Release for 1.7.
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COPYING
2
COPYING
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The MIT License
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Copyright (c) 1990 Jorge Nocedal
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Copyright (c) 2007,2008 Naoaki Okazaki
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Copyright (c) 2007-2009 Naoaki Okazaki
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Permission is hereby granted, free of charge, to any person obtaining a
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copy of this software and associated documentation files (the "Software"),
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32
ChangeLog
32
ChangeLog
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2009-02-28 Naoaki Okazaki <okazaki at chokkan org>
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* libLBFGS 1.7:
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- Improved OWL-QN routines for stability.
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- Removed the support of OWL-QN method in MoreThuente algorithm
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because it accidentally fails in early stages of iterations for some
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objectives. Because of this change, the OW-LQN method must be used
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with the backtracking algorithm (LBFGS_LINESEARCH_BACKTRACKING), or
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the library returns LBFGSERR_INVALID_LINESEARCH.
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- Renamed line search algorithms as follows:
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- LBFGS_LINESEARCH_BACKTRACKING: regular Wolfe condition.
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- LBFGS_LINESEARCH_BACKTRACKING_LOOSE: regular Wolfe condition.
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- LBFGS_LINESEARCH_BACKTRACKING_STRONG: strong Wolfe condition.
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- Source code clean-up.
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2008-11-02 Naoaki Okazaki <okazaki at chokkan org>
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* libLBFGS 1.6:
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- Improved line-search algorithm with strong Wolfe condition, which
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was contributed by Takashi Imamichi. This routine is now default for
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LBFGS_LINESEARCH_BACKTRACKING. The previous line search algorithm
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with regular Wolfe condition is still available as
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LBFGS_LINESEARCH_BACKTRACKING_LOOSE.
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- Configurable stop index for L1-norm computation. A member variable
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lbfgs_parameter_t::orthantwise_end was added to specify the index
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number at which the library stops computing the L1 norm of the
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variables. This is useful to prevent some variables from being
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regularized by the OW-LQN method.
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- A sample program written in C++ (sample/sample.cpp).
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2008-07-10 Naoaki Okazaki <okazaki at chokkan org>
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* libLBFGS 1.5:
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2
README
2
README
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libLBFGS: C library of limited-memory BFGS (L-BFGS)
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Copyright (c) 1990, Jorge Nocedal
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Copyright (c) 2007,2008, Naoaki Okazaki
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Copyright (c) 2007-2009, Naoaki Okazaki
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=========================================================================
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1. Introduction
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@ -18,7 +18,7 @@ AC_CONFIG_SRCDIR([lib/lbfgs.c])
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dnl ------------------------------------------------------------------
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dnl Initialization for automake
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dnl ------------------------------------------------------------------
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AM_INIT_AUTOMAKE(liblbfgs, 1.6)
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AM_INIT_AUTOMAKE(liblbfgs, 1.7)
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AC_CONFIG_HEADERS(config.h)
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AM_MAINTAINER_MODE
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@ -153,9 +153,11 @@ enum {
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/** MoreThuente method proposd by More and Thuente. */
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LBFGS_LINESEARCH_MORETHUENTE = 0,
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/** Backtracking method with strong Wolfe condition. */
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LBFGS_LINESEARCH_BACKTRACKING_STRONG,
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LBFGS_LINESEARCH_BACKTRACKING_STRONG = 1,
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/** Backtracking method with regular Wolfe condition. */
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LBFGS_LINESEARCH_BACKTRACKING,
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LBFGS_LINESEARCH_BACKTRACKING = 2,
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/** Backtracking method with regular Wolfe condition. */
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LBFGS_LINESEARCH_BACKTRACKING_LOOSE = 2,
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};
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/**
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@ -184,7 +186,25 @@ typedef struct {
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*/
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lbfgsfloatval_t epsilon;
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/**
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* Distance for delta-based convergence test.
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* This parameter determines the distance, in iterations, to compute
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* the rate of decrease of the objective function. If the value of this
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* parameter is zero, the library does not perform the delta-based
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* convergence test. The default value is \c 0.
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*/
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int past;
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/**
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* Delta for convergence test.
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* This parameter determines the minimum rate of decrease of the
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* objective function. The library stops iterations when the
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* following condition is met:
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* (f' - f) / f < \ref delta,
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* where f' is the objective value of \ref past iterations ago, and f is
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* the objective value of the current iteration.
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* The default value is \c 0.
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*/
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lbfgsfloatval_t delta;
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/**
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@ -529,18 +549,30 @@ This library is used by:
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@section download Download
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- <a href="http://www.chokkan.org/software/dist/liblbfgs-1.6.tar.gz">Source code</a>
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- <a href="http://www.chokkan.org/software/dist/liblbfgs-1.7.tar.gz">Source code</a>
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libLBFGS is distributed under the term of the
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<a href="http://opensource.org/licenses/mit-license.php">MIT license</a>.
