from sklvq.objectives._base import ObjectiveBaseClass
from sklvq.solvers._base import ScipyBaseSolver
[docs]
class LimitedMemoryBfgs(ScipyBaseSolver):
r"""Limited memory variant of BFGS (L-BFGS)
See the documentation of scipy for the parameter list and description.
Parameters
----------
jac: None
Is set automatically to objective gradient method. However, if no gradient function
is available, e.g., for a custom distance function, then jac can be set to None.
callback: callable
Differently from the non-scipy solvers the signature is callback(xk) with xk the current
set of variables, which are the model parameters flattened to one 1D array.
"""
def __init__(self, objective: ObjectiveBaseClass, **kwargs):
super().__init__(objective, method="L-BFGS-B", **kwargs)