View source: R/DiscrimOD_assist.r
getLBFGSInfo | R Documentation |
Create a list with L-BFGS parameters for optimal discrimination design search.
getLBFGSInfo(
IF_INNER_LBFGS = TRUE,
LBFGS_RETRY = 1,
LBFGS_MAXIT = 0,
LBFGS_LM = 6,
FVAL_EPS = 0,
GRAD_EPS = 1e-05,
LINESEARCH_MAXTRIAL = 20,
LINESEARCH_MAX = 1e+20,
LINESEARCH_MIN = 1e-20,
LINESEARCH_ARMIJO = 1e-04,
LINESEARCH_WOLFE = 0.9,
FD_DELTA = 0.001
)
IF_INNER_LBFGS |
The logical input |
LBFGS_RETRY |
The integer number of total trials of L-BFGS in computing the minimal distance with randomly generated initial values. The default is 1. |
LBFGS_MAXIT |
The integer number of maximal iteration of L-BFGS algorithm. The default is 0 and L-BFGS stops when it converges. |
LBFGS_LM |
The integer number of corrections to approximate the inverse hessian matrix. The default is 6. |
FVAL_EPS |
The tolerance value, |
GRAD_EPS |
The tolerance value, |
LINESEARCH_MAXTRIAL |
The integer number of maximal trial of More-Thuente line search routine. The default is 20. |
LINESEARCH_MAX |
The maximal step size in the line search routine. The default is 1e20. |
LINESEARCH_MIN |
The minimal step size in the line search routine. The default is 1e-20. |
LINESEARCH_ARMIJO |
A parameter to control the accuracy of the line search routine. The default value
is |
LINESEARCH_WOLFE |
A coefficient for the Wolfe condition in the line search routine. The default
value is 0.9. This parameter should be greater than |
FD_DELTA |
A small value for the gap of finite difference method for computing the gradient. The default is |
The list of L-BFGS parameter settings.
# Get default settings with 2 repeatedly trails for L-BFGS algorithm.
LBFGS_INFO <- getLBFGSInfo(LBFGS_RETRY = 2)
# If wanted to disable L-BFGS for the inner optimization loop and
# use NestedPSO algorithm (Chen et al., 2015), we need the options
# for the two-layer PSO: c(outer loop option, inner loop option)
NESTEDPSO_INFO <- getPSOInfo(nSwarm = c(16, 32), maxIter = c(100, 200))
# Also, disable the L-BFGS algorithm
LBFGS_NOTRUN <- getLBFGSInfo(IF_INNER_LBFGS = FALSE)
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