Check L-BFGS scaling factor for convergence #136
Merged
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
13 tasks
|
@mlpack-jenkins test this please |
![mlpack-bot[bot]](https://avatars.githubusercontent.com/in/23934?s=60&v=4){kind=small}
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
While debugging some mlpack test failures I discovered that it is possible that
scalingFactorfor L-BFGS can be computed as0.0when the optimization is getting very close to convergence. This, then, causes a division by 0 later on in the code, and the returned iterate goes to a bunch of NaN garbage.So, this change addresses that by catching the case where the scaling factor is computed as 0, and terminates successfully in that case.