optiml 1.5__tar.gz → 1.8__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- optiml-1.8/LICENSE +21 -0
- optiml-1.8/MANIFEST.in +1 -0
- optiml-1.8/PKG-INFO +204 -0
- {optiml-1.5 → optiml-1.8}/README.md +48 -31
- optiml-1.8/optiml/ml/data/ML-CUP19/ML-CUP19-TR.csv +1772 -0
- optiml-1.8/optiml/ml/data/ML-CUP19/ML-CUP19-TS.csv +418 -0
- optiml-1.8/optiml/ml/data/ML-CUP19/dmeoli_ML-CUP19-TS.csv +416 -0
- {optiml-1.5 → optiml-1.8}/optiml/ml/neural_network/_base.py +102 -1
- {optiml-1.5 → optiml-1.8}/optiml/ml/neural_network/activations.py +9 -0
- optiml-1.8/optiml/ml/neural_network/initializers.py +66 -0
- {optiml-1.5 → optiml-1.8}/optiml/ml/neural_network/layers.py +80 -0
- {optiml-1.5 → optiml-1.8}/optiml/ml/neural_network/losses.py +55 -8
- optiml-1.8/optiml/ml/neural_network/regularizers.py +87 -0
- {optiml-1.5 → optiml-1.8}/optiml/ml/svm/_base.py +6 -6
- {optiml-1.5 → optiml-1.8}/optiml/ml/svm/kernels.py +45 -10
- {optiml-1.5 → optiml-1.8}/optiml/ml/svm/losses.py +105 -36
- {optiml-1.5 → optiml-1.8}/optiml/ml/svm/smo.py +75 -1
- optiml-1.8/optiml/ml/tests/_datasets.py +49 -0
- optiml-1.8/optiml/ml/tests/_utils.py +28 -0
- optiml-1.8/optiml/ml/tests/test_initializers.py +33 -0
- {optiml-1.5 → optiml-1.8}/optiml/ml/tests/test_neural_network.py +17 -2
- {optiml-1.5 → optiml-1.8}/optiml/ml/tests/test_svc.py +30 -77
- {optiml-1.5 → optiml-1.8}/optiml/ml/tests/test_svr.py +16 -51
- {optiml-1.5 → optiml-1.8}/optiml/ml/utils.py +1 -2
- {optiml-1.5 → optiml-1.8}/optiml/opti/_base.py +20 -14
- {optiml-1.5 → optiml-1.8}/optiml/opti/constrained/_base.py +89 -28
- {optiml-1.5 → optiml-1.8}/optiml/opti/constrained/active_set.py +64 -33
- optiml-1.8/optiml/opti/constrained/frank_wolfe.py +165 -0
- {optiml-1.5 → optiml-1.8}/optiml/opti/constrained/interior_point.py +74 -38
- optiml-1.8/optiml/opti/constrained/projected_gradient.py +143 -0
- optiml-1.8/optiml/opti/constrained/tests/test_lower_bound.py +29 -0
- {optiml-1.5 → optiml-1.8}/optiml/opti/unconstrained/_base.py +3 -0
- {optiml-1.5 → optiml-1.8}/optiml/opti/unconstrained/line_search/__init__.py +2 -2
- {optiml-1.5 → optiml-1.8}/optiml/opti/unconstrained/line_search/conjugate_gradient.py +69 -110
- {optiml-1.5 → optiml-1.8}/optiml/opti/unconstrained/line_search/gradient_descent.py +14 -71
- optiml-1.8/optiml/opti/unconstrained/line_search/newton.py +194 -0
- optiml-1.8/optiml/opti/unconstrained/line_search/quasi_newton.py +488 -0
- {optiml-1.5 → optiml-1.8}/optiml/opti/unconstrained/proximal_bundle.py +53 -68
- optiml-1.8/optiml/opti/unconstrained/stochastic/_base.py +243 -0
- optiml-1.8/optiml/opti/unconstrained/stochastic/adadelta.py +133 -0