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@section changelog History
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- Version 1.7 (2009-02-28):
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- Improved OWL-QN routines for stability.
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- Removed the support of OWL-QN method in MoreThuente algorithm because
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it accidentally fails in early stages of iterations for some objectives.
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Because of this change, <b>the OW-LQN method must be used with the
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backtracking algorithm (::LBFGS_LINESEARCH_BACKTRACKING)</b>, or the
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library returns ::LBFGSERR_INVALID_LINESEARCH.
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- Renamed line search algorithms as follows:
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- ::LBFGS_LINESEARCH_BACKTRACKING: regular Wolfe condition.
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- ::LBFGS_LINESEARCH_BACKTRACKING_LOOSE: regular Wolfe condition.
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- ::LBFGS_LINESEARCH_BACKTRACKING_STRONG: strong Wolfe condition.
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- Source code clean-up.
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- Version 1.6 (2008-11-02):
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- Improved line-search algorithm with strong Wolfe condition, which was
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contributed by Takashi Imamichi. This routine is now default for
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::LBFGS_LINESEARCH_BACKTRACKING_STRONG. The previous line search algorithm
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::LBFGS_LINESEARCH_BACKTRACKING. The previous line search algorithm
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with regular Wolfe condition is still available as
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::LBFGS_LINESEARCH_BACKTRACKING.
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::LBFGS_LINESEARCH_BACKTRACKING_LOOSE.
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- Configurable stop index for L1-norm computation. A member variable
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::lbfgs_parameter_t::orthantwise_end was added to specify the index
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number at which the library stops computing the L1 norm of the
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@ -552,7 +584,7 @@ libLBFGS is distributed under the term of the
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::lbfgs_parameter_t::orthantwise_start was added to specify the index
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number from which the library computes the L1 norm of the variables.
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This is useful to prevent some variables from being regularized by the
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OW-LQN method.
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OWL-QN method.
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- Fixed a zero-division error when the initial variables have already
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been a minimizer (reported by Takashi Imamichi). In this case, the
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library returns ::LBFGS_ALREADY_MINIMIZED status code.
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@ -563,7 +595,7 @@ libLBFGS is distributed under the term of the
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- Configurable line search algorithms. A member variable
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::lbfgs_parameter_t::linesearch was added to choose either MoreThuente
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method (::LBFGS_LINESEARCH_MORETHUENTE) or backtracking algorithm
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(::LBFGS_LINESEARCH_BACKTRACKING_STRONG).
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(::LBFGS_LINESEARCH_BACKTRACKING).
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- Fixed a bug: the previous version did not compute psuedo-gradients
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properly in the line search routines for OWL-QN. This bug might quit
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an iteration process too early when the OWL-QN routine was activated
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@ -626,6 +658,9 @@ method presented in:
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In <i>Proceedings of the 24th International Conference on Machine
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Learning (ICML 2007)</i>, pp. 33-40, 2007.
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Special thanks go to Yoshimasa Tsuruoka and Daisuke Okanohara for technical
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information about OWL-QN.
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Finally I would like to thank the original author, Jorge Nocedal, who has been
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distributing the effieicnt and explanatory implementation in an open source
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licence.
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@ -633,7 +668,7 @@ licence.
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@section reference Reference
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- <a href="http://www.ece.northwestern.edu/~nocedal/lbfgs.html">L-BFGS</a> by Jorge Nocedal.
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- <a href="http://research.microsoft.com/research/downloads/Details/3f1840b2-dbb3-45e5-91b0-5ecd94bb73cf/Details.aspx">OWL-QN</a> by Galen Andrew.
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- <a href="http://research.microsoft.com/en-us/downloads/b1eb1016-1738-4bd5-83a9-370c9d498a03/default.aspx">Orthant-Wise Limited-memory Quasi-Newton Optimizer for L1-regularized Objectives</a> by Galen Andrew.
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- <a href="http://chasen.org/~taku/software/misc/lbfgs/">C port (via f2c)</a> by Taku Kudo.
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- <a href="http://www.alglib.net/optimization/lbfgs.php">C#/C++/Delphi/VisualBasic6 port</a> in ALGLIB.
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- <a href="http://cctbx.sourceforge.net/">Computational Crystallography Toolbox</a> includes
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@ -65,7 +65,7 @@ int main(int argc, char *argv)
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/* Initialize the parameters for the L-BFGS optimization. */
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lbfgs_parameter_init(¶m);
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//param.orthantwise_c = 1;
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param.linesearch = LBFGS_LINESEARCH_BACKTRACKING_STRONG;
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//param.linesearch = LBFGS_LINESEARCH_BACKTRACKING;
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/*
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Start the L-BFGS optimization; this will invoke the callback functions
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