Implementation of linesearch Optimization Algorithms in Python

Last update: Dec 06, 2022

Overview

Nonlinear Optimization Algorithms

During my time as Scientific Assistant at the Karlsruhe Institute of Technology (Germany) I implemented various Optimization Algorithms solving unrestricted nonlinear Problems; Gradient-Descent-Method, Newton-Method, Conjugate-Gradient-Descent-Method, BFGS-Method and a Trust-Region-Method in Python.

In addition, I implemented an Armijo linesearch.

The code is implemented in an object-oriented manner, whereby each method is implemented in a class (bfgs.py, cg.py, gradv.py, newtonm.py and tr.py) and executed via the ros_test.py script. In the script ros_test.py the Rosenbrock function was implemented, which is minimized to a given starting point x_0 with each method.

Owner

Paul

M.Sc student at Columbia University and Karlsruhe Institute of Technology. Passionate about Mathematical Modeling, Statistics and Optimization.

GitHub Repository

Iterative stochastic gradient descent (SGD) linear regressor with regularization

SGD-Linear-Regressor Iterative stochastic gradient descent (SGD) linear regressor with regularization Dataset: Kaggle “Graduate Admission 2” https://w

1 Oct 29, 2021

Predict the output which should give a fair idea about the chances of admission for a student for a particular university

Predict the output which should give a fair idea about the chances of admission for a student for a particular university.

1 Jan 11, 2022

PyPOTS - A Python Toolbox for Data Mining on Partially-Observed Time Series

A python toolbox/library for data mining on partially-observed time series, supporting tasks of forecasting/imputation/classification/clustering on incomplete multivariate time series with missing va

179 Dec 31, 2022

Auto updating website that tracks closed & open issues/PRs on scikit-learn/scikit-learn.

Repository Status for Scikit-learn Live webpage Auto updating website that tracks closed & open issues/PRs on scikit-learn/scikit-learn. Running local

6 Dec 27, 2022

Python ML pipeline that showcases mltrace functionality.

mltrace tutorial Date: October 2021 This tutorial builds a training and testing pipeline for a toy ML prediction problem: to predict whether a passeng

28 Nov 09, 2022

Simple Machine Learning Tool Kit

Getting started smltk (Simple Machine Learning Tool Kit) package is implemented for helping your work during data preparation testing your model The g

1 Dec 30, 2021

XGBoost-Ray is a distributed backend for XGBoost, built on top of distributed computing framework Ray.

92 Dec 14, 2022

stability-selection - A scikit-learn compatible implementation of stability selection

stability-selection - A scikit-learn compatible implementation of stability selection stability-selection is a Python implementation of the stability

185 Dec 03, 2022

Lightning ⚡️ fast forecasting with statistical and econometric models.

Nixtla Statistical ⚡️ Forecast Lightning fast forecasting with statistical and econometric models StatsForecast offers a collection of widely used uni

2.1k Dec 29, 2022

Lseng-iseng eksplor Machine Learning dengan menggunakan library Scikit-Learn

Kalo dengar istilah ML, biasanya rada ambigu. Soalnya punya beberapa kepanjangan, seperti Mobile Legend, Makan Lontong, Ma**ng L*v* dan lain-lain. Tapi pada repo ini membahas Machine Learning :)

1 Apr 06, 2022

A linear regression model for house price prediction

Linear_Regression_Model A linear regression model for house price prediction. This code is using these packages, so please make sure your have install

1 Nov 29, 2021

MIT-Machine Learning with Python–From Linear Models to Deep Learning

MIT-Machine Learning with Python–From Linear Models to Deep Learning | One of the 5 courses in MIT MicroMasters in Statistics & Data Science Welcome t

2 Aug 23, 2022

Stacked Generalization (Ensemble Learning)

Stacking (stacked generalization) Overview ikki407/stacking - Simple and useful stacking library, written in Python. User can use models of scikit-lea

192 Dec 23, 2022

pywFM is a Python wrapper for Steffen Rendle's factorization machines library libFM

pywFM pywFM is a Python wrapper for Steffen Rendle's libFM. libFM is a Factorization Machine library: Factorization machines (FM) are a generic approa

251 Sep 23, 2022

A Python library for detecting patterns and anomalies in massive datasets using the Matrix Profile

matrixprofile-ts matrixprofile-ts is a Python 2 and 3 library for evaluating time series data using the Matrix Profile algorithms developed by the Keo

696 Dec 26, 2022

Visualize classified time series data with interactive Sankey plots in Google Earth Engine

sankee Visualize changes in classified time series data with interactive Sankey plots in Google Earth Engine Contents Description Installation Using P

76 Dec 15, 2022

Hypernets: A General Automated Machine Learning framework to simplify the development of End-to-end AutoML toolkits in specific domains.

A General Automated Machine Learning framework to simplify the development of End-to-end AutoML toolkits in specific domains.

216 Dec 23, 2022