- optiml-1.8/optiml/opti/unconstrained/stochastic/adagrad.py +123 -0
- {optiml-1.5 → optiml-1.8}/optiml/opti/unconstrained/stochastic/adam.py +50 -0
- {optiml-1.5 → optiml-1.8}/optiml/opti/unconstrained/stochastic/adamax.py +50 -0
- {optiml-1.5 → optiml-1.8}/optiml/opti/unconstrained/stochastic/amsgrad.py +49 -0
- {optiml-1.5 → optiml-1.8}/optiml/opti/unconstrained/stochastic/gradient_descent.py +40 -0
- optiml-1.8/optiml/opti/unconstrained/stochastic/rmsprop.py +156 -0
- {optiml-1.5 → optiml-1.8}/optiml/opti/unconstrained/stochastic/schedules.py +1 -1
- optiml-1.8/optiml/opti/unconstrained/tests/test_functions.py +34 -0
- optiml-1.8/optiml/opti/unconstrained/tests/test_quasi_newton.py +30 -0
- optiml-1.8/optiml/opti/unconstrained/tests/test_verbose.py +25 -0
- {optiml-1.5 → optiml-1.8}/optiml/opti/utils.py +54 -23
- optiml-1.8/optiml.egg-info/PKG-INFO +204 -0
- {optiml-1.5 → optiml-1.8}/optiml.egg-info/SOURCES.txt +12 -1
- {optiml-1.5 → optiml-1.8}/optiml.egg-info/requires.txt +1 -0
- {optiml-1.5 → optiml-1.8}/setup.py +6 -3
- optiml-1.5/PKG-INFO +0 -165
- optiml-1.5/optiml/ml/neural_network/initializers.py +0 -47
- optiml-1.5/optiml/ml/neural_network/regularizers.py +0 -46
- optiml-1.5/optiml/opti/constrained/frank_wolfe.py +0 -147
- optiml-1.5/optiml/opti/constrained/projected_gradient.py +0 -125
- optiml-1.5/optiml/opti/unconstrained/line_search/newton.py +0 -229
- optiml-1.5/optiml/opti/unconstrained/line_search/quasi_newton.py +0 -297
- optiml-1.5/optiml/opti/unconstrained/stochastic/_base.py +0 -167
- optiml-1.5/optiml/opti/unconstrained/stochastic/adadelta.py +0 -89
- optiml-1.5/optiml/opti/unconstrained/stochastic/adagrad.py +0 -81
- optiml-1.5/optiml/opti/unconstrained/stochastic/rmsprop.py +0 -108
- optiml-1.5/optiml/opti/unconstrained/tests/test_quasi_newton.py +0 -20
- optiml-1.5/optiml.egg-info/PKG-INFO +0 -165
- {optiml-1.5 → optiml-1.8}/optiml/__init__.py +0 -0
- {optiml-1.5 → optiml-1.8}/optiml/ml/__init__.py +0 -0
- {optiml-1.5 → optiml-1.8}/optiml/ml/neural_network/__init__.py +0 -0
- {optiml-1.5 → optiml-1.8}/optiml/ml/svm/__init__.py +0 -0
- {optiml-1.5 → optiml-1.8}/optiml/ml/tests/__init__.py +0 -0
- {optiml-1.5 → optiml-1.8}/optiml/opti/__init__.py +0 -0
- {optiml-1.5 → optiml-1.8}/optiml/opti/constrained/__init__.py +0 -0
- {optiml-1.5 → optiml-1.8}/optiml/opti/constrained/tests/__init__.py +0 -0
- {optiml-1.5 → optiml-1.8}/optiml/opti/constrained/tests/test_active_set.py +0 -0
- {optiml-1.5 → optiml-1.8}/optiml/opti/constrained/tests/test_frank_wolfe.py +0 -0
- {optiml-1.5 → optiml-1.8}/optiml/opti/constrained/tests/test_interior_point.py +0 -0
- {optiml-1.5 → optiml-1.8}/optiml/opti/constrained/tests/test_lagrangian_quadratic.py +0 -0
