upgrade version
This commit is contained in:
Vítor Santos Costa
parent
7e1f3009e6
commit
f4ef6702e1
@ -20,7 +20,7 @@ YAPLIBDIR=@libdir@/Yap
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#
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#
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CC=@CC@
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CFLAGS= @SHLIB_CFLAGS@ $(YAP_EXTRAS) $(DEFS) -I$(srcdir) -I../.. -I$(srcdir)/../../include -I$(srcdir)/liblbfgs-1.7/include
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CFLAGS= @SHLIB_CFLAGS@ $(YAP_EXTRAS) $(DEFS) -I$(srcdir) -I../.. -I$(srcdir)/../../include -I$(srcdir)/liblbfgs-1.10/include
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LDFLAGS=@LDFLAGS@
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#
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#
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@ -49,8 +49,8 @@ all: $(SOBJS)
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yap_lbfgs.o: $(srcdir)/yap_lbfgs.c
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$(CC) -c $(CFLAGS) $(srcdir)/yap_lbfgs.c -o yap_lbfgs.o
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lbfgs.o: $(srcdir)/liblbfgs-1.7/lib/lbfgs.c
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$(CC) -c $(CFLAGS) -I $(srcdir)/liblbfgs-1.7/lib $(srcdir)/liblbfgs-1.7/lib/lbfgs.c -o lbfgs.o
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lbfgs.o: $(srcdir)/liblbfgs-1.10/lib/lbfgs.c
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$(CC) -c $(CFLAGS) -I $(srcdir)/liblbfgs-1.10/lib $(srcdir)/liblbfgs-1.10/lib/lbfgs.c -o lbfgs.o
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@DO_SECOND_LD@yap_lbfgs.@SO@: yap_lbfgs.o lbfgs.o
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@DO_SECOND_LD@ @SHLIB_LD@ $(LDFLAGS) -o yap_lbfgs.@SO@ yap_lbfgs.o lbfgs.o @EXTRA_LIBS_FOR_DLLS@
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@ -1,7 +1,7 @@
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The MIT License
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Copyright (c) 1990 Jorge Nocedal
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Copyright (c) 2007-2009 Naoaki Okazaki
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Copyright (c) 2007-2010 Naoaki Okazaki
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Permission is hereby granted, free of charge, to any person obtaining a
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copy of this software and associated documentation files (the "Software"),
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@ -1,3 +1,23 @@
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2010-xx-xx Naoaki Okazaki <okazaki at chokkan org>
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* libLBFGS 1.10:
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- Fixed compiling errors on Mac OS X; this patch was kindly submitted by Nic Schraudolph.
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- Reduced compiling warnings on Mac OS X; this patch was kindly submitted by Tamas Nepusz.
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2010-01-29 Naoaki Okazaki <okazaki at chokkan org>
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* libLBFGS 1.9:
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- Fixed a mistake in checking the validity of the parameters "ftol" and "wolfe"; this mistake was discovered by Kevin S. Van Horn.
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2009-07-13 Naoaki Okazaki <okazaki at chokkan org>
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* libLBFGS 1.8:
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- Accepted the patch submitted by Takashi Imamichi; the backtracking method now has three criteria for choosing the step length.
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- Updated the documentation to explain the above three criteria.
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2009-02-28 Naoaki Okazaki <okazaki at chokkan org>
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* libLBFGS 1.7:
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@ -2,7 +2,7 @@
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libLBFGS: C library of limited-memory BFGS (L-BFGS)
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Copyright (c) 1990, Jorge Nocedal
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Copyright (c) 2007-2009, Naoaki Okazaki
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Copyright (c) 2007-2010, Naoaki Okazaki
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=========================================================================
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1. Introduction
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@ -68,4 +68,4 @@ SSE/SSE2 instructions are unavailable on CPUs.
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libLBFGS is distributed under the term of the MIT license.
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Please refer to COPYING file in the distribution.
