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LBFGS and OWL-QN optimization algorithms

Project description

PyLBFGS

https://travis-ci.org/dedupeio/pylbfgs.svg?branch=master

This is a Python wrapper around Naoaki Okazaki (chokkan)’s liblbfgs library of quasi-Newton optimization routines (limited memory BFGS and OWL-QN).

This package aims to provide a cleaner interface to the LBFGS algorithm than is currently available in SciPy, and to provide the OWL-QN algorithm to Python users.

Installing

Type:

pip install pylbfgs

Hacking

Type:

pip install "pip>=10"
pip install -r requirements.txt
pip install -e .

To run the test suite:

pytest tests

Authors

PyLBFGS was written by Lars Buitinck.

Alexis Mignon submitted a patch for error handling.

Project details


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