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Update train.rst
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yabata authored Aug 9, 2017
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``trainBFGS()``: train with Broyden–Fletcher–Goldfarb–Shanno Algorithm (Matlab only)
``train_BFGS()``: train with Broyden–Fletcher–Goldfarb–Shanno Algorithm (Matlab only)
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The function ``train_BFGS()`` is an implementation of the `Broyden–Fletcher–Goldfarb–Shanno algorithm`_ (BFGS). The BFGS algorithm is a second order optimization method that uses rank-one updates specified by evaluations of the gradient :math:`\underline{g}` to approximate the Hessian matrix :math:`H`. In pyrenn the gradient :math:`\underline{g}` for BFGS is calculated using the `Backpropagation Through Time (BPTT) algorithm`_ based on:
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