[][src]Crate multistochgrad

Modules

applis

Some applications providing examples and tests. They show how implement Traits defined in types.rs to build a use case.

mnist

Structure and functions 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 optimization" (2019)
https://arxiv.org/abs/1904.04480

svrg

A Rust implementation of Johnson-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 for users to define a minimisation problem.