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$Id: README 56 2009-02-28 09:41:21Z naoaki $
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$Id$
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@ -2,7 +2,7 @@
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* C library of Limited memory BFGS (L-BFGS).
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*
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* Copyright (c) 1990, Jorge Nocedal
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* Copyright (c) 2007,2008,2009 Naoaki Okazaki
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* Copyright (c) 2007-2010 Naoaki Okazaki
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* All rights reserved.
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*
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* Permission is hereby granted, free of charge, to any person obtaining a copy
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@ -24,7 +24,7 @@
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* THE SOFTWARE.
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*/
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/* $Id: lbfgs.h 56 2009-02-28 09:41:21Z naoaki $ */
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/* $Id$ */
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#ifndef __LBFGS_H__
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#define __LBFGS_H__
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@ -107,6 +107,8 @@ enum {
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LBFGSERR_INVALID_MAXSTEP,
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/** Invalid parameter lbfgs_parameter_t::ftol specified. */
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LBFGSERR_INVALID_FTOL,
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/** Invalid parameter lbfgs_parameter_t::wolfe specified. */
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LBFGSERR_INVALID_WOLFE,
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/** Invalid parameter lbfgs_parameter_t::gtol specified. */
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LBFGSERR_INVALID_GTOL,
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/** Invalid parameter lbfgs_parameter_t::xtol specified. */
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@ -152,12 +154,40 @@ enum {
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LBFGS_LINESEARCH_DEFAULT = 0,
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/** MoreThuente method proposd by More and Thuente. */
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LBFGS_LINESEARCH_MORETHUENTE = 0,
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/** Backtracking method with strong Wolfe condition. */
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LBFGS_LINESEARCH_BACKTRACKING_STRONG = 1,
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/** Backtracking method with regular Wolfe condition. */
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/**
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* Backtracking method with the Armijo condition.
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* The backtracking method finds the step length such that it satisfies
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* the sufficient decrease (Armijo) condition,
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* - f(x + a * d) <= f(x) + lbfgs_parameter_t::ftol * a * g(x)^T d,
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*
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* where x is the current point, d is the current search direction, and
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* a is the step length.
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*/
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LBFGS_LINESEARCH_BACKTRACKING_ARMIJO = 1,
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/** The backtracking method with the defualt (regular Wolfe) condition. */
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LBFGS_LINESEARCH_BACKTRACKING = 2,
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/** Backtracking method with regular Wolfe condition. */
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LBFGS_LINESEARCH_BACKTRACKING_LOOSE = 2,
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/**
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* Backtracking method with regular Wolfe condition.
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* The backtracking method finds the step length such that it satisfies
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* both the Armijo condition (LBFGS_LINESEARCH_BACKTRACKING_ARMIJO)
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* and the curvature condition,
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* - g(x + a * d)^T d >= lbfgs_parameter_t::wolfe * g(x)^T d,
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*
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* where x is the current point, d is the current search direction, and
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* a is the step length.
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*/
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LBFGS_LINESEARCH_BACKTRACKING_WOLFE = 2,
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/**
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* Backtracking method with strong Wolfe condition.
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* The backtracking method finds the step length such that it satisfies
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* both the Armijo condition (LBFGS_LINESEARCH_BACKTRACKING_ARMIJO)
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* and the following condition,
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* - |g(x + a * d)^T d| <= lbfgs_parameter_t::wolfe * |g(x)^T d|,
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*
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* where x is the current point, d is the current search direction, and
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* a is the step length.
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*/
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LBFGS_LINESEARCH_BACKTRACKING_STRONG_WOLFE = 3,
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};
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/**
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@ -256,6 +286,17 @@ typedef struct {
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*/
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lbfgsfloatval_t ftol;
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/**
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* A coefficient for the Wolfe condition.
