search

swsnu / bdcsfall2014

0 stars 0 forks source link

Reference for L-BFGS #13

Open DifferentSC opened 10 years ago

DifferentSC commented 10 years ago

It seems that Wikipedia's explanation about L-BFGS algorithm is not enough, so I found a reference from MSRA(Microsoft Research Asia) about implementing it. http://research.microsoft.com/en-us/um/people/yangliu/publication/Fast%20B-spline%20curve%20fitting%20by%20L-BFGS.pdf

Although the article is not about ML, but there is some practical information about how to choose an initial inverse Hessian matrix and appropriate learning rate.

Thanks.

hanjae commented 10 years ago

Thank you for sharing. Actually I feel implementing L-BFGS is quite tricky.

I found this reference and I hope this can help you. http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.142.4746

Also there's liblbfgs which is C port of original fortran implementation of lbfgs. http://www.chokkan.org/software/liblbfgs/