sgcrf.py 文件源码

def check_descent(self, newton_lambda, alpha, fixed, vary):
        # check if we have made suffcient descent
        DLam = np.trace(np.dot(self.grad_wrt_Lam(fixed, vary), newton_lambda)) + \
               self.lamL * np.linalg.norm(self.Lam + newton_lambda, ord=1) - \
               self.lamL * np.linalg.norm(self.Lam, ord=1)

        nll_a = self.l1_neg_log_likelihood_wrt_Lam(self.Lam + alpha * newton_lambda, fixed, vary)
        nll_b = self.l1_neg_log_likelihood_wrt_Lam(self.Lam, fixed, vary) + alpha * self.slack * DLam
        return nll_a <= nll_b