Project Group: com.github.thssmonkey

LBFGS

com.github.thssmonkey : LBFGS

Limited-memory BFGS (L-BFGS) is an optimization algorithm in the family of quasi-Newton methods that approximates the Broyden–Fletcher–Goldfarb–Shanno (BFGS) algorithm using a limited amount of computer memory. It is a popular algorithm for parameter estimation in machine learning. The algorithm's target problem is to minimize f(x) over unconstrained values of the real-vector x where f is a differentiable scalar function.

Last Version: 1.0.4

Release Date: May 16, 2019