tools.py 文件源码

def line_search(Y, signs, direction, current_loss, ls_tries):
    '''
    Performs a backtracking line search, starting from Y and W, in the
    direction direction.
    '''
    alpha = 1.
    if current_loss is None:
        current_loss = loss(Y, signs)
    for _ in range(ls_tries):
        Y_new = np.dot(expm(alpha * direction), Y)
        new_loss = loss(Y_new, signs)
        if new_loss < current_loss:
            return True, Y_new, new_loss, alpha
        alpha /= 2.
    else:
        return False, Y_new, new_loss, alpha