sklvq.solvers.LimitedMemoryBfgs

class sklvq.solvers.LimitedMemoryBfgs(objective: sklvq.objectives._base.ObjectiveBaseClass, **kwargs)

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.