- {optiml-1.5 → optiml-1.8}/optiml/opti/constrained/tests/test_projected_gradient.py +0 -0
- {optiml-1.5 → optiml-1.8}/optiml/opti/unconstrained/__init__.py +0 -0
- {optiml-1.5 → optiml-1.8}/optiml/opti/unconstrained/line_search/_base.py +0 -0
- {optiml-1.5 → optiml-1.8}/optiml/opti/unconstrained/line_search/line_search.py +0 -0
- {optiml-1.5 → optiml-1.8}/optiml/opti/unconstrained/stochastic/__init__.py +0 -0
- {optiml-1.5 → optiml-1.8}/optiml/opti/unconstrained/tests/__init__.py +0 -0
- {optiml-1.5 → optiml-1.8}/optiml/opti/unconstrained/tests/test_adadelta.py +0 -0
- {optiml-1.5 → optiml-1.8}/optiml/opti/unconstrained/tests/test_adagrad.py +0 -0
- {optiml-1.5 → optiml-1.8}/optiml/opti/unconstrained/tests/test_adam.py +0 -0
- {optiml-1.5 → optiml-1.8}/optiml/opti/unconstrained/tests/test_adamax.py +0 -0
- {optiml-1.5 → optiml-1.8}/optiml/opti/unconstrained/tests/test_amsgrad.py +0 -0
- {optiml-1.5 → optiml-1.8}/optiml/opti/unconstrained/tests/test_conjugate_gradient.py +0 -0
- {optiml-1.5 → optiml-1.8}/optiml/opti/unconstrained/tests/test_gradient_descent.py +0 -0
- {optiml-1.5 → optiml-1.8}/optiml/opti/unconstrained/tests/test_newton.py +0 -0
- {optiml-1.5 → optiml-1.8}/optiml/opti/unconstrained/tests/test_rmsprop.py +0 -0
- {optiml-1.5 → optiml-1.8}/optiml.egg-info/dependency_links.txt +0 -0
- {optiml-1.5 → optiml-1.8}/optiml.egg-info/top_level.txt +0 -0
- {optiml-1.5 → optiml-1.8}/setup.cfg +0 -0
optiml-1.8/LICENSE
ADDED
|
@@ -0,0 +1,21 @@
|
|
|
1
|
+
MIT License
|
|
2
|
+
|
|
3
|
+
Copyright (c) 2019 Donato Meoli
|
|
4
|
+
|
|
5
|
+
Permission is hereby granted, free of charge, to any person obtaining a copy
|
|
6
|
+
of this software and associated documentation files (the "Software"), to deal
|
|
7
|
+
in the Software without restriction, including without limitation the rights
|
|
8
|
+
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
|
|
9
|
+
copies of the Software, and to permit persons to whom the Software is
|
|
10
|
+
furnished to do so, subject to the following conditions:
|
|
11
|
+
|
|
12
|
+
The above copyright notice and this permission notice shall be included in all
|
|
13
|
+
copies or substantial portions of the Software.
|
|
14
|
+
|
|
15
|
+
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
|
|
16
|
+
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
|
|
17
|
+
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
|
|
18
|
+
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
|
|
19
|
+
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
|
|
20
|
+
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
|
|
21
|
+
SOFTWARE.