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* This parameter is valid only when the backtracking line-search
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* algorithm is used with the Wolfe condition,
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* ::LBFGS_LINESEARCH_BACKTRACKING_STRONG_WOLFE or
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* ::LBFGS_LINESEARCH_BACKTRACKING_WOLFE .
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* The default value is \c 0.9. This parameter should be greater
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* the \ref ftol parameter and smaller than \c 1.0.
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*/
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lbfgsfloatval_t wolfe;
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/**
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* A parameter to control the accuracy of the line search routine.
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* The default value is \c 0.9. If the function and gradient
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@ -532,7 +573,7 @@ Among the various ports of L-BFGS, this library provides several features:
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The library is thread-safe, which is the secondary gain from the callback
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interface.
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- <b>Cross platform.</b> The source code can be compiled on Microsoft Visual
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Studio 2005, GNU C Compiler (gcc), etc.
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Studio 2010, GNU C Compiler (gcc), etc.
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- <b>Configurable precision</b>: A user can choose single-precision (float)
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or double-precision (double) accuracy by changing ::LBFGS_FLOAT macro.
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- <b>SSE/SSE2 optimization</b>:
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@ -543,18 +584,41 @@ Among the various ports of L-BFGS, this library provides several features:
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This library is used by:
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- <a href="http://www.chokkan.org/software/crfsuite/">CRFsuite: A fast implementation of Conditional Random Fields (CRFs)</a>
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- <a href="http://www.chokkan.org/software/classias/">Classias: A collection of machine-learning algorithms for classification</a>
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- <a href="http://www.public.iastate.edu/~gdancik/mlegp/">mlegp: an R package for maximum likelihood estimates for Gaussian processes</a>
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- <a href="http://infmath.uibk.ac.at/~matthiasf/imaging2/">imaging2: the imaging2 class library</a>
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- <a href="http://search.cpan.org/~laye/Algorithm-LBFGS-0.16/">Algorithm::LBFGS - Perl extension for L-BFGS</a>
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- <a href="http://www.cs.kuleuven.be/~bernd/yap-lbfgs/">YAP-LBFGS (an interface to call libLBFGS from YAP Prolog)</a>
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@section download Download
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- <a href="http://www.chokkan.org/software/dist/liblbfgs-1.7.tar.gz">Source code</a>
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- <a href="https://github.com/downloads/chokkan/liblbfgs/liblbfgs-1.10.tar.gz">Source code</a>
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- <a href="https://github.com/chokkan/liblbfgs">GitHub repository</a>
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libLBFGS is distributed under the term of the
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<a href="http://opensource.org/licenses/mit-license.php">MIT license</a>.
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@section changelog History
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- Version 1.10 (2010-12-22):
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- Fixed compiling errors on Mac OS X; this patch was kindly submitted by
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Nic Schraudolph.
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- Reduced compiling warnings on Mac OS X; this patch was kindly submitted
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by Tamas Nepusz.
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- Replaced memalign() with posix_memalign().
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- Updated solution and project files for Microsoft Visual Studio 2010.
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- Version 1.9 (2010-01-29):
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- Fixed a mistake in checking the validity of the parameters "ftol" and
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"wolfe"; this was discovered by Kevin S. Van Horn.
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- Version 1.8 (2009-07-13):
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- Accepted the patch submitted by Takashi Imamichi;
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the backtracking method now has three criteria for choosing the step
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length:
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- ::LBFGS_LINESEARCH_BACKTRACKING_ARMIJO: sufficient decrease (Armijo)
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condition only
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- ::LBFGS_LINESEARCH_BACKTRACKING_WOLFE: regular Wolfe condition
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(sufficient decrease condition + curvature condition)
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- ::LBFGS_LINESEARCH_BACKTRACKING_STRONG_WOLFE: strong Wolfe condition
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- Updated the documentation to explain the above three criteria.
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- Version 1.7 (2009-02-28):
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- Improved OWL-QN routines for stability.
