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I1083 l bfgs optimiser #1149

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7e36b83
abstract class LineSearchBasedOptimiser
May 24, 2020
ab50fa8
:construction: lbfgs algorithm
May 24, 2020
a350cb6
Removing none ASCII characters
May 24, 2020
6d71df4
:fire:
May 24, 2020
635acc3
removing non ASCII characters
May 24, 2020
7ea50f4
LBFGS ready for sepration into abstract class
Jul 16, 2020
3985888
deleting bfgs_scipy
Jul 21, 2020
ec2b7c7
seperating linsearch
Aug 12, 2020
ef4de15
renaming bfgs to lbfgs
Nov 8, 2020
e1b3585
splitting optimser and linesearch
Nov 8, 2020
3c0244b
documentation related to LBFGS and linesearch
Nov 8, 2020
009e7be
Delete bfgs_trial.ipynb
alisterde Nov 8, 2020
1d94914
Merge branch 'i1083_l-bfgs_optimiser' of https://github.com/pints-tea…
Nov 8, 2020
683a2a5
Adding convergence stopping crtirea to lbfgs
Nov 8, 2020
858857f
lbfgs example (needs improving)
Nov 8, 2020
10c8f35
style fix
Nov 8, 2020
4369b39
Adding lbfgs notebook to documentation
Nov 8, 2020
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1 change: 1 addition & 0 deletions docs/source/optimisers/base_classes.rst
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Expand Up @@ -8,3 +8,4 @@ Optimiser base classes

.. autoclass:: PopulationBasedOptimiser

.. autoclass:: LineSearchBasedOptimiser
1 change: 1 addition & 0 deletions docs/source/optimisers/index.rst
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Expand Up @@ -20,6 +20,7 @@ or the :class:`OptimisationController` class.
cmaes_bare
cmaes
gradient_descent
lbfgs
nelder_mead
pso
snes
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7 changes: 7 additions & 0 deletions docs/source/optimisers/lbfgs.rst
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@@ -0,0 +1,7 @@
******
L-BFGS
******

.. currentmodule:: pints

.. autoclass:: LBFGS
3 changes: 3 additions & 0 deletions examples/README.md
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Expand Up @@ -34,6 +34,9 @@ relevant code.
### Local optimisers
- [Nelder-Mead](./optimisation/nelder-mead.ipynb)

### Quasi-Newton optimisers
- [L-BFGS](./optimisation/lbfgs.ipynb)

### Further optimisation
- [Convenience methods fmin() and curve\_fit()](./optimisation/convenience.ipynb)
- [Maximum loglikelihood](./optimisation/maximum-likelihood.ipynb)
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434 changes: 434 additions & 0 deletions examples/optimisation/lbfgs.ipynb
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4 changes: 3 additions & 1 deletion pints/__init__.py
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Expand Up @@ -166,7 +166,8 @@ def version(formatted=False):
optimise,
Optimiser,
PopulationBasedOptimiser,
TriangleWaveTransform,
LineSearchBasedOptimiser,
TriangleWaveTransform
)
from ._optimisers._cmaes import CMAES
from ._optimisers._cmaes_bare import BareCMAES
Expand All @@ -175,6 +176,7 @@ def version(formatted=False):
from ._optimisers._pso import PSO
from ._optimisers._snes import SNES
from ._optimisers._xnes import XNES
from ._optimisers._lbfgs import LBFGS


#
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