- Torch7 (www.torch.ch)
- Install Torch7 (refer to its own documentation).
- clone this project into dev directory of Torch7.
- Rebuild torch, it will include new projects too.
This package contains several optimization routines for Torch7.
Each optimization algorithm is based on the same interface:
x*, {f}, ... = optim.method(func, x, state)
with:
- func : a user-defined closure that respects this API: f,df/dx = func(x)
- x : the current parameter vector (a 1d torch tensor)
- state : a table of parameters, and state variables, dependent upon the algorithm
- x* : the new parameter vector that minimizes f, x* = argmin_x f(x)
- {f} : a table of all f values, in the order they've been evaluated (for some simple algorithms, like SGD, #f == 1)