From 09eadc4044b2cbb82850de2817a017bc5904f677 Mon Sep 17 00:00:00 2001 From: Dennis Atabay Date: Wed, 9 Aug 2017 09:21:29 +0200 Subject: [PATCH] Update train.rst --- doc/train.rst | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/doc/train.rst b/doc/train.rst index 38840a9..e1e1838 100644 --- a/doc/train.rst +++ b/doc/train.rst @@ -98,7 +98,7 @@ Matlab :rtype: struct -``trainBFGS()``: train with Broyden–Fletcher–Goldfarb–Shanno Algorithm (Matlab only) +``train_BFGS()``: train with Broyden–Fletcher–Goldfarb–Shanno Algorithm (Matlab only) ------------------------------------------------------------------------------------- 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: