Authors: Jiang Hu, Zaiwen Wen, [Ruicheng Ao]
Last page update: Dec. 4, 2022
Latest version: 1.0
Riemannian natural gradient methods for solving negative log-probability loss over Riemannian manifold
min_{w in M} L(w) := 1/n sum_{i=1}^n log p(y_i|f(x_i,w)), where
- RNGD (Riemannian natural gradient methods)
- J. Hu, R. Ao, A. M.-C. So, M. Yang, Z. Wen, "Riemannian Natural Gradient Methods, SIAM Journal on Scientific Computing 46.1 (2024): A204-A231."
We hope that the package is useful for your application. If you have any bug reports or comments, please feel free to email one of the toolbox authors:
- Jiang Hu, hujiangopt at gmail.com
- Zaiwen Wen, wenzw at pku.edu.cn
startup
demo_mr_ml
Copyright (C) 2017, Jiang Hu, Zaiwen Wen
This program is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.
This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.
You should have received a copy of the GNU General Public License along with this program. If not, see (http://www.gnu.org/licenses/)
- Version 1.0.0 (Dec. 4, 2022)
- Initial version.