下面是一个简单的Python实现L-BFGS算法的例程: ```python import numpy as np class LBFGS: def __init__(self, max_iter, alpha, tol): self.max_iter = max_iter self.alpha = alpha self.tol = tol self.x = None self.history = [] def _update_history(self, grad): self.history.append(...
1))defget_cost(e):#print e.shape#计算当前theta组合点下的各个样本的预测值 y_precost = np.dot(e.T, e) / 2#cost = np.dot(e.T, e) / (2*e.shape[0])returncostdefget_cost_l12(e, theta, m, l=1, lmd=10e10):#print e.shapeifl == 1: ...
python实现bgd，sgd，mini-bgd，newton，bfgs，lbfgs优化算法 # coding=utf-8 import numpy as np import os def X3(a, b, c):a = np.dot(np.dot(a, b), c)return a def X2(a, b):a = np.dot(a, b)return a def get_data(obj_path_name):pro_path = os.path.abspath('.')data_...