Index

A

accept_step() (LineSearchSolver method) AdaHessian (class in torch_numopt.algorithms) (class in torch_numopt.algorithms.adahessian) AdaHessianLS (class in torch_numopt.algorithms) (class in torch_numopt.algorithms.adahessian)

AdaHessianMixin (class in torch_numopt.algorithms.adahessian) apply_gradients() (LBFGSMixin method) (LevenbergMarquardt method), [1] (LineSearchOptimizer method) (NumericalOptimizer method) (TrustRegionOptimizer method)

B

BacktrackingLineSearch (class in torch_numopt.line_search) BarzilaiBorweinStepSize (class in torch_numopt.step_initializer)

batch_data_size() (SupervisedLearningObjective method) BisectionLineSearch (class in torch_numopt.line_search)

C

CauchyPointTRSolver (class in torch_numopt.trust_region) closure() (ObjectiveFunction method) conjugate_gradient() (in module torch_numopt.solve_system) conjugate_residual() (in module torch_numopt.solve_system) ConjugateGradient (class in torch_numopt.algorithms) (class in torch_numopt.algorithms.conjugate_gradient) ConjugateGradientLS (class in torch_numopt.algorithms) (class in torch_numopt.algorithms.conjugate_gradient)

ConjugateGradientMixin (class in torch_numopt.algorithms.conjugate_gradient) ConstantStepSize (class in torch_numopt.step_initializer) create_line_search_solver() (in module torch_numopt.line_search) create_step_size_init() (in module torch_numopt.step_initializer) create_trust_region_solver() (in module torch_numopt.trust_region) CurvatureEstimator (class in torch_numopt.curvature_estimator)

D

DiagonalNewton (class in torch_numopt.algorithms)

DiagonalNewtonLS (class in torch_numopt.algorithms) DoglegTRSolver (class in torch_numopt.trust_region)

E

ExactBlockHessianCalculator (class in torch_numopt.curvature) (class in torch_numopt.curvature.exact_block_hessian)

ExactHessianCalculator (class in torch_numopt.curvature) (class in torch_numopt.curvature.exact_hessian) ExactTRSolver (class in torch_numopt.trust_region)

F

find_step_size() (BacktrackingLineSearch method) (BisectionLineSearch method) (InterpolationLineSearch method) (LineSearchSolver method)

fix_cond() (in module torch_numopt.utils) (in module torch_numopt.utils.stability) fix_stability() (in module torch_numopt.utils) (in module torch_numopt.utils.stability) full_scaling_matrix() (CurvatureEstimator method)

G

GaussNewton (class in torch_numopt.algorithms) (class in torch_numopt.algorithms.gauss_newton) GaussNewtonApproximation (class in torch_numopt.curvature) (class in torch_numopt.curvature.gauss_newton_approximation) GaussNewtonBlockApproximation (class in torch_numopt.curvature) (class in torch_numopt.curvature.gauss_newton_block_approximation) GaussNewtonLS (class in torch_numopt.algorithms) (class in torch_numopt.algorithms.gauss_newton) GaussNewtonTR (class in torch_numopt.algorithms) (class in torch_numopt.algorithms.gauss_newton) get_batch() (SupervisedLearningObjective method) get_initial_step() (BarzilaiBorweinStepSize method) (ConstantStepSize method) (InterpolateStepSize method) (KeepStepSize method) (LipschitzStepSize method) (QuadraticStepSize method) (ScaledStepSize method) (StepSizeInitializer method)

get_step_direction() (AdaHessianMixin method) (ConjugateGradientMixin method) (LBFGSMixin method) (NumericalOptimizer method) GradientDescent (class in torch_numopt.algorithms) (class in torch_numopt.algorithms.gradient_descent) GradientDescentLipschitz (class in torch_numopt.algorithms) (class in torch_numopt.algorithms.gradient_descent) GradientDescentLS (class in torch_numopt.algorithms) (class in torch_numopt.algorithms.gradient_descent) GradientDescentTR (class in torch_numopt.algorithms) (class in torch_numopt.algorithms.gradient_descent)

H

HutchinsonDiagonalApproximation (class in torch_numopt.curvature) (class in torch_numopt.curvature.hutchinson_diagonal_approximation) hvp() (CurvatureEstimator method) (ExactBlockHessianCalculator method), [1] (ExactHessianCalculator method), [1] (GaussNewtonApproximation method), [1] (GaussNewtonBlockApproximation method), [1] (HutchinsonDiagonalApproximation method), [1] (NaiveIdentityCalculator method), [1]

