pyxu-org / pyxu

Modular and scalable computational imaging in Python with GPU/out-of-core computing.
https://pyxu-org.github.io/
MIT License
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[prox_adam] Added Proximal Adam solver #42

Closed Dicedead closed 1 year ago

Dicedead commented 1 year ago

Implementation in pycsou.opt.solver.prox_adam. Reference paper: Proximal Adam: Robust Adaptive Update Scheme for Constrained Optimization.

Three variants implemented: Adam, PAdam and AMSGrad. Possible further developments: scheduling $\beta_1$ and $\beta_2$ moving averages coefficients.