为什么fmincg有效?
这是源代码的副本,其中包含解释所使用的各种算法的注释。 这是一种愚蠢的行为,因为在学习区分狗和椅子时,孩子的大脑会做同样的事情。
这是fmincg.m的Octave源。
function [X, fX, i] = fmincg(f, X, options, P1, P2, P3, P4, P5)
% Minimize a continuous differentialble multivariate function. Starting point
% is given by "X" (D by 1), and the function named in the string "f", must
% return a function value and a vector of partial derivatives. The Polack-
% Ribiere flavour of conjugate gradients is used to compute search directions,
% and a line search using quadratic and cubic polynomial approximations and the
% Wolfe-Powell stopping criteria is used together with the slope ratio method
% for guessing initial step sizes. Additionally a bunch of checks are made to
% make sure that exploration is taking place and that extrapolation will not
% be unboundedly large. The "length" gives the length of the run: if it is
% positive, it gives the maximum number of line searches, if negative its
% absolute gives the maximum allowed number of function evaluations. You can
% (optionally) give "length" a second component, which will indicate the
% reduction in function value to be expected in the first line-search (defaults
% to 1.0). The function returns when either its length is up, or if no further
% progress can be made (ie, we are at a minimum, or so close that due to
% numerical problems, we cannot get any closer). If the function terminates
% within a few iterations, it could be an indication that the function value
% and derivatives are not consistent (ie, there may be a bug in the
% impleme