I

InexactLevenbergMarquardt (class in torch_numopt.algorithms) (class in torch_numopt.algorithms.levenberg_marquardt)

InterpolateStepSize (class in torch_numopt.step_initializer) InterpolationLineSearch (class in torch_numopt.line_search)

J

jvp() (GaussNewtonApproximation method), [1] (GaussNewtonBlockApproximation method), [1]

K

KeepStepSize (class in torch_numopt.step_initializer)

L

LBFGS (class in torch_numopt.algorithms) (class in torch_numopt.algorithms.lbfgs) LBFGSLS (class in torch_numopt.algorithms) (class in torch_numopt.algorithms.lbfgs) LBFGSMixin (class in torch_numopt.algorithms.lbfgs) LevenbergMarquardt (class in torch_numopt.algorithms) (class in torch_numopt.algorithms.levenberg_marquardt)

LineSearchOptimizer (class in torch_numopt.numerical_optimizer) LineSearchSolver (class in torch_numopt.line_search) LipschitzStepSize (class in torch_numopt.step_initializer) loss() (ObjectiveFunction method) (SupervisedLearningObjective method)

M

model() (TrustRegionSolver method) module torch_numopt.algorithms, [1] torch_numopt.algorithms.adahessian, [1] torch_numopt.algorithms.conjugate_gradient, [1] torch_numopt.algorithms.gauss_newton, [1] torch_numopt.algorithms.gradient_descent, [1] torch_numopt.algorithms.hutchinson_newton torch_numopt.algorithms.lbfgs, [1] torch_numopt.algorithms.levenberg_marquardt, [1] torch_numopt.algorithms.newton, [1] torch_numopt.curvature, [1] torch_numopt.curvature.exact_block_hessian, [1] torch_numopt.curvature.exact_hessian, [1] torch_numopt.curvature.gauss_newton_approximation, [1] torch_numopt.curvature.gauss_newton_block_approximation, [1] torch_numopt.curvature.hutchinson_diagonal_approximation, [1] torch_numopt.curvature.naive_identity, [1] torch_numopt.curvature_estimator, [1] torch_numopt.line_search, [1] torch_numopt.numerical_optimizer, [1] torch_numopt.objective, [1] torch_numopt.solve_system, [1] torch_numopt.step_initializer, [1] torch_numopt.trust_region, [1] torch_numopt.utils, [1] torch_numopt.utils.param_operations, [1] torch_numopt.utils.stability, [1] torch_numopt.utils.utils, [1]

N

NaiveIdentityCalculator (class in torch_numopt.curvature) (class in torch_numopt.curvature.naive_identity) new_model_radius() (LevenbergMarquardt method), [1] (TrustRegionOptimizer method) Newton (class in torch_numopt.algorithms) (class in torch_numopt.algorithms.newton) NewtonCG (class in torch_numopt.algorithms) (class in torch_numopt.algorithms.newton)

NewtonCGLS (class in torch_numopt.algorithms) (class in torch_numopt.algorithms.newton) NewtonCGTR (class in torch_numopt.algorithms) (class in torch_numopt.algorithms.newton) NewtonLS (class in torch_numopt.algorithms) (class in torch_numopt.algorithms.newton) NewtonTR (class in torch_numopt.algorithms) (class in torch_numopt.algorithms.newton) NumericalOptimizer (class in torch_numopt.numerical_optimizer)

O

ObjectiveFunction (class in torch_numopt.objective) optimize_model() (CauchyPointTRSolver method) (DoglegTRSolver method) (ExactTRSolver method) (SteihaugTointTRSolver method) (TrustRegionSolver method)

