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This commit is contained in:
tqchen
2015-02-09 20:26:39 -08:00
parent 12ee049a74
commit 4a5b9e5f78
14 changed files with 8596 additions and 21 deletions
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18
rabit-learn/solver/lbfgs.h
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@@ -5,8 +5,8 @@
*
* \author Tianqi Chen
*/
#ifndef RABIT_LBFGS_H_
#define RABIT_LBFGS_H_
#ifndef RABIT_LEARN_LBFGS_H_
#define RABIT_LEARN_LBFGS_H_
#include <cmath>
#include <rabit.h>
@@ -62,7 +62,7 @@ class LBFGSSolver {
linesearch_c1 = 1e-4;
min_lbfgs_iter = 5;
max_lbfgs_iter = 1000;
lbfgs_stop_tol = 1e-5f;
lbfgs_stop_tol = 3e-6f;
silent = 0;
}
virtual ~LBFGSSolver(void) {}
@@ -81,6 +81,9 @@ class LBFGSSolver {
if (!strcmp("reg_L1", name)) {
reg_L1 = static_cast<float>(atof(val));
}
if (!strcmp("lbfgs_stop_tol", name)) {
lbfgs_stop_tol = static_cast<float>(atof(val));
}
if (!strcmp("linesearch_backoff", name)) {
linesearch_backoff = static_cast<float>(atof(val));
}
@@ -185,8 +188,13 @@ class LBFGSSolver {
if (this->UpdateOneIter()) break;
}
if (silent == 0 && rabit::GetRank() == 0) {
size_t nonzero = 0;
for (size_t i = 0; i < gstate.num_dim; ++i) {
if (gstate.weight[i] != 0.0f) nonzero += 1;
}
rabit::TrackerPrintf
("L-BFGS: finishes at iteration %d\n", gstate.num_iteration);
("L-BFGS: finishes at iteration %d, %lu/%lu active weights\n",
gstate.num_iteration, nonzero, gstate.num_dim);
}
}
protected:
@@ -625,4 +633,4 @@ class LBFGSSolver {
};
} // namespace solver
} // namespace rabit
#endif // RABIT_LBFGS_H_
#endif // RABIT_LEARN_LBFGS_H_