Optimistix: modular optimisation in JAX and Equinox
2024
Online
report
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.
Comment: 8 pages, 4 figures, 2 tables
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Optimistix: modular optimisation in JAX and Equinox
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Autor/in / Beteiligte Person: | Rader, Jason ; Lyons, Terry ; Kidger, Patrick |
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Veröffentlichung: | 2024 |
Medientyp: | report |
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