jsat.math.optimization

Interface Optimizer

All Superinterfaces:

Serializable

All Known Implementing Classes:

IterativelyReweightedLeastSquares, NelderMead

public interface Optimizer
extends Serializable

This interface provides the contract for a multivariate numerical optimization method. An optimizer may be general or meant for a specific class of problems. Its goal is to find the value of the function that minimizes the prediction error.

Author:

Edward Raff

Method Summary

Modifier and Type	Method and Description
Vec	optimize(double eps, int iterationLimit, Function f, Function fd, Vec vars, List<Vec> inputs, Vec outputs) Performs optimization on the given inputs to find the minima of the function.
Vec	optimize(double eps, int iterationLimit, Function f, Function fd, Vec vars, List<Vec> inputs, Vec outputs, ExecutorService threadpool) Performs optimization on the given inputs to find the minima of the function.

Method Detail

optimize

Vec optimize(double eps,
             int iterationLimit,
             Function f,
             Function fd,
             Vec vars,
             List<Vec> inputs,
             Vec outputs,
             ExecutorService threadpool)

Performs optimization on the given inputs to find the minima of the function. Not all optimization functions require all the parameters to work, and may except some null values.

Parameters:

eps - the desired accuracy of the result.

iterationLimit - the maximum number of iteration steps to allow. This value must be positive

f - the function to optimize. This value can not be null

fd - the derivative of the function to optimize

vars - contains the initial estimate of the minima. The length should be equal to the number of variables being solved for. This value may be altered. This value can not be null.

inputs - a list of input data point values to learn from

outputs - a vector containing the true values for each data point in inputs

threadpool - a source of threads to perform computation with

Returns:

the computed value for the optimization.

optimize

Vec optimize(double eps,
             int iterationLimit,
             Function f,
             Function fd,
             Vec vars,
             List<Vec> inputs,
             Vec outputs)

Performs optimization on the given inputs to find the minima of the function. Not all optimization functions require all the parameters to work, and may except some null values.

Parameters:

eps - the desired accuracy of the result.

iterationLimit - the maximum number of iteration steps to allow. This value must be positive

f - the function to optimize. This value can not be null

fd - the derivative of the function to optimize

vars - contains the initial estimate of the minima. The length should be equal to the number of variables being solved for. This value may be altered. This value can not be null.

inputs - a list of input data point values to learn from

outputs - a vector containing the true values for each data point in inputs

Returns:

the computed value for the optimization.