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stop when gradient norm is too small

This commit is contained in:
Sarod Yatawatta 2018-06-12 11:31:11 +02:00
parent e965dd0119
commit 67f71e0ac5
2 changed files with 8 additions and 2 deletions
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5
src/lib/Dirac/lbfgs_nocuda.c
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@ -881,10 +881,11 @@ lbfgs_fit(
/* parameters c1=1e-4 c2=0.9, alpha1=1.0, alphamax=10.0, step (for alpha)=1e-4*/ /* parameters c1=1e-4 c2=0.9, alpha1=1.0, alphamax=10.0, step (for alpha)=1e-4*/
//alphak=linesearch_nw(func,xk,pk,1.0,10.0,1e-4,0.9,x,m,n,1e-4,adata); //alphak=linesearch_nw(func,xk,pk,1.0,10.0,1e-4,0.9,x,m,n,1e-4,adata);
//alphak=1.0; //alphak=1.0;
/* check if step size is too small, then stop */ /* check if step size is too small, or nan, then stop */
if (fabs(alphak)<CLM_EPSILON) { if (!isnormal(alphak) || fabs(alphak)<CLM_EPSILON) {
break; break;
} }
/* update parameters xk1=xk+alpha_k *pk */ /* update parameters xk1=xk+alpha_k *pk */
my_dcopy(m,xk,1,xk1,1); my_dcopy(m,xk,1,xk1,1);
my_daxpy(m,pk,alphak,xk1); my_daxpy(m,pk,alphak,xk1);

5
src/lib/Dirac/robust_lbfgs_nocuda.c
View File

@ -1023,6 +1023,11 @@ lbfgs_fit_robust(
/* parameters c1=1e-4 c2=0.9, alpha1=1.0, alphamax=10.0, step (for alpha)=1e-4*/ /* parameters c1=1e-4 c2=0.9, alpha1=1.0, alphamax=10.0, step (for alpha)=1e-4*/
//alphak=linesearch_nw(func_robust,xk,pk,1.0,10.0,1e-4,0.9,x,m,n,1e-4,adata); //alphak=linesearch_nw(func_robust,xk,pk,1.0,10.0,1e-4,0.9,x,m,n,1e-4,adata);
//alphak=1.0; //alphak=1.0;
/* check if step size is too small, or nan, then stop */
if (!isnormal(alphak) || fabs(alphak)<CLM_EPSILON) {
break;
}
/* update parameters xk1=xk+alpha_k *pk */ /* update parameters xk1=xk+alpha_k *pk */
my_dcopy(m,xk,1,xk1,1); my_dcopy(m,xk,1,xk1,1);
my_daxpy(m,pk,alphak,xk1); my_daxpy(m,pk,alphak,xk1);