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by lliiffee
4224 days ago
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What I mean is that, if just doing regular Newton, I'm not sure I've ever seen an example using the interface you show. I think that the vast majority of Newton's method implementations pass H rather than H^-1, and get the search direction via "solve_H_g(H,g)" rather than "solve_iH_g(iH,g)". It takes cubic time to compute H^-1 from H (after which you can compute (H^-1)g) and it takes cubic time to solve for x such that H*x=g, but the rather is said to be more stable, and so preferred. I know this is irrelevant to the main part of the post, which is to explain LBFGS, I'm just genuinely interested if there are applications where its better to pass the inverse of H rather than H itself for some reason. |
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