API reference

Base Optimization classes

Class

Description

CustomOptimizer

Base optimization class. Optimization with inputs x, y, and loss function

LineSearchOptimizer

Class implementing line search methods for optimizaton.

SecondOrderOptimizer

Class implementing methods for calculating and formatting the hessian matrix for optimization.

Available algorithms

Algorithm

Description

GradientDescentLS

Vanilla gradient descent with line search.

ConjugateGradientLS

Conjugate gradient descent with line search

NewtonLS

Newton’s method for optimization with line search

GaussNewtonLS

Gauss-Newton algorithm with line search.

LevenbergMarquardtLS

Levenberg-Marquardt algorithm with line search.

AdaHessian

AdaHessian algorithm.