Class OrthantWiseLimitedMemoryBFGS

  • All Implemented Interfaces:

    public class OrthantWiseLimitedMemoryBFGS
    extends java.lang.Object
    implements Optimizer
    Implementation of orthant-wise limited memory quasi Newton method for optimizing convex L1-regularized objectives. See: "Scalable training of l1-regularized log-linear models" by Galen Andrew and Jianfeng Gao in ICML 2007 for details. This code is an adaptation of the freely-available C++ code on Galen's webpage.
    Kedar Bellare