# falkon.optim¶

## Optimizer¶

class falkon.optim.Optimizer

class falkon.optim.ConjugateGradient(opt: Optional[falkon.options.ConjugateGradientOptions] = None)

class falkon.optim.FalkonConjugateGradient(kernel: falkon.kernels.kernel.Kernel, preconditioner: falkon.preconditioner.preconditioner.Preconditioner, opt: falkon.options.FalkonOptions, weight_fn=None)

Preconditioned conjugate gradient solver, optimized for the Falkon algorithm.

The linear system solved is

$\widetilde{B}^\top H \widetilde{B} \beta = \widetilde{B}^\top K_{nm}^\top Y$

where $$\widetilde{B}$$ is the approximate preconditioner

$\widetilde{B} = 1/\sqrt{n}T^{-1}A^{-1}$

$$\beta$$ is the preconditioned solution vector (from which we can get $$\alpha = \widetilde{B}\beta$$), and $$H$$ is the $$m\times m$$ sketched matrix

$H = K_{nm}^\top K_{nm} + \lambda n K_{mm}$
Parameters
• kernel – The kernel class used for the CG algorithm

• preconditioner – The approximate Falkon preconditioner. The class should allow triangular solves with both $$T$$ and $$A$$ and multiple right-hand sides. The preconditioner should already have been initialized with a set of Nystrom centers. If the Nystrom centers used for CG are different from the ones used for the preconditioner, the CG method could converge very slowly.

• opt – Options passed to the CG solver and to the kernel for computations.

falkon.preconditioner.FalkonPreconditioner