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- Removed the support of OWL-QN method in MoreThuente algorithm because
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@ -658,8 +722,11 @@ method presented in:
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In <i>Proceedings of the 24th International Conference on Machine
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Learning (ICML 2007)</i>, pp. 33-40, 2007.
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Special thanks go to Yoshimasa Tsuruoka and Daisuke Okanohara for technical
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information about OWL-QN.
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Special thanks go to:
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- Yoshimasa Tsuruoka and Daisuke Okanohara for technical information about
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OWL-QN
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- Takashi Imamichi for the useful enhancements of the backtracking method
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- Kevin S. Van Horn, Nic Schraudolph, and Tamas Nepusz for bug fixes
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Finally I would like to thank the original author, Jorge Nocedal, who has been
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distributing the effieicnt and explanatory implementation in an open source
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@ -1,7 +1,7 @@
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/*
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* ANSI C implementation of vector operations.
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*
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* Copyright (c) 2007,2008,2009 Naoaki Okazaki
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* Copyright (c) 2007-2010 Naoaki Okazaki
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* All rights reserved.
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*
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* Permission is hereby granted, free of charge, to any person obtaining a copy
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@ -23,7 +23,7 @@
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* THE SOFTWARE.
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*/
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/* $Id: arithmetic_ansi.h 50 2009-02-16 15:14:23Z naoaki $ */
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/* $Id$ */
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#include <stdlib.h>
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#include <memory.h>
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@ -1,7 +1,7 @@
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/*
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* SSE2 implementation of vector oprations (64bit double).
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*
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* Copyright (c) 2007,2008,2009 Naoaki Okazaki
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* Copyright (c) 2007-2010 Naoaki Okazaki
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* All rights reserved.
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*
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* Permission is hereby granted, free of charge, to any person obtaining a copy
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@ -23,10 +23,12 @@
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* THE SOFTWARE.
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*/
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/* $Id: arithmetic_sse_double.h 50 2009-02-16 15:14:23Z naoaki $ */
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/* $Id$ */
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#include <stdlib.h>
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#ifndef __APPLE__
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#include <malloc.h>
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#endif
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#include <memory.h>
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#if 1400 <= _MSC_VER
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@ -39,10 +41,15 @@
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inline static void* vecalloc(size_t size)
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{
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#ifdef _MSC_VER
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#if defined(_MSC_VER)
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void *memblock = _aligned_malloc(size, 16);
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#elif defined(__APPLE__) /* OS X always aligns on 16-byte boundaries */
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void *memblock = malloc(size);
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#else
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void *memblock = memalign(16, size);
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void *memblock = NULL, *p = NULL;
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if (posix_memalign(&p, 16, size) == 0) {
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memblock = p;
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}
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#endif
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if (memblock != NULL) {
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memset(memblock, 0, size);
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@ -192,7 +199,7 @@ inline static void vecfree(void *memblock)
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#if 3 <= __SSE__
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#if 3 <= __SSE__ || defined(__SSE3__)
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/*
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Horizontal add with haddps SSE3 instruction. The work register (rw)
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is unused.
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@ -1,7 +1,7 @@
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/*
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* SSE/SSE3 implementation of vector oprations (32bit float).
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*
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* Copyright (c) 2007,2008,2009 Naoaki Okazaki
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* Copyright (c) 2007-2010 Naoaki Okazaki
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* All rights reserved.
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*
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* Permission is hereby granted, free of charge, to any person obtaining a copy
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@ -23,10 +23,12 @@
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* THE SOFTWARE.