|
optiml-1.8/MANIFEST.in
ADDED
|
@@ -0,0 +1 @@
|
|
|
1
|
+
recursive-include optiml/ml/data *.csv
|
optiml-1.8/PKG-INFO
ADDED
|
@@ -0,0 +1,204 @@
|
|
|
1
|
+
Metadata-Version: 2.4
|
|
2
|
+
Name: optiml
|
|
3
|
+
Version: 1.8
|
|
4
|
+
Summary: Optimizers for/and sklearn compatible Machine Learning models
|
|
5
|
+
Home-page: https://github.com/dmeoli/optiml
|
|
6
|
+
Author: Donato Meoli
|
|
7
|
+
Author-email: donato.meoli@outlook.com
|
|
8
|
+
License: MIT
|
|
9
|
+
Requires-Python: >=3.9
|
|
10
|
+
Description-Content-Type: text/markdown
|
|
11
|
+
License-File: LICENSE
|
|
12
|
+
Requires-Dist: autograd
|
|
13
|
+
Requires-Dist: casadi
|
|
14
|
+
Requires-Dist: cvxopt
|
|
15
|
+
Requires-Dist: cvxpy
|
|
16
|
+
Requires-Dist: matplotlib
|
|
17
|
+
Requires-Dist: numpy
|
|
18
|
+
Requires-Dist: pytest
|
|
19
|
+
Requires-Dist: qpsolvers
|
|
20
|
+
Requires-Dist: quadprog
|
|
21
|
+
Requires-Dist: scikit-learn
|
|
22
|
+
Requires-Dist: scipy
|
|
23
|
+
Requires-Dist: wurlitzer
|
|
24
|
+
Dynamic: author
|
|
25
|
+
Dynamic: author-email
|
|
26
|
+
Dynamic: description
|
|
27
|
+
Dynamic: description-content-type
|
|
28
|
+
Dynamic: home-page
|
|
29
|
+
Dynamic: license
|
|
30
|
+
Dynamic: license-file
|
|
31
|
+
Dynamic: requires-dist
|
|
32
|
+
Dynamic: requires-python
|
|
33
|
+
Dynamic: summary
|
|
34
|
+
|
|
35
|
+
# OptiML
|
|
36
|
+
|
|
37
|
+
[](https://github.com/dmeoli/optiml/actions/workflows/ci.yml)
|
|
38
|
+
[](https://coveralls.io/github/dmeoli/optiml?branch=master)
|
|
39
|
+
[](https://img.shields.io/badge/python-3.9%20%7C%203.10%20%7C%203.11%20%7C%203.12-blue)
|
|
40
|
+
[](https://pypi.org/project/optiml/)
|
|
41
|
+
[](https://pypistats.org/packages/optiml)
|
|
42
|
+
[](https://mybinder.org/v2/gh/dmeoli/optiml/master)
|
|
43
|
+
[](https://colab.research.google.com/github/dmeoli/optiml)
|
|
44
|
+
[](https://dmeoli.github.io/optiml)
|
|
45
|
+
|
|
46
|
+
OptiML is a sklearn compatible implementation of *Support Vector Machines* and *Deep Neural Networks*, both with some of
|
|
47
|
+
the most successful features according to the state of the art.
|
|
48
|
+
|
|
49
|
+
This work was motivated by the possibility of being able to solve the optimization problem deriving from the
|
|
50
|
+
mathematical formulation of these models through a wide range of optimization algorithms object of study and developed
|
|
51
|
+
for the Numerical Methods and Optimization course @ [Department of Computer Science](https://www.di.unipi.it/en/) @
|
|
52
|
+
[University of Pisa](https://www.unipi.it/index.php/english) under the supervision of
|
|
53
|
+
prof. [Antonio Frangioni](http://pages.di.unipi.it/frangio/).
