package owl-opt

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Parameters
Signature

package owl-opt

owl-opt
- Owl_opt
  - D
    
    Adam
    
    Make
    
    P
    
    Gd
    
    Make
    
    P
    
    Rmsprop
    
    Make
    
    P
  - Lr
  - Prms
    
    PT
    
    Pair
    
    Single
  - S
    
    Adam
    
    Make
    
    P
    
    Gd
    
    Make
    
    P
    
    Rmsprop
    
    Make
    
    P

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Module
Module type
Parameter
Class
Class type

Parameters

module P : Prms.PT

Signature

type fv = Owl.Algodiff.D.t

objective function value type

type prm = Owl.Algodiff.D.t

paramter type

type prms = prm P.t

user-defined paramter record type

type f = prms -> fv

objective function type

type state

internal state

type stop = state -> bool

stopping criterion function type

val iter : state -> int

iter s returns the number of iterations for optimisation state s

val prms : state -> prms

prms s returns the optimisation parameters of state s

val f : state -> f

f s returns the objective function of state s

val fv : state -> float

fv s returns the objective function value of state s

val init : prms0:prms -> f:f -> unit -> state

init ~prms0 ~f () returns an initialises optimisation state for initial parmaters prms0 and objective function f

val stop : state -> bool

stop s is the default stopping criterion, which prints out the iteration and objective function value at each optimisation iteration and terminates when the objective function value goes below 1E-4

val min : 
  ?stop:stop ->
  ?beta1:float ->
  ?beta2:float ->
  ?eps:float ->
  lr:Lr.t ->
  state ->
  state

min ?(stop=stop) ?(beta1=0.99) ?(beta2=0.999) ?(eps=1E-8) ~lr s minimises f for optimisation state s using Adam. Once the stopping criterion is reached, the function returns the optimised state. The hyperparamters beta1, beta2, and eps are defined here.

val max : 
  ?stop:stop ->
  ?beta1:float ->
  ?beta2:float ->
  ?eps:float ->
  lr:Lr.t ->
  state ->
  state

max ?(stop=stop) ?(beta1=0.99) ?(beta2=0.999) ?(eps=1E-8) ~lr s is similar to min but maximises f.