Quasi-Newton methods: L-BFGS

BFGS In this previous post, we described how Quasi-Newton methods can be used to minimize a twice-differentiable function whose domain is all of . BFGS is a popular quasi-Newton method. At each iteration, we take the following steps: Solve for in . Update with . Update according to the equation where and . Limited memory […]

Quasi-Newton methods: L-BFGS

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