skglm.solvers.LBFGS

class skglm.solvers.LBFGS(max_iter=50, tol=0.0001, verbose=False)

A wrapper for scipy L-BFGS solver.

Refer to scipy L-BFGS-B documentation for details.

Parameters:

max_iterint, default 20

Maximum number of iterations.

tolfloat, default 1e-4

Tolerance for convergence.

verbosebool, default False

Amount of verbosity. 0/False is silent.

__init__(max_iter=50, tol=0.0001, verbose=False)

Methods

__init__([max_iter, tol, verbose])
custom_checks(X, y, datafit, penalty)	Ensure the solver is suited for the datafit + penalty problem.
solve(X, y, datafit, penalty[, w_init, ...])	Solve the optimization problem after validating its compatibility.