本文原作者: 游遵文, 经授权后发布.
参考文献
[1] 李航, 统计学习方法
[2] Numerical Optimization: Understanding L-BFGS http://aria42.com/blog/2014/12/understanding-lbfgs
[3] Orthant-Wise Limited-memory Quasi-Newton Optimizer for L1-regularized Objectives
来源: https://www.qcloud.com/developer/article/1519684