P

param_add() (in module torch_numopt.utils) (in module torch_numopt.utils.param_operations) param_argnums() (in module torch_numopt.utils) (in module torch_numopt.utils.param_operations) param_copy() (in module torch_numopt.utils) (in module torch_numopt.utils.param_operations) param_detach() (in module torch_numopt.utils) (in module torch_numopt.utils.param_operations) param_diff() (in module torch_numopt.utils) (in module torch_numopt.utils.param_operations) param_dot() (in module torch_numopt.utils) (in module torch_numopt.utils.param_operations) param_flatten() (in module torch_numopt.utils) (in module torch_numopt.utils.param_operations) param_is_finite() (in module torch_numopt.utils) (in module torch_numopt.utils.param_operations) param_mult() (in module torch_numopt.utils) (in module torch_numopt.utils.param_operations) param_neg() (in module torch_numopt.utils) (in module torch_numopt.utils.param_operations)

param_norm() (in module torch_numopt.utils) (in module torch_numopt.utils.param_operations) param_numel() (in module torch_numopt.utils) (in module torch_numopt.utils.param_operations) param_reshape_like() (in module torch_numopt.utils) (in module torch_numopt.utils.param_operations) param_scalar_prod() (in module torch_numopt.utils) (in module torch_numopt.utils.param_operations) param_scaled_add() (in module torch_numopt.utils) (in module torch_numopt.utils.param_operations) param_sizes() (in module torch_numopt.utils) (in module torch_numopt.utils.param_operations) param_transpose() (in module torch_numopt.utils) (in module torch_numopt.utils.param_operations) param_zero_like() (in module torch_numopt.utils) (in module torch_numopt.utils.param_operations) pinv_svd_trunc() (in module torch_numopt.utils) (in module torch_numopt.utils.stability)

Q

quadratic_form() (CurvatureEstimator method) (ExactBlockHessianCalculator method), [1] (ExactHessianCalculator method), [1] (GaussNewtonApproximation method), [1] (GaussNewtonBlockApproximation method), [1] (HutchinsonDiagonalApproximation method), [1] (NaiveIdentityCalculator method), [1]

QuadraticStepSize (class in torch_numopt.step_initializer)

R

reset() (CurvatureEstimator method)

residual() (ObjectiveFunction method) (SupervisedLearningObjective method)

S

ScaledStepSize (class in torch_numopt.step_initializer) scaling_matrix() (CurvatureEstimator method) (ExactBlockHessianCalculator method), [1] (ExactHessianCalculator method), [1] (GaussNewtonApproximation method), [1] (GaussNewtonBlockApproximation method), [1] (HutchinsonDiagonalApproximation method), [1] (NaiveIdentityCalculator method), [1]

set_data() (SupervisedLearningObjective method) solve_system() (in module torch_numopt.solve_system) SteihaugTointTRSolver (class in torch_numopt.trust_region) step() (NumericalOptimizer method) StepSizeInitializer (class in torch_numopt.step_initializer) SupervisedLearningObjective (class in torch_numopt.objective)

T

torch_numopt.algorithms module, [1] torch_numopt.algorithms.adahessian module, [1] torch_numopt.algorithms.conjugate_gradient module, [1] torch_numopt.algorithms.gauss_newton module, [1] torch_numopt.algorithms.gradient_descent module, [1] torch_numopt.algorithms.hutchinson_newton module torch_numopt.algorithms.lbfgs module, [1] torch_numopt.algorithms.levenberg_marquardt module, [1] torch_numopt.algorithms.newton module, [1] torch_numopt.curvature module, [1] torch_numopt.curvature.exact_block_hessian module, [1] torch_numopt.curvature.exact_hessian module, [1] torch_numopt.curvature.gauss_newton_approximation module, [1] torch_numopt.curvature.gauss_newton_block_approximation module, [1] torch_numopt.curvature.hutchinson_diagonal_approximation module, [1]

torch_numopt.curvature.naive_identity module, [1] torch_numopt.curvature_estimator module, [1] torch_numopt.line_search module, [1] torch_numopt.numerical_optimizer module, [1] torch_numopt.objective module, [1] torch_numopt.solve_system module, [1] torch_numopt.step_initializer module, [1] torch_numopt.trust_region module, [1] torch_numopt.utils module, [1] torch_numopt.utils.param_operations module, [1] torch_numopt.utils.stability module, [1] torch_numopt.utils.utils module, [1] torch_to_float() (in module torch_numopt.utils) (in module torch_numopt.utils.utils) truncated_cg() (in module torch_numopt.solve_system) TrustRegionOptimizer (class in torch_numopt.numerical_optimizer) TrustRegionSolver (class in torch_numopt.trust_region)

U

update() (CurvatureEstimator method) (HutchinsonDiagonalApproximation method), [1]