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KGrewal1 / optimisers

A collection of optimisers for use with candle
MIT License
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Fix weight decay in line search #12

Closed KGrewal1 closed 6 months ago

KGrewal1 commented 6 months ago

Fixes the Strong Wolfe line search to use weight decay in evaluating Armijo condition.

This is a correctness fix that is confirmed in testing as the value converged upon when there is weight decay is now the same with and without linesearch adding a test to ensure this.

codecov-commenter commented 6 months ago

Codecov Report

Attention: 25 lines in your changes are missing coverage. Please review.

Comparison is base (956179f) 92.13% compared to head (b874db1) 91.33%.

Files Patch % Lines
src/lbfgs/strong_wolfe.rs 68.35% 25 Missing :warning:

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Additional details and impacted files ```diff @@ Coverage Diff @@ ## master #12 +/- ## ========================================== - Coverage 92.13% 91.33% -0.81% ========================================== Files 11 11 Lines 1348 1396 +48 ========================================== + Hits 1242 1275 +33 - Misses 106 121 +15 ```

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