資源簡介
實現Logistic Regression的開源代碼,LBFGS應該是目前普遍被采用的一種方法,代碼簡潔,注釋詳細,不得不擁有!
代碼片段和文件信息
/*
?*??????Limited?memory?BFGS?(L-BFGS).
?*
?*?Copyright?(c)?1990?Jorge?Nocedal
?*?Copyright?(c)?2007-2010?Naoaki?Okazaki
?*?All?rights?reserved.
?*
?*?Permission?is?hereby?granted?free?of?charge?to?any?person?obtaining?a?copy
?*?of?this?software?and?associated?documentation?files?(the?“Software“)?to?deal
?*?in?the?Software?without?restriction?including?without?limitation?the?rights
?*?to?use?copy?modify?merge?publish?distribute?sublicense?and/or?sell
?*?copies?of?the?Software?and?to?permit?persons?to?whom?the?Software?is
?*?furnished?to?do?so?subject?to?the?following?conditions:
?*
?*?The?above?copyright?notice?and?this?permission?notice?shall?be?included?in
?*?all?copies?or?substantial?portions?of?the?Software.
?*
?*?THE?SOFTWARE?IS?PROVIDED?“AS?IS“?WITHOUT?WARRANTY?OF?ANY?KIND?EXPRESS?OR
?*?IMPLIED?INCLUDING?BUT?NOT?LIMITED?TO?THE?WARRANTIES?OF?MERCHANTABILITY
?*?FITNESS?FOR?A?PARTICULAR?PURPOSE?AND?NONINFRINGEMENT.?IN?NO?EVENT?SHALL?THE
?*?AUTHORS?OR?COPYRIGHT?HOLDERS?BE?LIABLE?FOR?ANY?CLAIM?DAMAGES?OR?OTHER
?*?LIABILITY?WHETHER?IN?AN?ACTION?OF?CONTRACT?TORT?OR?OTHERWISE?ARISING?FROM
?*?OUT?OF?OR?IN?CONNECTION?WITH?THE?SOFTWARE?OR?THE?USE?OR?OTHER?DEALINGS?IN
?*?THE?SOFTWARE.
?*/
/*?$Id$?*/
/*
This?library?is?a?C?port?of?the?FORTRAN?implementation?of?Limited-memory
Broyden-Fletcher-Goldfarb-Shanno?(L-BFGS)?method?written?by?Jorge?Nocedal.
The?original?FORTRAN?source?code?is?available?at:
http://www.ece.northwestern.edu/~nocedal/lbfgs.html
The?L-BFGS?algorithm?is?described?in:
????-?Jorge?Nocedal.
??????Updating?Quasi-Newton?Matrices?with?Limited?Storage.
??????Mathematics?of?Computation?Vol.?35?No.?151?pp.?773--782?1980.
????-?Dong?C.?Liu?and?Jorge?Nocedal.
??????On?the?limited?memory?BFGS?method?for?large?scale?optimization.
??????Mathematical?Programming?B?Vol.?45?No.?3?pp.?503-528?1989.
The?line?search?algorithms?used?in?this?implementation?are?described?in:
????-?John?E.?Dennis?and?Robert?B.?Schnabel.
??????Numerical?Methods?for?Unconstrained?Optimization?and?Nonlinear
??????Equations?Englewood?Cliffs?1983.
????-?Jorge?J.?More?and?David?J.?Thuente.
??????Line?search?algorithm?with?guaranteed?sufficient?decrease.
??????ACM?Transactions?on?Mathematical?Software?(TOMS)?Vol.?20?No.?3
??????pp.?286-307?1994.
This?library?also?implements?Orthant-Wise?Limited-memory?Quasi-Newton?(OWL-QN)
method?presented?in:
????-?Galen?Andrew?and?Jianfeng?Gao.
??????Scalable?training?of?L1-regularized?log-linear?models.
??????In?Proceedings?of?the?24th?International?Conference?on?Machine
??????Learning?(ICML?2007)?pp.?33-40?2007.
I?would?like?to?thank?the?original?author?Jorge?Nocedal?who?has?been
distributing?the?effieicnt?and?explanatory?implementation?in?an?open?source
licence.
*/
#ifdef??HAVE_CONFIG_H
#include?
#endif/*HAVE_CONFIG_H*/
#include?
#include?
#include?
#include?
#include?
#ifdef??_MSC_VER
#define?inline??_
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