--- a +++ b/combinedDeepLearningActiveContour/minFunc/dampedUpdate.m @@ -0,0 +1,43 @@ +function [old_dirs,old_stps,Hdiag,Bcompact] = lbfgsUpdate(y,s,corrections,debug,old_dirs,old_stps,Hdiag) + +%B0 = eye(length(y))/Hdiag; +S = old_dirs(:,2:end); +Y = old_stps(:,2:end); +k = size(Y,2); +L = zeros(k); +for j = 1:k + for i = j+1:k + L(i,j) = S(:,i)'*Y(:,j); + end +end +D = diag(diag(S'*Y)); +N = [S/Hdiag Y]; +M = [S'*S/Hdiag L;L' -D]; + +ys = y'*s; +Bs = s/Hdiag - N*(M\(N'*s)); % Product B*s +sBs = s'*Bs; + +eta = .02; +if ys < eta*sBs + if debug + fprintf('Damped Update\n'); + end + theta = min(max(0,((1-eta)*sBs)/(sBs - ys)),1); + y = theta*y + (1-theta)*Bs; +end + + +numCorrections = size(old_dirs,2); +if numCorrections < corrections + % Full Update + old_dirs(:,numCorrections+1) = s; + old_stps(:,numCorrections+1) = y; +else + % Limited-Memory Update + old_dirs = [old_dirs(:,2:corrections) s]; + old_stps = [old_stps(:,2:corrections) y]; +end + +% Update scale of initial Hessian approximation +Hdiag = (y'*s)/(y'*y); \ No newline at end of file