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*/
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/* $Id: arithmetic_sse_float.h 50 2009-02-16 15:14:23Z naoaki $ */
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/* $Id$ */
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#include <stdlib.h>
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#ifndef __APPLE__
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#include <malloc.h>
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#endif
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#include <memory.h>
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#if 1400 <= _MSC_VER
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@ -45,7 +47,16 @@
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inline static void* vecalloc(size_t size)
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{
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#if defined(_MSC_VER)
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void *memblock = _aligned_malloc(size, 16);
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#elif defined(__APPLE__) /* OS X always aligns on 16-byte boundaries */
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void *memblock = malloc(size);
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#else
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void *memblock = NULL, *p = NULL;
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if (posix_memalign(&p, 16, size) == 0) {
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memblock = p;
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}
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#endif
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if (memblock != NULL) {
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memset(memblock, 0, size);
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}
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@ -185,7 +196,7 @@ inline static void vecfree(void *memblock)
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#if 3 <= __SSE__
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#if 3 <= __SSE__ || defined(__SSE3__)
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/*
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Horizontal add with haddps SSE3 instruction. The work register (rw)
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is unused.
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@ -2,7 +2,7 @@
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* Limited memory BFGS (L-BFGS).
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*
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* Copyright (c) 1990, Jorge Nocedal
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* Copyright (c) 2007,2008,2009 Naoaki Okazaki
|
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* Copyright (c) 2007-2010 Naoaki Okazaki
|
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* All rights reserved.
|
||||
*
|
||||
* Permission is hereby granted, free of charge, to any person obtaining a copy
|
||||
@ -24,7 +24,7 @@
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* THE SOFTWARE.
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||||
*/
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/* $Id: lbfgs.c 55 2009-02-23 14:51:21Z naoaki $ */
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/* $Id$ */
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/*
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This library is a C port of the FORTRAN implementation of Limited-memory
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@ -65,6 +65,7 @@ licence.
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#include <config.h>
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#endif/*HAVE_CONFIG_H*/
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#include <stdint.h>
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#include <stdio.h>
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#include <stdlib.h>
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#include <math.h>
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@ -73,7 +74,6 @@ licence.
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#ifdef _MSC_VER
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#define inline __inline
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typedef unsigned int uint32_t;
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#endif/*_MSC_VER*/
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#if defined(USE_SSE) && defined(__SSE2__) && LBFGS_FLOAT == 64
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@ -113,7 +113,7 @@ typedef struct tag_iteration_data iteration_data_t;
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static const lbfgs_parameter_t _defparam = {
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6, 1e-5, 0, 1e-5,
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0, LBFGS_LINESEARCH_DEFAULT, 40,
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1e-20, 1e20, 1e-4, 0.9, 1.0e-16,
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1e-20, 1e20, 1e-4, 0.9, 0.9, 1.0e-16,
