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accosmin / nano

C++ library [machine learning & numerical optimization] - superseeded by libnano
MIT License
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Stochastic optimizer with line-search #120

Closed accosmin closed 8 years ago

accosmin commented 8 years ago

Investigate if any improvement using a Armijo-based line-search. Can be implemented in a single place for all stochastic optimizers.

See: http://www.optimization-online.org/DB_FILE/2011/11/3226.pdf See: http://arxiv.org/pdf/1104.2373v4.pdf

accosmin commented 8 years ago

SG with Armijo-based line-search performs worse than using a decaying learning rate schedule.