SGDLibrary - MATLAB library for stochastic optimization algorithms: Version 1.0.17

  •        381

The SGDLibrary is a pure-MATLAB library of a collection of stochastic optimization algorithms. This solves an unconstrained minimization problem of the form, min f(x) = sum_i f_i(x). The SGDLibrary is also operable on GNU Octave (Free software compatible with many MATLAB scripts). Note that this SGDLibrary internally contains the GDLibrary.

https://github.com/hiroyuki-kasai/SGDLibrary

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