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Teseo Schneider
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update spec
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non-linear-solver-spec.json

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@@ -23,10 +23,17 @@
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},
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{
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"pointer": "/solver",
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"doc": "Nonlinear solver type. If a list, list of solvers for ballback. Eg, ['Newton', 'L-BFGS', 'GradientDescent'] will solve using Newton, in case of failure will fallback to L-BFGS and eventually to GradientDescent",
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"type": "list"
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},
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{
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"pointer": "/solver/*",
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"default": "Newton",
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"type": "string",
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"options": [
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"Newton",
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"ProjectedNewton",
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"RegularizedNewton",
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"DenseNewton",
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"GradientDescent",
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"StochasticGradientDescent",
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"type": "bool",
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"doc": "Use PSD as fallback using second order solvers (i.e., Newton's method)."
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},
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{
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"pointer": "/ProjectedNewton",
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"default": null,
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"type": "object",
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"optional": [
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"residual_tolerance"
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],
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"doc": "Options for projected Newton."
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},
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{
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"pointer": "/ProjectedNewton/residual_tolerance",
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"default": 1e-5,
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"type": "float",
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"doc": "Tolerance of the linear system residual. If residual is above, the direction is rejected."
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},
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{
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"pointer": "/RegularizedNewton",
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"default": null,
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"type": "object",
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"optional": [
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"residual_tolerance",
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"reg_weight_min",
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"reg_weight_max",
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"reg_weight_inc"
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],
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"doc": "Options for regularized Newton."
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},
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{
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"pointer": "/RegularizedNewton/residual_tolerance",
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"default": 1e-5,
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"type": "float",
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"doc": "Tolerance of the linear system residual. If residual is above, the direction is rejected."
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},
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{
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"pointer": "/RegularizedNewton/reg_weight_min",
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"default": 1e-8,
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"type": "float",
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"doc": "Minimum regulariztion weight."
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},
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{
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"pointer": "/RegularizedNewton/reg_weight_max",
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"default": 1e8,
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"type": "float",
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"doc": "Maximum regulariztion weight."
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},
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{
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"pointer": "/RegularizedNewton/reg_weight_inc",
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"default": 10,
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"type": "float",
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"doc": "Regulariztion weight increment."
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},
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{
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"pointer": "/StochasticGradientDescent",
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"default": null,

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