Expand description
Numerical optimizers minimizing an Objective.
Every optimizer in this module reduces a scalar objective f: ℝⁿ → ℝ and
returns an OptimizeResult reporting the located point, its objective
value, the iteration count, and a ConvergenceStatus. The families are
grouped into subfolders: gradient (first-order learning-rate methods and
conjugate gradient), second_order (Newton and L-BFGS), and stochastic
(simulated annealing and genetic / differential evolution). The shared test
objectives live in objectives.
§scipy.optimize mapping
Each optimizer is paired with the scipy.optimize method it is cross-checked
against; methods with no faithful counterpart are documented as excluded so
the comparison coverage is auditable.
| stats-claw | scipy.optimize | agreement |
|---|---|---|
gradient_descent | none (vanilla GD) | excluded |
sgd | none | excluded |
adam | none | excluded |
rmsprop | none | excluded |
adagrad | none | excluded |
conjugate_gradient | minimize(method="CG") | compared |
newton | minimize(method="Newton-CG") | compared |
lbfgs | minimize(method="L-BFGS-B") | compared |
simulated_annealing | dual_annealing | optimum |
genetic | differential_evolution | optimum |
Deterministic optimizers (exempt from the seed-variation check):
gradient_descent, adam, rmsprop, adagrad, conjugate_gradient,
newton, lbfgs. Stochastic optimizers (seed-variation required): sgd,
simulated_annealing, genetic.
Modules§
- gradient
- First-order optimizers: learning-rate methods (gradient descent, SGD, Adam,
RMSProp,AdaGrad) and the Fletcher–Reeves conjugate gradient. - objectives
- Standard test objectives for the optimizer suite.
- second_
order - Second-order optimizers: Newton’s method (Hessian-based) and L-BFGS (limited- memory quasi-Newton).
- stochastic
- Derivative-free stochastic optimizers: simulated annealing and a genetic (differential-evolution) optimizer.
Structs§
- Optimize
Result - The result of minimizing an
Objective.
Enums§
- Convergence
Status - Outcome of an optimization run: whether the stopping criterion was satisfied.
Traits§
- Objective
- A differentiable scalar objective
f: ℝⁿ → ℝto be minimized.