Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Implement Barzilai Borwein step size rule #748

Closed
jakobsj opened this issue Jan 26, 2021 · 1 comment · Fixed by #1859
Closed

Implement Barzilai Borwein step size rule #748

jakobsj opened this issue Jan 26, 2021 · 1 comment · Fixed by #1859
Assignees
Labels
enhancement New feature or request
Milestone

Comments

@jakobsj
Copy link
Contributor

jakobsj commented Jan 26, 2021

The Barzilai-Borwein step size very often gives much faster convergence and is cheaper to evaluate than simple backtracking. It should be implemented in gradient descent.

@gfardell gfardell added this to the Future Version milestone Sep 20, 2021
@MargaretDuff
Copy link
Member

https://en.wikipedia.org/wiki/Barzilai-Borwein_method

Main reference is the first one: Barzilai, Jonathan; Borwein, Jonathan M. (1988). "Two-Point Step Size Gradient Methods". IMA Journal of Numerical Analysis. 8: 141–148

https://doi.org/10.1093%2Fimanum%2F8.1.141

@MargaretDuff MargaretDuff changed the title Implement Barzilai Borwein step size in GD Implement Barzilai Borwein step size rule Jun 20, 2024
@MargaretDuff MargaretDuff self-assigned this Jun 20, 2024
@MargaretDuff MargaretDuff added the enhancement New feature or request label Jun 20, 2024
@gfardell gfardell modified the milestones: Future Version, v24.2.0 Jul 15, 2024
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
enhancement New feature or request
Projects
Status: Done
Status: Needs reviewing
Status: ToDo
Development

Successfully merging a pull request may close this issue.

3 participants