|
|
54
|
+
|
|
55
|
+
## Contents
|
|
56
|
+
|
|
57
|
+
- Numerical Optimization
|
|
58
|
+
- Unconstrained Optimization
|
|
59
|
+
- Line Search Methods
|
|
60
|
+
- 1st Order Methods
|
|
61
|
+
- [x] Steepest Gradient Descent
|
|
62
|
+
- [x] Conjugate Gradient
|
|
63
|
+
- [x] Fletcher–Reeves formula
|
|
64
|
+
- [x] Polak–Ribière formula
|
|
65
|
+
- [x] Hestenes-Stiefel formula
|
|
66
|
+
- [x] Dai-Yuan formula
|
|
67
|
+
- 2nd Order Methods
|
|
68
|
+
- [x] Newton
|
|
69
|
+
- Quasi-Newton
|
|
70
|
+
- [x] BFGS
|
|
71
|
+
- [x] L-BFGS
|
|
72
|
+
- Stochastic Methods
|
|
73
|
+
- [x] Stochastic Gradient Descent
|
|
74
|
+
- [x] Momentum
|
|
75
|
+
- [x] Polyak
|
|
76
|
+
- [x] Nesterov
|
|
77
|
+
- [x] Adam
|
|
78
|
+
- [x] Momentum
|
|
79
|
+
- [x] Polyak
|
|
80
|
+
- [x] Nesterov
|
|
81
|
+
- [x] AMSGrad
|
|
82
|
+
- [x] Momentum
|
|
83
|
+
- [x] Polyak
|
|
84
|
+
- [x] Nesterov
|
|
85
|
+
- [x] AdaMax
|
|
86
|
+
- [x] Momentum
|
|
87
|
+
- [x] Polyak
|
|
88
|
+
- [x] Nesterov
|
|
89
|
+
- [x] AdaGrad
|
|
90
|
+
- [x] AdaDelta
|
|
91
|
+
- [x] RMSProp
|
|
92
|
+
- [x] Momentum
|
|
93
|
+
- [x] Polyak
|
|
94
|
+
- [x] Nesterov
|
|
95
|
+
- [x] Schedules
|
|
96
|
+
- Step size
|
|
97
|
+
- [x] Decaying
|
|
98
|
+
- [x] Linear Annealing
|
|
99
|
+
- [x] Repeater
|
|
100
|
+
- Momentum
|
|
101
|
+
- [x] Sutskever Blend
|
|
102
|
+
- [x] Proximal Bundle with [cvxpy](https://github.com/cvxgrp/cvxpy) interface to
|
|
103
|
+
[ecos](https://github.com/embotech/ecos), [osqp](https://github.com/oxfordcontrol/osqp),
|
|
104
|
+
[scs](https://github.com/cvxgrp/scs),
|
|
105
|
+
[etc](https://www.cvxpy.org/tutorial/advanced/index.html#choosing-a-solver).
|
|
106
|
+
- Constrained Quadratic Optimization
|
|
107
|
+
- Box-Constrained Quadratic Methods
|
|
108
|
+
- [x] Projected Gradient
|
|
109
|
+
- [x] Frank-Wolfe or Conditional Gradient
|
|
110
|
+
- [x] Active Set
|
|
111
|
+
- [x] Interior Point
|
|
112
|
+
- [x] Lagrangian Dual
|
|
113
|
+
- [x] Augmented Lagrangian Dual
|
|
114
|
+
|
|
115
|
+
- Machine Learning
|
|
116
|
+
- [x] Support Vector Machines
|
|
117
|
+
- Formulations
|
|
118
|
+
- Primal
|
|
119
|
+
- Wolfe Dual
|
|
120
|
+
- Lagrangian Dual
|
|
121
|
+
- [x] Support Vector Classifier
|
|
122
|
+
- Losses
|
|
123
|
+
- [x] Hinge (L1 Loss) 
|
|
124
|
+
- [x] Squared Hinge (L2 Loss) 
|
|
125
|
+
- [x] Support Vector Regression
|
|
126
|
+
- Losses
|
|
127
|
+
- [x] Epsilon-insensitive (L1 Loss) 
|
|
128
|
+
- [x] Squared Epsilon-insensitive (L2 Loss) 
|
|
129
|
+
- Kernels
|
|
130
|
+
- [x] Linear
|
|
131
|
+
|
|
132
|
+
| SVC | SVR |
|
|
133
|
+
|:--------------------------------------------------------------------------------------------------:|:--------------------------------------------------------------------------------------------------:|
|
|
134
|
+
|  |  |
|
|
135
|
+
|
|
