# stochastic_optimizers
This crate provides implementations of common stochstic gradient optimization algorithms.
They are designed to be lightweight, flexible and easy to use.
Currently implemted:
- Adam
- SGD
- AdaGrad
The crate does not provide automatic differentiation, the gradient is given by the user.
## Examples
```rust
use stochastic_optimizers::{Adam, Optimizer};
//minimise the function (x-4)^2
let start = -3.0;
let mut optimizer = Adam::new(start, 0.1);
for _ in 0..10000 {
let current_paramter = optimizer.parameters();
// d/dx (x-4)^2
let gradient = 2.0 * current_paramter - 8.0;
optimizer.step(&gradient);
}
assert_eq!(optimizer.into_parameters(), 4.0);
```
The parameters are owned by the optimizer and a reference can be optained by [`parameters()`](crate::Optimizer::parameters()).
After optimization they can be optained by [`into_parameters()`](crate::Optimizer::into_parameters()).
## What types can be optimized
All types which impement the [`Parameters`](crate::Parameters) trait can be optimized.
Implementations for the standart types `f32`, `f64`, `Vec<T : Parameters>` and `[T : Parameters ; N]` are provided.
Its realativly easy to implement it for custom types, see [`Parameters`](crate::Parameters).
## Unit tests
The unit tests require libtorch via the tch crate. See [github](https://github.com/LaurentMazare/tch-rs) for installation details.
## License
Licensed under either of
* Apache License, Version 2.0
([LICENSE-APACHE](LICENSE-APACHE) or http://www.apache.org/licenses/LICENSE-2.0)
* MIT license
([LICENSE-MIT](LICENSE-MIT) or http://opensource.org/licenses/MIT)
at your option.
## Contribution
Unless you explicitly state otherwise, any contribution intentionally submitted
for inclusion in the work by you, as defined in the Apache-2.0 license, shall be
dual licensed as above, without any additional terms or conditions.