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package owl-opt
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Library
Module
Module type
Parameter
Class
Class type
Parameters
Signature
type fv = Owl.Algodiff.S.tobjective function value type
type prm = Owl.Algodiff.S.tparamter type
type stop = state -> boolstopping criterion function type
val iter : state -> intiter s returns the number of iterations for optimisation state s
val fv : state -> floatfv s returns the objective function value of state s
init ~prms0 ~f () returns an initialises optimisation state for initial parmaters prms0 and objective function f
val stop : state -> boolstop s is the default stopping criterion, which prints out the iteration and objective function value at each optimisation iteration and terminates when the objective function value goes below 1E-4
min ?(stop=stop) ~lr s minimises f for optimisation state s using vanilla gradient descent. Once the stopping criterion is reached (i.e. stop s returns true), the min returns the optimised state.
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