Broyden–Fletcher–Goldfarb–Shanno algorithm
GPTKB entity
Statements (32)
Predicate | Object |
---|---|
gptkbp:instanceOf |
mathematical optimization
|
gptkbp:abbreviation |
gptkb:BFGS
|
gptkbp:application |
curve fitting
parameter estimation training neural networks |
gptkbp:category |
gptkb:logic
|
gptkbp:estimatedCost |
inverse Hessian matrix
|
gptkbp:field |
gptkb:machine_learning
gptkb:mathematics numerical optimization |
gptkbp:firstPublished |
1970
|
https://www.w3.org/2000/01/rdf-schema#label |
Broyden–Fletcher–Goldfarb–Shanno algorithm
|
gptkbp:implementedIn |
gptkb:TensorFlow
gptkb:MATLAB gptkb:PyTorch gptkb:SciPy R |
gptkbp:namedAfter |
gptkb:Charles_Broyden
gptkb:David_Shanno gptkb:Donald_Goldfarb gptkb:Roger_Fletcher |
gptkbp:property |
does not require explicit Hessian
superlinear convergence |
gptkbp:relatedTo |
gptkb:Newton's_method
gptkb:L-BFGS DFP algorithm |
gptkbp:type |
gptkb:quasi-Newton_method
|
gptkbp:usedFor |
unconstrained nonlinear optimization
|
gptkbp:bfsParent |
gptkb:BFGS
gptkb:Michael_J._D._Powell gptkb:Roger_Fletcher |
gptkbp:bfsLayer |
7
|