Optimize

Summary

Optimize is a Java library for numerical optimization. Currently the public version includes the following algorithms:

Stochastic Gradient Descent (SGD) with lots of the tricks from (Bottou, 2012; "Stochastic Gradient Tricks")
SGD with forward-backward splitting (Duchi & Singer, 2009)
Truncated gradient (Langford et al., 2008)
AdaGrad with L1 or L2 regularization (Duchi et al., 2011)
L-BFGS ported from Fortran to C to Java

This release includes contributions from Matt Gormley, Nick Andrews, Frank Ferraro, and Travis Wolfe.

The latest public version is deployed on Maven Central:

<dependency>
    <groupId>edu.jhu.hlt.optimize</groupId>
    <artifactId>optimize</artifactId>
    <version>3.1.5</version>
</dependency>

Compile the code from the command line:
```
  mvn compile
```
To build a single jar with all the dependencies included:
```
  mvn compile assembly:single
```

Create local versions of the .project and .classpath files for Eclipse:
```
  mvn eclipse:eclipse
```
Add M2_REPO environment variable to Eclipse. http://maven.apache.org/guides/mini/guide-ide-eclipse.html Open the Preferences and navigate to 'Java --> Build Path --> Classpath Variables'. Add a new classpath variable M2_REPO with the path to your local repository (e.g. ~/.m2/repository).
To make the project Git aware, right click on the project and select Team -> Git...