[Insight-users] LBFGSB Optimizer

[Tim Allman]

I'm not used to being called reasonable, even if vicariously though my 
proposal.

I'm not used to Gerrit and Git. I will do my best to make it happen.

Thanks,
Tim

On 13-03-26 01:13 PM, Johnson, Hans J wrote:
> Tim,
>
> You proposal seems very reasonable.  Will you please provide a patch with
> your suggested improvement?
>
> http://www.itk.org/Wiki/ITK/Git/Develop
>
>
> I've made a JIRA ticket to track this request.
> https://issues.itk.org/jira/browse/ITK-3014
>
> Thanks,
>
> Hans
>
> =================================================================
> Hans J. Johnson, Ph.D.
> Assistant Professor, Department of Psychiatry
>
> Mailing Address:
> W274 GH                             Email:hans-johnson at uiowa.edu
> 200 Hawkins Drive                   Phone: (319) 353 8587
> The University of Iowa
> Iowa City, IA 52242
>
>
>
>
>
>
> -----Original Message-----
> From: Tim Allman<dr.tim.allman at gmail.com>
> Date: Tuesday, March 26, 2013 9:59 AM
> To: Insight Users<insight-users at itk.org>
> Subject: [Insight-users] LBFGSB Optimizer
>
> I wanted to set the cost function convergence criterion to zero in my
> code in order to turn off termination due to this criterion. The code
> threw an exception that originated in this code.
>
> void
> LBFGSBOptimizer
> ::SetCostFunctionConvergenceFactor(double value)
> {
>     if ( value < 1.0 )
>       {
>       itkExceptionMacro("Value " << value
>                                  << " is too small for
> SetCostFunctionConvergenceFactor()"
>                                  << "a typical range would be from 1.0 to
> 1e+12");
>       }
>
> The authors of the algorithm and the Fortran code that ITK uses specify
> in their example driver the following where factr is the parameter that
> is eventually set by SetCostFunctionConvergence Factor() and pgtol is
> the parameter that is set by SetProjectedGradientTolerance(). They make
> it clear here and in other docs that setting one or the other to zero is
> expected use. You can even set them both to zero if you have a
> termination criterion in the driver.
>
> Effectively, the ITK class is the driver and perhaps a better behaviour
> for it would be for LBFGSBOptimizer::StartOptimization() to throw if
> both arguments were zero but be happy if only one were. Does this sound
> reasonable?
>
> c     factr is a DOUBLE PRECISION variable that must be set by the user.
> c       It is a tolerance in the termination test for the algorithm.
> c       The iteration will stop when
> c
> c        (f^k - f^{k+1})/max{|f^k|,|f^{k+1}|,1} <= factr*epsmch
> c
> c       where epsmch is the machine precision which is automatically
> c       generated by the code. Typical values for factr on a computer
> c       with 15 digits of accuracy in double precision are:
> c       factr=1.d+12 for low accuracy;
> c             1.d+7  for moderate accuracy;
> c             1.d+1  for extremely high accuracy.
> c       The user can suppress this termination test by setting factr=0.
> c
> c     pgtol is a double precision variable.
> c       On entry pgtol >= 0 is specified by the user.  The iteration
> c         will stop when
> c
> c                 max{|proj g_i | i = 1, ..., n} <= pgtol
> c
> c         where pg_i is the ith component of the projected gradient.
> c       The user can suppress this termination test by setting pgtol=0.
> c
>
> Thanks,
> Tim
>
> --
> Tim Allman, Ph.D.
> 35 Margaret Street,
> Guelph Ontario N1E 5R6
> Canada
>
>
>
>
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-- 
Tim Allman, Ph.D.
35 Margaret Street,
Guelph Ontario N1E 5R6
Canada

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