[−][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.

der	Calculates the derivative from its mathematical definition.
derivative	Given a function, return its derivative (a function).
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 `i`th variable, where `x` are the variables.
sim_anneal
sym_der	Calculates the symmetric difference quotient `(f(x+h) - f(x-h)) / 2h`. See https://en.wikipedia.org/wiki/Symmetric_derivative