Stochastic Limited Memory Quasi-Newton Optimizers

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Documentation for package ‘stochQN’ version 0.1.2-1

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adaQN adaQN guided optimizer
adaQN_free adaQN Free-Mode Optimizer
coef.stoch_logistic Retrieve fitted coefficients from stochastic logistic regression object
get_curr_x Get current values of the optimization variables
get_iteration_number Get current iteration number from the optimizer object
oLBFGS oLBFGS guided optimizer
oLBFGS_free oLBFGS Free-Mode Optimizer
partial_fit Partial fit stochastic model to new data
partial_fit_logistic Update stochastic logistic regression model with new batch of data
predict.stochQN_guided Predict function for stochastic optimizer object
predict.stoch_logistic Prediction function for stochastic logistic regression
print.adaQN Print summary info about adaQN guided-mode object
print.adaQN_free Print summary info about adaQN free-mode object
print.oLBFGS Print summary info about oLBFGS guided-mode object
print.oLBFGS_free Print summary info about oLBFGS free-mode object
print.SQN Print summary info about SQN guided-mode object
print.SQN_free Print summary info about SQN free-mode object
print.stoch_logistic Print general info about stochastic logistic regression object
run_adaQN_free Run adaQN optimizer in free-mode
run_oLBFGS_free Run oLBFGS optimizer in free-mode
run_SQN_free Run SQN optimizer in free-mode
SQN SQN guided optimizer
SQN_free SQN Free-Mode Optimizer
stochastic.logistic.regression Stochastic Logistic Regression
summary.stoch_logistic Print general info about stochastic logistic regression object
update_fun Update objective function value (adaQN)
update_gradient Update gradient (oLBFGS, SQN, adaQN)
update_hess_vec Update Hessian-vector product (SQN)