Python bindings for the Ensmallen library.
Project description
pyensmallen
: python bindings for the ensmallen
library for numerical optimization
Very minimal python bindings for ensmallen
library. Currently supports
- L-BFGS, with intended use for optimisation of smooth objectives for m-estimation
- ADAM (and variants with different step-size routines) - makes use of ensmallen's templatization.
- Frank-Wolfe, with intended use for constrained optimization of smooth losses
- constraints are either lp-ball (lasso, ridge, elastic-net) or simplex
See ensmallen docs for details.
Installation:
from pypi
pip install pyensmallen
from source
- Install
armadillo
andensmallen
for your system (build from source, or via conda-forge; I went with the latter) - git clone this repository
pip install -e .
- Profit? Or at least minimize loss?
from wheel
- download the appropriate
.whl
for your system from the more recent release listed inReleases
and runpip install ./pyensmallen...
OR - copy the download url and run
pip install https://github.com/apoorvalal/pyensmallen/releases/download/<version>/pyensmallen-<version>-<pyversion>-linux_x86_64.whl
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