Class Summary |
AbstractCachingDiffFunction |
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AbstractStochasticCachingDiffFunction |
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CGMinimizer |
Conjugate-gradient implementation based on the code in Numerical
Recipes in C. |
GoldenSectionLineSearch |
A class to do golden section line search. |
HybridMinimizer |
Hybrid Minimizer is set up as a combination of two minimizers. |
QNMinimizer |
Limited-Memory Quasi-Newton BFGS implementation based on the algorithms in |
SGDMinimizer |
Stochastic Gradient Descent Minimizer
The basic way to use the minimizer is with a null constructor, then
the simple minimize method:
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SGDToQNMinimizer |
Stochastic Gradient Descent To Quasi Newton Minimizer
An experimental minimizer which takes a stochastic function (one implementing AbstractStochasticCachingDiffFunction)
and executes SGD for the first couple passes, During the final iterations a series of approximate hessian vector
products are built up... |
SMDMinimizer |
Stochastic Meta Descent Minimizer based on |
SQNMinimizer |
Online Limited-Memory Quasi-Newton BFGS implementation based on the algorithms in |
StochasticDiffFunctionTester |
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