accosmin / nano

C++ library [machine learning & numerical optimization] - superseeded by libnano
MIT License
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Refactor stochastic optimizers #137

Closed accosmin closed 7 years ago

accosmin commented 7 years ago

Simplify & clarify the implementation of the stochastic optimizers:

accosmin commented 7 years ago

Extend test_affine to support other criteria and loss functions. Also check if it is possible to merge accumulator_t and criterion_t. SG/SGM should never fail during benchmark_stoch for convex functions: need a better learning rate schedule?!