David, There used to be standard BFGS testcases in Professor Nocedal's package...did you stress test the solver with them ?
If not I will shoot him an email for them. Thanks. Deb On Wed, Mar 5, 2014 at 2:00 PM, David Hall <d...@cs.berkeley.edu> wrote: > On Wed, Mar 5, 2014 at 1:57 PM, DB Tsai <dbt...@alpinenow.com> wrote: > > > Hi David, > > > > On Tue, Mar 4, 2014 at 8:13 PM, dlwh <david.lw.h...@gmail.com> wrote: > > > I'm happy to help fix any problems. I've verified at points that the > > > implementation gives the exact same sequence of iterates for a few > > different > > > functions (with a particular line search) as the c port of lbfgs. So > I'm > > a > > > little surprised it fails where Fortran succeeds... but only a little. > > This > > > was fixed late last year. > > I'm working on a reproducible test case using breeze vs fortran > > implementation to show the problem I've run into. The test will be in > > one of the test cases in my Spark fork, is it okay for you to > > investigate the issue? Or do I need to make it as a standalone test? > > > > > Um, as long as it wouldn't be too hard to pull out. > > > > > > Will send you the test later today. > > > > Thanks. > > > > Sincerely, > > > > DB Tsai > > Machine Learning Engineer > > Alpine Data Labs > > -------------------------------------- > > Web: http://alpinenow.com/ > > >
