Previously, when computing LBFGS descent direction, only cache last m+1 coeffs and grad vectors.
Do not directly computing Si , Yi vectors.
This may cause numeric problem.
Update the code to compute Si, Yi first and cache them as history.
For bug check, preserve old implementation for now.
New implementation as VectorFreeLBFGS.History2, the old one as VectorFreeLBFGS.History1
and add a parameter useNewHistoryClass, default is true.
Previously, when computing LBFGS descent direction, only cache last m+1 coeffs and grad vectors. Do not directly computing Si , Yi vectors. This may cause numeric problem. Update the code to compute Si, Yi first and cache them as history. For bug check, preserve old implementation for now. New implementation as
VectorFreeLBFGS.History2, the old one asVectorFreeLBFGS.History1and add a parameteruseNewHistoryClass, default istrue.