[][src]Crate multistochgrad

Modules

applis

some applications

mnist

To read MNIST database

prelude

to include necessary files

sag

Implementation of basic Stochastic Average Gradient (SAG)

scsg

A Rust implementation of Lei-Jordan paper On the adaptativity of Stochastic gradient based optiimization https://arxiv.org/abs/1904.04480

svrg

A Rust implementation of Johnsohn-Zhang paper Acceleration stochastic Gradient Descent using Predictive Variance Reduction https://papers.nips.cc/paper/4937-accelerating-stochastic-gradient-descent-using-predictive-variance-reduction.pdf

types

This file is inspired by the crate optimisation written by Oliver Mader b52@reaktor42.de I kept the traits Function, FunctionC1, Summation and SummationC1 which provides the interface accessible to users defining a minimisation problem.