.List.t

val prms : state -> AD.t P.t

val init : ?⁠corrections:int -> prms0:prms -> unit -> state

val f_df : f:(Base.int -> AD.t P.t -> AD.t) -> state -> (Base.float, Stdlib.Bigarray.float64_elt, Stdlib.Bigarray.c_layout) Stdlib.Bigarray.Array1.t -> (Base.float, Stdlib.Bigarray.float64_elt, Stdlib.Bigarray.c_layout) Stdlib.Bigarray.Array1.t -> float

val stop : Base.Float.t -> state -> bool

val step : (pgtol:float -> factr:float -> work:Owl_opt_lbfgs__.Bindings.work -> ((Base.float, Stdlib.Bigarray.float64_elt, Stdlib.Bigarray.c_layout) Stdlib.Bigarray.Array1.t -> (Base.float, Stdlib.Bigarray.float64_elt, Stdlib.Bigarray.c_layout) Stdlib.Bigarray.Array1.t -> float) -> (Base.float, Stdlib.Bigarray.float64_elt, Stdlib.Bigarray.c_layout) Stdlib.Bigarray.Array1.t -> 'a -> Owl_opt_lbfgs__.Bindings.lbfgs_status) -> ?⁠pgtol:float -> ?⁠factr:float -> ?⁠stop:(Base.Float.t -> state -> bool) -> f:(Base.int -> AD.t P.t -> AD.t) -> state -> 'a -> status

val lmin : pgtol:float -> factr:float -> work:Owl_opt_lbfgs__.Bindings.work -> (Owl_opt_lbfgs__.Bindings.vec -> Owl_opt_lbfgs__.Bindings.vec -> float) -> Owl_opt_lbfgs__.Bindings.vec -> Owl_opt_lbfgs__.Bindings.vec -> Owl_opt_lbfgs__.Bindings.lbfgs_status

val lmax : pgtol:float -> factr:float -> work:Owl_opt_lbfgs__.Bindings.work -> (Owl_opt_lbfgs__.Bindings.vec -> Owl_opt_lbfgs__.Bindings.vec -> float) -> Owl_opt_lbfgs__.Bindings.vec -> Owl_opt_lbfgs__.Bindings.vec -> Owl_opt_lbfgs__.Bindings.lbfgs_status

val optimise : (pgtol:float -> factr:float -> work:Owl_opt_lbfgs__.Bindings.work -> ((Base.float, Stdlib.Bigarray.float64_elt, Stdlib.Bigarray.c_layout) Stdlib.Bigarray.Array1.t -> (Base.float, Stdlib.Bigarray.float64_elt, Stdlib.Bigarray.c_layout) Stdlib.Bigarray.Array1.t -> float) -> (Base.float, Stdlib.Bigarray.float64_elt, Stdlib.Bigarray.c_layout) Stdlib.Bigarray.Array1.t -> (float, Stdlib.Bigarray.float64_elt, Stdlib.Bigarray.c_layout) Stdlib.Bigarray.Array1.t -> Owl_opt_lbfgs__.Bindings.lbfgs_status) -> ?⁠pgtol:float -> ?⁠factr:float -> ?⁠stop:(Base.Float.t -> state -> bool) -> f:(Base.int -> AD.t P.t -> AD.t) -> state -> Base.float

val min : ?⁠pgtol:float -> ?⁠factr:float -> ?⁠stop:(Base.Float.t -> state -> bool) -> f:(Base.int -> AD.t P.t -> AD.t) -> state -> Base.float

val max : ?⁠pgtol:float -> ?⁠factr:float -> ?⁠stop:(Base.Float.t -> state -> bool) -> f:(Base.int -> AD.t P.t -> AD.t) -> state -> Base.float