Expand description
Optimization algorithms for linear models
Modules§
- proximal
- Proximal operators for common penalties
Structs§
- Lbfgs
Optimizer - L-BFGS optimizer for unconstrained optimization
- Nesterov
Accelerated Gradient - Accelerated Gradient Descent with Nesterov momentum
- Proximal
Gradient Optimizer - Proximal Gradient Method optimizer for composite objectives
- SagOptimizer
- Stochastic Average Gradient (SAG) optimizer
- Saga
Optimizer - SAGA optimizer (improved SAG with support for non-smooth penalties)
Type Aliases§
- Fista
Optimizer - Accelerated Proximal Gradient Method (FISTA)