Package de.jungblut.math.minimize

Interface Summary

Interface	Description
CostFunction	Cost function interface to be implemented when using with a optimizer like conjugate gradient for example.
IterationCompletionListener	Callback that should be triggered when a iteration was finished.
Minimizer	Minimizer interface for various function minimizers.

Class Summary

Class	Description
AbstractMiniBatchCostFunction	Mini Batch cost function.
AbstractMinimizer	Abstract minimizer class that adds functionality that can be shared between many minimizers.
CostGradientTuple	More readable variant of the before used Tuple<> in CostFunction.
DenseMatrixFolder
Fmincg	Minimize a continuous differentialble multivariate function.
GradientDescent	Gradient descent implementation with some neat features like momentum, divergence detection, delta breaks and bold driver and scheduled annealing adaptive learning rates.
GradientDescent.GradientDescentBuilder
NegatedCostFunction	Negated cost function to implement maximization problems.
OWLQN	Java translation of C++ code of "Orthant-Wise Limited-memory Quasi-Newton Optimizer for L1-regularized Objectives" (@see http://research.microsoft.com/).
ParticleSwarmOptimization	Particle Swarm Optimization algorithm to minimize costfunctions.