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LBFGS源代码求解大规模数据优化问题的算法

于 2022-05-14 发布 文件大小:2.62 kB
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大规模优化算法LBFGS:基于拟牛顿法BFGS算法的改进。L-BFGS算法的基本思想是:算法只保存并利用最近m次迭代的曲率信息来构造海森矩阵的近似矩阵。

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