optimal-pytorch

A library which combines Coin-Betting algorithms and test functions for optimization algorithms.

Install it with pip install optimal_pytorch.

Usage

A minimal example is shown below

import torch
from optimal_pytorch.coin_betting.torch import Cocob

loss_f = lambda x: x**2
y = torch.tensor([20.0], requires_grad=True)
optimizer = Cocob([y])
iterations = 50
for step in range(iterations):
    optimizer.zero_grad()
    loss = loss_f(y)
    loss.backward()
    optimizer.step()
    print(y)