136
|
+
- [x] Polynomial
|
|
137
|
+
|
|
138
|
+
| SVC | SVR |
|
|
139
|
+
| :----: | :----: |
|
|
140
|
+
|  |  |
|
|
141
|
+
|
|
142
|
+
- [x] Gaussian
|
|
143
|
+
|
|
144
|
+
| SVC | SVR |
|
|
145
|
+
|:------------------------------------------------------------------------------------------------------:|:------------------------------------------------------------------------------------------------------:|
|
|
146
|
+
|  |  |
|
|
147
|
+
|
|
148
|
+
- [x] Laplacian
|
|
149
|
+
|
|
150
|
+
| SVC | SVR |
|
|
151
|
+
|:--------------------------------------------------------------------------------------------------------:|:--------------------------------------------------------------------------------------------------------:|
|
|
152
|
+
|  |  |
|
|
153
|
+
|
|
154
|
+
- [x] Sigmoid
|
|
155
|
+
- Optimizers (ad hoc)
|
|
156
|
+
- [x] Sequential Minimal Optimization (SMO)
|
|
157
|
+
- [x] QP solver with [qpsolvers](https://github.com/stephane-caron/qpsolvers) interface to
|
|
158
|
+
[cvxopt](https://github.com/cvxopt/cvxopt), [quadprog](https://github.com/rmcgibbo/quadprog),
|
|
159
|
+
[qpOASES](https://github.com/coin-or/qpOASES), [etc](https://github.com/stephane-caron/qpsolvers#solvers).
|
|
160
|
+
- [x] Neural Networks
|
|
161
|
+
- [x] Neural Network Classifier
|
|
162
|
+
- [x] Neural Network Regressor
|
|
163
|
+
- Losses
|
|
164
|
+
- [x] Mean Absolute Error (L1 Loss)
|
|
165
|
+
- [x] Mean Squared Error (L2 Loss)
|
|
166
|
+
- [x] Binary Cross Entropy
|
|
167
|
+
- [x] Categorical Cross Entropy
|
|
168
|
+
- [x] Sparse Categorical Cross Entropy
|
|
169
|
+
- Regularizers
|
|
170
|
+
- [x] L1 or Lasso
|
|
171
|
+
- [x] L2 or Ridge or Tikhonov
|
|
172
|
+
- Activations
|
|
173
|
+
- [x] Linear
|
|
174
|
+
- [x] Sigmoid
|
|
175
|
+
- [x] Tanh
|
|
176
|
+
- [x] ReLU
|
|
177
|
+
- [x] SoftMax
|
|
178
|
+
- Layers
|
|
179
|
+
- [x] Fully Connected
|
|
180
|
+
- Initializers
|
|
181
|
+
- [x] Xavier or Glorot (normal and uniform)
|
|
182
|
+
- [x] He (normal and uniform)
|
|
183
|
+
|
|
184
|
+
## Install
|
|
185
|
+
|
|
186
|
+
```
|
|
187
|
+
pip install optiml
|
|
188
|
+
```
|
|
189
|
+
|
|
190
|
+
## Documentation
|
|
191
|
+
|
|
192
|
+
The full API reference is available at [dmeoli.github.io/optiml](https://dmeoli.github.io/optiml),
|
|
193
|
+
automatically built from the source docstrings and published to GitHub Pages on every push to `master`.
|
|
194
|
+
|
|
195
|
+
It can also be built locally with [Sphinx](https://www.sphinx-doc.org):
|
|
196
|
+
|
|
197
|
+
```
|
|
198
|
+
pip install -r docs/requirements.txt
|
|
199
|
+
sphinx-build -b html docs docs/_build/html
|
|
200
|
+
```
|
|
201
|
+
|
|
202
|
+
## License [](https://opensource.org/licenses/MIT)
|
|
203
|
+
|
|
204
|
+
This software is released under the MIT License. See the [LICENSE](LICENSE) file for details.
