Expand description
First-order optimizers: learning-rate methods (gradient descent, SGD, Adam,
RMSProp, AdaGrad) and the Fletcher–Reeves conjugate gradient.
Each optimizer drives an Objective toward a minimum and
returns an OptimizeResult. The learning-rate
methods stop when the gradient norm falls below a tolerance; conjugate
gradient additionally restarts every n steps.
Re-exports§
pub use adagrad::adagrad;pub use adam::adam;pub use conjugate_gradient::conjugate_gradient;pub use gradient_descent::gradient_descent;pub use rmsprop::rmsprop;pub use sgd::sgd;
Modules§
- adagrad
AdaGradoptimizer (Duchi, Hazan & Singer 2011) — per-coordinate adaptive rates.- adam
- Adam optimizer (Kingma & Ba 2014) — adaptive moment estimation.
- conjugate_
gradient - Nonlinear conjugate gradient (Fletcher–Reeves) with backtracking line search.
- gradient_
descent - Vanilla (batch) gradient descent — the worked pattern every learning-rate optimizer follows.
- rmsprop
RMSPropoptimizer (Tieleman & Hinton 2012) — root-mean-square gradient scaling.- sgd
- Stochastic gradient descent with seeded coordinate-subsampled steps.