Expand description
Core functionality Argmin Optimizaton toolbox core
This crate contains the core functionality of argmin. If you just want to run an optimization method, this is not what you are looking for. However, if you want to implement your own solver based on the argmin architecture, you should find all necessary tools here.
Re-exports§
pub use executor::*;
Modules§
- Executor
- Output parameter vectors to file
- Macros
- Loggers based on the
slog
crate
Structs§
- Checkpoint
- The datastructure which is returned by the
next_iter
method of theSolver
trait. - A simple key-value storage
- Final struct returned by the
run
method ofExecutor
. - This type is necessary in order to be able to implement
slog::KV
onArgminKV
- A logger based on
slog
- The
Error
type, a wrapper around a dynamic error type. - Maintains the state from iteration to iteration of a solver
- Minimal No-op operator which does nothing, really.
- Fake Operators for testing No-op operator with free choice of the types
- Container for observers which acts just like a single
Observe
r by implementingObserve
on it. - This wraps an operator and keeps track of how often the cost, gradient and Hessian have been computed and how often the modify function has been called. Usually, this is an implementation detail unless a solver is needed within another solver (such as a line search within a gradient descent method), then it may be necessary to wrap the operator in an OpWrapper.
- Write parameter vectors to file
Enums§
- Argmin error type
- Defines at which intervals a checkpoint is saved.
- This is used to indicate how often the observer will observe the status.
Never
deactivates the observer,Always
andEvery(i)
will call the observer in every or every ith iteration, respectively.NewBest
will call the observer only, if a new best solution is found. - Indicates why the optimization algorithm stopped
- Different kinds of serializers
Traits§
- Add a
T
toself
- Return the conjugate
- (Pointwise) Divide a
T
byself
- Dot/scalar product of
T
andself
- Identity matrix
- Trait alias to simplify common trait bounds
- Compute the inverse (
T
) ofself
- Defines a common interface for line search methods.
- Minimum and Maximum of type
T
- (Pointwise) Multiply a
T
withself
- Common interface for beta update methods (Nonlinear-CG)
- Compute the l2-norm (
U
) ofself
- This trait needs to be implemented for every operator/cost function.
- Create a random number
- Add a
T
scaled by anU
toself
- Subtract a
T
scaled by anU
fromself
- Subtract a
T
fromself
- Transposing a type
- Defines a common interface to methods which calculate approximate steps for trust region methods.
- Dot/scalar product of
T
andself
weighted by W (p^TWv) - Return param vector of all zeros (for now, this is a hack. It should be done better)
- Zero for dynamically sized objects
- Defines the interface every Observer needs to expose
- Solver
Functions§
- Load a checkpoint from disk