rolling_window_gradient_descent

scirs2_optimize::streaming::rolling_window

Function rolling_window_gradient_descent 

Source 
pub fn rolling_window_gradient_descent<T: StreamingObjective>(
    initial_parameters: Array1<f64>,
    objective: T,
    config: StreamingConfig,
    learning_rate: Option<f64>,
) -> RollingWindowOptimizer<T>
Expand description

Create a rolling window optimizer with gradient descent