backtrack_linesearch: Backtrack linesearch

Description Usage Arguments Value

View source: R/lr_funcs.r

Description

Backtracking linesearch to find "optimal" step size

Usage

1
backtrack_linesearch(f, gradf, x, deltax, alpha, beta)

Arguments

f

function to minimising

gradf

gradient of f

x

parameter to optimising over

deltax

newton step

alpha

linesearch parameter

beta

linesearch update parameter

Value

stop to take


ant-stephenson/lhc documentation built on Jan. 28, 2021, 3:47 p.m.