[][src]Module compute::optimize

A module for optimization. Used in conjunction with predict to fit models.

Structs

Adam

Implements the Adam optimizer. See Kingma and Ba 2014 for details about the algorithm.

Traits

Optimizer

Functions

der

Calculates the derivative from its mathematical definition.

mse

Calculates the mean squared error of a vector of predictions. See https://en.wikipedia.org/wiki/Mean_squared_error

partial

Calculates the partial derivative of a function f with respect to the ith variable, where x are the variables.

sym_der

Calculates the symmetric difference quotient (f(x+h) - f(x-h)) / 2h. See https://en.wikipedia.org/wiki/Symmetric_derivative