Optimistix: modular optimisation in JAX and Equinox
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arXiv
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| Auteurs principaux: | , , |
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| Format: | Preprint |
| Publié: |
2024
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| _version_ | 1866916126614618112 |
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| author | Rader, Jason Lyons, Terry Kidger, Patrick |
| author_facet | Rader, Jason Lyons, Terry Kidger, Patrick |
| contents | We introduce Optimistix: a nonlinear optimisation library built in JAX and Equinox. Optimistix introduces a novel, modular approach for its minimisers and least-squares solvers. This modularity relies on new practical abstractions for optimisation which we call search and descent, and which generalise classical notions of line search, trust-region, and learning-rate algorithms. It provides high-level APIs and solvers for minimisation, nonlinear least-squares, root-finding, and fixed-point iteration. Optimistix is available at https://github.com/patrick-kidger/optimistix. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2402_09983 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Optimistix: modular optimisation in JAX and Equinox Rader, Jason Lyons, Terry Kidger, Patrick Optimization and Control Mathematical Software We introduce Optimistix: a nonlinear optimisation library built in JAX and Equinox. Optimistix introduces a novel, modular approach for its minimisers and least-squares solvers. This modularity relies on new practical abstractions for optimisation which we call search and descent, and which generalise classical notions of line search, trust-region, and learning-rate algorithms. It provides high-level APIs and solvers for minimisation, nonlinear least-squares, root-finding, and fixed-point iteration. Optimistix is available at https://github.com/patrick-kidger/optimistix. |
| title | Optimistix: modular optimisation in JAX and Equinox |
| topic | Optimization and Control Mathematical Software |
| url | https://arxiv.org/abs/2402.09983 |