Merge pull request #216 from google:fabianp-patch-2

PiperOrigin-RevId: 446443101
google · May 4, 2022 · 8531330 · 8531330
2 parents 95e7f27 + 952dee2
commit 8531330
Showing 1 changed file with 3 additions and 1 deletion.
diff --git a/jaxopt/_src/lbfgs.py b/jaxopt/_src/lbfgs.py
@@ -161,7 +161,9 @@ class LBFGS(base.IterativeSolver):
 
     history_size: size of the memory to use.
     use_gamma: whether to initialize the inverse Hessian approximation with
-      gamma * I, see 'Numerical Optimization', equation (7.20).
+      gamma * I, where gamma is chosen following equation (7.20) of 'Numerical
+      Optimization' (reference below). If use_gamma is set to False, the
+      identity is used as initialization.
 
     implicit_diff: whether to enable implicit diff or autodiff of unrolled
       iterations.