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0.0, 0, -1,
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};
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@ -290,7 +290,7 @@ int lbfgs(
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if (n % 8 != 0) {
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return LBFGSERR_INVALID_N_SSE;
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}
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if (((unsigned short)x & 0x000F) != 0) {
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if ((uintptr_t)(const void*)x % 16 != 0) {
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return LBFGSERR_INVALID_X_SSE;
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}
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#endif/*defined(USE_SSE)*/
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@ -312,6 +312,12 @@ int lbfgs(
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if (param.ftol < 0.) {
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return LBFGSERR_INVALID_FTOL;
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}
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if (param.linesearch == LBFGS_LINESEARCH_BACKTRACKING_WOLFE ||
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param.linesearch == LBFGS_LINESEARCH_BACKTRACKING_STRONG_WOLFE) {
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if (param.wolfe <= param.ftol || 1. <= param.wolfe) {
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return LBFGSERR_INVALID_WOLFE;
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}
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}
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if (param.gtol < 0.) {
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return LBFGSERR_INVALID_GTOL;
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}
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@ -347,8 +353,9 @@ int lbfgs(
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case LBFGS_LINESEARCH_MORETHUENTE:
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linesearch = line_search_morethuente;
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break;
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||||
case LBFGS_LINESEARCH_BACKTRACKING:
|
||||
case LBFGS_LINESEARCH_BACKTRACKING_STRONG:
|
||||
case LBFGS_LINESEARCH_BACKTRACKING_ARMIJO:
|
||||
case LBFGS_LINESEARCH_BACKTRACKING_WOLFE:
|
||||
case LBFGS_LINESEARCH_BACKTRACKING_STRONG_WOLFE:
|
||||
linesearch = line_search_backtracking;
|
||||
break;
|
||||
default:
|
||||
@ -483,7 +490,7 @@ int lbfgs(
|
||||
|
||||
/* Report the progress. */
|
||||
if (cd.proc_progress) {
|
||||
if (ret = cd.proc_progress(cd.instance, x, g, fx, xnorm, gnorm, step, cd.n, k, ls)) {
|
||||
if ((ret = cd.proc_progress(cd.instance, x, g, fx, xnorm, gnorm, step, cd.n, k, ls))) {
|
||||
goto lbfgs_exit;
|
||||
}
|
||||
}
|
||||
@ -649,10 +656,10 @@ static int line_search_backtracking(
|
||||
const lbfgs_parameter_t *param
|
||||
)
|
||||
{
|
||||
int ret = 0, count = 0;
|
||||
lbfgsfloatval_t width, dg, norm = 0.;
|
||||
int count = 0;
|
||||
lbfgsfloatval_t width, dg;
|
||||
lbfgsfloatval_t finit, dginit = 0., dgtest;
|
||||
const lbfgsfloatval_t wolfe = 0.9, dec = 0.5, inc = 2.1;
|
||||
const lbfgsfloatval_t dec = 0.5, inc = 2.1;
|
||||
|
||||
/* Check the input parameters for errors. */
|
||||
if (*stp <= 0.) {
|
||||
@ -680,26 +687,33 @@ static int line_search_backtracking(
|
||||
|
||||
++count;
|
||||
|
||||
if (*f <= finit + *stp * dgtest) {
|
||||
/* The sufficient decrease condition. */
|
||||
|
||||
if (param->linesearch == LBFGS_LINESEARCH_BACKTRACKING_STRONG) {
|
||||
/* Check the strong Wolfe condition. */
|
||||
vecdot(&dg, g, s, n);
|
||||
if (dg > -wolfe * dginit) {
|
||||
if (*f > finit + *stp * dgtest) {
|
||||
width = dec;
|
||||
} else if (dg < wolfe * dginit) {
|
||||
} else {
|
||||
/* The sufficient decrease condition (Armijo condition). */
|
||||
if (param->linesearch == LBFGS_LINESEARCH_BACKTRACKING_ARMIJO) {
|
||||
/* Exit with the Armijo condition. */
|
||||
return count;
|
||||
}
|
||||
|
||||
/* Check the Wolfe condition. */
|
||||
vecdot(&dg, g, s, n);
|
||||
if (dg < param->wolfe * dginit) {
|
||||
width = inc;
|
||||
} else {
|
||||
/* Strong Wolfe condition. */
|
||||
if(param->linesearch == LBFGS_LINESEARCH_BACKTRACKING_WOLFE) {
|
||||
/* Exit with the regular Wolfe condition. */
|
||||
return count;
|
||||
}
|
||||
} else {
|
||||
/* Exit with the loose Wolfe condition. */
|
||||
return count;
|
||||
}
|
||||
} else {
|
||||
|
||||
/* Check the strong Wolfe condition. */
|
||||
if(dg > -param->wolfe * dginit) {
|
||||
width = dec;
|
||||
} else {
|
||||
/* Exit with the strong Wolfe condition. */
|
||||
return count;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
if (*stp < param->min_step) {
|
||||
@ -735,7 +749,7 @@ static int line_search_backtracking_owlqn(
|
||||
const lbfgs_parameter_t *param
|
||||
)
|
||||
{
|
||||
int i, ret = 0, count = 0;
|
||||
int i, count = 0;
|
||||
lbfgsfloatval_t width = 0.5, norm = 0.;
|
||||
lbfgsfloatval_t finit = *f, dgtest;
|
||||
|
||||
Reference in New Issue
Block a user