/OptimizationMethods

Implementation of numerical optimization algorithms for logistic regression problem.

Primary LanguagePython

Optimization Methods

Implementation of numerical optimization algorithms for logistic regression problem.

Algorithms:

  • Gradient descent with different line search methods
  • Newton method
  • Hessian free Newton with conjugate gradients method
  • BFGS & L-BFGS
  • Stochastic gradient descent
  • Adam