BFGS standard

Do generic minimization of a function funcw that takes a list parlist using the "Broyden-Fletcher-Goldfarb-Shanno" (BFGS) algorithm. Useful for hyperparameter optimization because it handles infinite returns fairly easily.

Usage

BFGS_std(funcw, parlist, B = NULL, lr = 0.1, ..., verbose = 0)

Arguments

funcw

An object to optimize

parlist

An initial point as a list

B

An initial Hessian to start from

lr

An initial learning rate to start from

...

additional parameters passed to funcw

verbose

an integer from 0-3 where larger prints more information

Value

a list of information from optimization, with the value stored in parlist