Continuous and constrained optimization with PyTorch
Project description
pytorCH OPtimize: a library for continuous and constrained optimization built on PyTorch
...with applications to adversarially attacking and training neural networks.
:warning: This library is in early development, API might change without notice. The examples will be kept up to date. :warning:
Stochastic Algorithms
We define stochastic optimizers in the chop.stochastic module. These follow PyTorch Optimizer conventions, similar to the torch.optim module.
Full Gradient Algorithms
We also define full-gradient algorithms which operate on a batch of optimization problems in the chop.optim module. These are used for adversarial attacks, using the chop.Adversary wrapper.
Installing
Run the following:
git clone https://github.com/openopt/chop.git
cd chop
pip install .
Welcome to chop!
Examples:
See examples directory and our webpage.
Tests
Run the tests with pytests tests.
Citing
If this software is useful to your research, please consider citing it as
@article{chop,
author = {Geoffrey Negiar, Fabian Pedregosa},
title = {CHOP: continuous optimization built on Pytorch},
year = 2020,
url = {http://github.com/openopt/chop}
}
Affiliations
Geoffrey Négiar is in the Mahoney lab and the El Ghaoui lab at UC Berkeley.
Fabian Pedregosa is at Google Research.
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