|
|
@@ -1,18 +1,22 @@
|
|
|
1
1
|
# OptiML
|
|
2
|
-
|
|
3
|
-
[](https://github.com/dmeoli/optiml/actions/workflows/ci.yml)
|
|
4
|
+
[](https://coveralls.io/github/dmeoli/optiml?branch=master)
|
|
5
|
+
[](https://img.shields.io/badge/python-3.9%20%7C%203.10%20%7C%203.11%20%7C%203.12-blue)
|
|
5
6
|
[](https://pypi.org/project/optiml/)
|
|
6
7
|
[](https://pypistats.org/packages/optiml)
|
|
7
8
|
[](https://mybinder.org/v2/gh/dmeoli/optiml/master)
|
|
9
|
+
[](https://colab.research.google.com/github/dmeoli/optiml)
|
|
10
|
+
[](https://dmeoli.github.io/optiml)
|
|
8
11
|
|
|
9
|
-
OptiML is a sklearn compatible implementation of *Support Vector Machines* and *Deep Neural Networks*,
|
|
10
|
-
|
|
12
|
+
OptiML is a sklearn compatible implementation of *Support Vector Machines* and *Deep Neural Networks*, both with some of
|
|
13
|
+
the most successful features according to the state of the art.
|
|
11
14
|
|
|
12
|
-
This work was motivated by the possibility of being able to solve the optimization problem deriving from the
|
|
13
|
-
formulation of these models through a wide range of optimization algorithms object of study and developed
|
|
14
|
-
Numerical Methods and Optimization course
|
|
15
|
-
[University of Pisa](https://www.unipi.it/index.php/english) under the supervision of
|
|
15
|
+
This work was motivated by the possibility of being able to solve the optimization problem deriving from the
|
|
16
|
+
mathematical formulation of these models through a wide range of optimization algorithms object of study and developed
|
|
17
|
+
for the Numerical Methods and Optimization course @ [Department of Computer Science](https://www.di.unipi.it/en/) @
|
|
18
|
+
[University of Pisa](https://www.unipi.it/index.php/english) under the supervision of
|
|
19
|
+
prof. [Antonio Frangioni](http://pages.di.unipi.it/frangio/).
|
|
16
20
|
|
|
17
21
|
## Contents
|
|
18
22
|
|
|
@@ -30,7 +34,7 @@ Numerical Methods and Optimization course @ [Department of Computer Science](ht
|
|
|
30
34
|
- [x] Newton
|
|
31
35
|
- Quasi-Newton
|
|
32
36
|
- [x] BFGS
|
|
33
|
-
- [
|
|
37
|
+
- [x] L-BFGS
|
|
34
38
|
- Stochastic Methods
|
|
35
39
|
- [x] Stochastic Gradient Descent
|
|
36
40
|
- [x] Momentum
|
|
@@ -61,9 +65,10 @@ Numerical Methods and Optimization course @ [Department of Computer Science](ht
|
|
|
61
65
|
- [x] Repeater
|
|
62
66
|
- Momentum
|
|
63
67
|
- [x] Sutskever Blend
|
|
64
|
-
- [x] Proximal Bundle with [cvxpy](https://github.com/cvxgrp/cvxpy) interface to
|
|
65
|
-
[ecos](https://github.com/embotech/ecos), [osqp](https://github.com/oxfordcontrol/osqp),
|
|
66
|
-
[scs](https://github.com/cvxgrp/scs),
|
|
68
|
+
- [x] Proximal Bundle with [cvxpy](https://github.com/cvxgrp/cvxpy) interface to
|
|
69
|
+
[ecos](https://github.com/embotech/ecos), [osqp](https://github.com/oxfordcontrol/osqp),
|
|
70
|
+
[scs](https://github.com/cvxgrp/scs),
|
|
71
|
+
[etc](https://www.cvxpy.org/tutorial/advanced/index.html#choosing-a-solver).
