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LBFGS and OWL-QN optimization algorithms

Project description

PyLBFGS

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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:

python setup.py build_ext -i

to build PyLBFGS in-place, i.e. without installing it.

To run the test suite, make sure you have Nose installed, and type:

nosetests tests/

Authors

PyLBFGS was written by Lars Buitinck.

Alexis Mignon submitted a patch for error handling.

Project details


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