OptimizersΒΆ

pypomp provides a variety of class-based optimization algorithms that can be passed to model training methods to customize parameter estimation.

Classes

SGD([clip_norm, scale, ls, c, max_ls_itn])

Stochastic Gradient Descent optimizer.

Adam([clip_norm, scale, ls, c, max_ls_itn, ...])

Adam optimizer.

FullMatrixAdam([clip_norm, scale, ls, c, ...])

Full-Matrix Adam optimizer.

BFGS([clip_norm, scale, ls, c, max_ls_itn])

Quasi-Newton BFGS optimizer.

Newton([clip_norm, scale, ls, c, max_ls_itn])

Classic Second-Order Newton-Raphson optimizer.

WeightedNewton([clip_norm, scale, ls, c, ...])

Weighted Newton optimizer with decaying history.