LBFGS for Matrix value variables

[Daniel Korzekwa]

Can I use LBFGS in breeze for minimazing a function of two matrix value arguments?

More specifically, I want to minimize a lower bound of marginal log likelihood with respect to the mean and covariance arguments from Nguyen et al. Collaborative Multi-output Gaussian Processes, 2014, equation 15

http://auai.org/uai2014/proceedings/individuals/159.pdf

[David Hall]

Sorry, I lost this message.

You can import FrobeniusInnerProductDenseMatrixSpace and then LBFGS will work. (Performance will be a bit slower than it could be, which ought to be fixed, but...)

--
You received this message because you are subscribed to the Google Groups "Scala Breeze" group.
To unsubscribe from this group and stop receiving emails from it, send an email to scala-breeze...@googlegroups.com.
To post to this group, send email to scala-...@googlegroups.com.
To view this discussion on the web visit https://groups.google.com/d/msgid/scala-breeze/4393a75a-69ff-4bdd-aa3d-230a4602aa77%40googlegroups.com.
For more options, visit https://groups.google.com/d/optout.

[David Hall]

import FrobeniusInnerProductDenseMatrixSpace._ rather