lbfgs_share {splitfngr} | R Documentation |
Use splitfngr with lbfgs
Description
Use lbfgs function from the lbfgs package but pass in a single function that returns both the function and gradient together in a list. Useful when the function and gradient are expensive to calculate and can be calculated faster together than separate.
Usage
lbfgs_share(fngr, vars, ...)
Arguments
fngr |
A function that returns a list of two elements: the function value and the gradient value. |
vars |
Initial values for the parameters to be optimized over. Will be passed to lbfgs as vars argument. |
... |
Other arguments passed to lbfgs |
Value
Result from running lbfgs on the given function
Examples
quad_share <- function(x){list(sum(x^4), 4*x^3)}
lbfgs_share(vars=c(3, -5), fngr=quad_share)
[Package splitfngr version 0.1.2 Index]