Search Results for "optimizer"

...For large machine learning models, it can be cumbersome or inefficient to work with parameters as one big, flat vector, and structs help manage complexity; but it is also desirable to easily operate over all parameters at once, e.g. for changing precision or applying an optimizer update step.

EAGO is an open-source development environment for robust and global optimization in Julia. EAGO is a deterministic global optimizer designed to address a wide variety of optimization problems, emphasizing nonlinear programs (NLPs), by propagating McCormick relaxations along the factorable structure of each expression in the NLP. Most operators supported by modern automatic differentiation (AD) packages (e.g., +, sin, cosh) are supported by EAGO and a number of utilities for sanitizing native Julia code and generating relaxations on a wide variety of user-defined functions have been included. ...

This is a package for Structural Equation Modeling in development. It is written for extensibility, that is, you can easily define your own objective functions and other parts of the model. At the same time, it is (very) fast. We provide fast objective functions, gradients, and for some cases hessians as well as approximations thereof. As a user, you can easily define custom loss functions. For those, you can decide to provide analytical gradients or use finite difference approximation /...