The ensmallen library for flexible numerical optimization
Fuente:
arXiv
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| Autori principali: | , , , , , |
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| Natura: | Preprint |
| Pubblicazione: |
2021
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| Soggetti: | |
| Accesso online: | |
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| _version_ | 1866914672286892032 |
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| author | Curtin, Ryan R. Edel, Marcus Prabhu, Rahul Ganesh Basak, Suryoday Lou, Zhihao Sanderson, Conrad |
| author_facet | Curtin, Ryan R. Edel, Marcus Prabhu, Rahul Ganesh Basak, Suryoday Lou, Zhihao Sanderson, Conrad |
| contents | We overview the ensmallen numerical optimization library, which provides a flexible C++ framework for mathematical optimization of user-supplied objective functions. Many types of objective functions are supported, including general, differentiable, separable, constrained, and categorical. A diverse set of pre-built optimizers is provided, including Quasi-Newton optimizers and many variants of Stochastic Gradient Descent. The underlying framework facilitates the implementation of new optimizers. Optimization of an objective function typically requires supplying only one or two C++ functions. Custom behavior can be easily specified via callback functions. Empirical comparisons show that ensmallen outperforms other frameworks while providing more functionality. The library is available at https://ensmallen.org and is distributed under the permissive BSD license. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2108_12981 |
| institution | arXiv |
| publishDate | 2021 |
| record_format | arxiv |
| spellingShingle | The ensmallen library for flexible numerical optimization Curtin, Ryan R. Edel, Marcus Prabhu, Rahul Ganesh Basak, Suryoday Lou, Zhihao Sanderson, Conrad Mathematical Software Software Engineering Optimization and Control 65K10, 68N99 G.4; G.1.3; G.1.6 We overview the ensmallen numerical optimization library, which provides a flexible C++ framework for mathematical optimization of user-supplied objective functions. Many types of objective functions are supported, including general, differentiable, separable, constrained, and categorical. A diverse set of pre-built optimizers is provided, including Quasi-Newton optimizers and many variants of Stochastic Gradient Descent. The underlying framework facilitates the implementation of new optimizers. Optimization of an objective function typically requires supplying only one or two C++ functions. Custom behavior can be easily specified via callback functions. Empirical comparisons show that ensmallen outperforms other frameworks while providing more functionality. The library is available at https://ensmallen.org and is distributed under the permissive BSD license. |
| title | The ensmallen library for flexible numerical optimization |
| topic | Mathematical Software Software Engineering Optimization and Control 65K10, 68N99 G.4; G.1.3; G.1.6 |
| url | https://arxiv.org/abs/2108.12981 |