|
|
67
72
|
- Constrained Quadratic Optimization
|
|
68
73
|
- Box-Constrained Quadratic Methods
|
|
69
74
|
- [x] Projected Gradient
|
|
@@ -89,35 +94,35 @@ Numerical Methods and Optimization course @ [Department of Computer Science](ht
|
|
|
89
94
|
- [x] Squared Epsilon-insensitive (L2 Loss) 
|
|
90
95
|
- Kernels
|
|
91
96
|
- [x] Linear
|
|
92
|
-
|
|
93
|
-
|
|
|
94
|
-
|
|
97
|
+
|
|
98
|
+
| SVC | SVR |
|
|
99
|
+
|:--------------------------------------------------------------------------------------------------:|:--------------------------------------------------------------------------------------------------:|
|
|
95
100
|
|  |  |
|
|
96
|
-
|
|
101
|
+
|
|
97
102
|
- [x] Polynomial
|
|
98
|
-
|
|
99
|
-
|
|
|
103
|
+
|
|
104
|
+
| SVC | SVR |
|
|
100
105
|
| :----: | :----: |
|
|
101
106
|
|  |  |
|
|
102
|
-
|
|
107
|
+
|
|
103
108
|
- [x] Gaussian
|
|
104
|
-
|
|
105
|
-
|
|
|
106
|
-
|
|
109
|
+
|
|
110
|
+
| SVC | SVR |
|
|
111
|
+
|:------------------------------------------------------------------------------------------------------:|:------------------------------------------------------------------------------------------------------:|
|
|
107
112
|
|  |  |
|
|
108
|
-
|
|
113
|
+
|
|
109
114
|
- [x] Laplacian
|
|
110
|
-
|
|
111
|
-
|
|
|
112
|
-
|
|
115
|
+
|
|
116
|
+
| SVC | SVR |
|
|
117
|
+
|:--------------------------------------------------------------------------------------------------------:|:--------------------------------------------------------------------------------------------------------:|
|
|
113
118
|
|  |  |
|
|
114
|
-
|
|
119
|
+
|
|
115
120
|
- [x] Sigmoid
|
|
116
121
|
- Optimizers (ad hoc)
|
|
117
122
|
- [x] Sequential Minimal Optimization (SMO)
|
|
118
|
-
- [x] QP solver with [qpsolvers](https://github.com/stephane-caron/qpsolvers) interface to
|
|
119
|
-
|
|
120
|
-
|
|
123
|
+
- [x] QP solver with [qpsolvers](https://github.com/stephane-caron/qpsolvers) interface to
|
|
124
|
+
[cvxopt](https://github.com/cvxopt/cvxopt), [quadprog](https://github.com/rmcgibbo/quadprog),
|
|
125
|
+
[qpOASES](https://github.com/coin-or/qpOASES), [etc](https://github.com/stephane-caron/qpsolvers#solvers).
|
|
121
126
|
- [x] Neural Networks
|
|
122
127
|
- [x] Neural Network Classifier
|
|
123
128
|
- [x] Neural Network Regressor
|
|
@@ -148,6 +153,18 @@ Numerical Methods and Optimization course @ [Department of Computer Science](ht
|
|
|
148
153
|
pip install optiml
|
|
149
154
|
```
|
|
150
155
|
|
|
156
|
+
## Documentation
|
|
157
|
+
|
|
158
|
+
The full API reference is available at [dmeoli.github.io/optiml](https://dmeoli.github.io/optiml),
|
|
159
|
+
automatically built from the source docstrings and published to GitHub Pages on every push to `master`.
|
|
160
|
+
|
|
161
|
+
It can also be built locally with [Sphinx](https://www.sphinx-doc.org):
|
|
162
|
+
|
|
163
|
+
```
|
|
164
|
+
pip install -r docs/requirements.txt
|
|
165
|
+
sphinx-build -b html docs docs/_build/html
|
|
166
|
+
```
|
|
167
|
+
|
|
151
168
|
## License [](https://opensource.org/licenses/MIT)
|
|
152
169
|
|
|
153
170
|
This software is released under the MIT License. See the [LICENSE](LICENSE) file for details.
|