Closed bob-carpenter closed 10 years ago
Ok, I will change the reference to (Cmd)Stan.
But there is no parameter called tol_rel_param
, it is tol_param
, which has been already listed in rstan. All the parameters in cmdstan is
$ ./bar optimize algorithm=lbfgs help-all
lbfgs
LBFGS with linesearch
Valid subarguments: init_alpha, tol_obj, tol_rel_obj, tol_grad, tol_rel_grad, tol_param, history_size
init_alpha=<double>
Line search step size for first iteration
Valid values: 0 < init_alpha
Defaults to 0.001
tol_obj=<double>
Convergence tolerance on absolute changes in objective function value
Valid values: 0 <= tol
Defaults to 9.9999999999999998e-13
tol_rel_obj=<double>
Convergence tolerance on relative changes in objective function value
Valid values: 0 <= tol
Defaults to 10000
tol_grad=<double>
Convergence tolerance on the norm of the gradient
Valid values: 0 <= tol
Defaults to 1e-08
tol_rel_grad=<double>
Convergence tolerance on the relative norm of the gradient
Valid values: 0 <= tol
Defaults to 10000000
tol_param=<double>
Convergence tolerance on changes in parameter value
Valid values: 0 <= tol
Defaults to 1e-08
history_size=<int>
Amount of history to keep for L-BFGS
Valid values: 0 < history_size
Defaults to 5
tol_rel_param