Ryan Dwyer ryanpdwyer
jcmgray
/ sgd-for-scipy.py
Created
June 18, 2020 19:33
Stochastic gradient descent functions compatible with ``scipy.optimize.minimize(..., method=func)``.
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| import numpy as np | |
| from scipy.optimize import OptimizeResult | |
| def sgd( | |
| fun, | |
| x0, | |
| jac, | |
| args=(), | |
| learning_rate=0.001, |