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Templated Optimize() #113

Closed
wants to merge 46 commits into from
Closed

Templated Optimize() #113

wants to merge 46 commits into from

Commits on Jan 15, 2019

  1. Intermediate attempts.

    @rcurtin
    rcurtin committed Jan 15, 2019
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Commits on Mar 21, 2019

  1. Adapt some of the problem functions.

    @rcurtin
    rcurtin committed Mar 21, 2019
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  2. Allow L-BFGS to have different objective and gradient types.

    @rcurtin
    rcurtin committed Mar 21, 2019
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  3. Re-add different L-BFGS tests.

    @rcurtin
    rcurtin committed Mar 21, 2019
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  4. Make lines fit a little bit better. 

    Hard to do with such crazy template metaprogramming...
    @rcurtin
    rcurtin committed Mar 21, 2019
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Commits on Mar 22, 2019

  1. Add MatType and GradType to decomposable functions.

    @rcurtin
    rcurtin committed Mar 22, 2019
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Commits on Mar 23, 2019

  1. Fix static checks to work with MatType/GradType.

    @rcurtin
    rcurtin committed Mar 23, 2019
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Commits on Mar 26, 2019

  1. Actually these checks are not working right yet.

    @rcurtin
    rcurtin committed Mar 26, 2019
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  2. Fix incorrect type.

    @rcurtin
    rcurtin committed Mar 26, 2019
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  3. Templatize SGDTestFunction.

    @rcurtin
    rcurtin committed Mar 26, 2019
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  4. Adapt SGD to have templated MatType and GradType. Works.

    @rcurtin
    rcurtin committed Mar 26, 2019
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Commits on Mar 27, 2019

  1. Add utility Any class.

    @rcurtin
    rcurtin committed Mar 27, 2019
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  2. Adapt AdaDelta and AdaGrad and associated test problems. 

    Also fix memory handling bug.
    @rcurtin
    rcurtin committed Mar 27, 2019
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Commits on Apr 20, 2019

  1. Update BigBatchSGD, Eve, FTML, Padam, and part of IQN. 

    Needs Armadillo sparse vectorise() support next.
    @rcurtin
    rcurtin committed Apr 20, 2019
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Commits on Apr 30, 2019

  1. Refactor nearly all optimizers.

    @rcurtin
    rcurtin committed Apr 30, 2019
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  2. Add and update AugLagrangian and LRSDP tests.

    @rcurtin
    rcurtin committed Apr 30, 2019
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  3. Fix failing compilation and tests.

    @rcurtin
    rcurtin committed Apr 30, 2019
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Commits on May 11, 2019

  1. Uncomment FunctionType checks.

    @rcurtin
    rcurtin committed May 11, 2019
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  2. Add FTML test.

    @rcurtin
    rcurtin committed May 11, 2019
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  3. Add checks for allowed MatTypes, etc.

    @rcurtin
    rcurtin committed May 11, 2019
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  4. Adapt optimizers to use new checks.

    @rcurtin
    rcurtin committed May 11, 2019
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  5. Add FTML test.

    @rcurtin
    rcurtin committed May 11, 2019
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  6. Update SDP tests.

    @rcurtin
    rcurtin committed May 11, 2019
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  7. Update documentation where needed.

    @rcurtin
    rcurtin committed May 11, 2019
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  8. Re-add and adapt FunctionTest.

    @rcurtin
    rcurtin committed May 11, 2019
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  9. Merge remote-tracking branch 'origin/master' into templated_optimize

    @rcurtin
    rcurtin committed May 11, 2019
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Commits on May 12, 2019

  1. Adapt SPSA.

    @rcurtin
    rcurtin committed May 12, 2019
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  2. Merge remote-tracking branch 'origin/master' into templated_optimize

    @rcurtin
    rcurtin committed May 12, 2019
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  3. Adapt AdaptiveStepsize to use a Policy to store MatTypes.

    @rcurtin
    rcurtin committed May 12, 2019
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Commits on May 13, 2019

  1. Disable tests that will fail when we have a too-old Armadillo version.

    @rcurtin
    rcurtin committed May 13, 2019
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  2. Fix notes from Conrad's review.

    @rcurtin
    rcurtin committed May 13, 2019
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Commits on May 15, 2019

  1. Fix documentation: also document new template parameters.

    @rcurtin
    rcurtin committed May 15, 2019
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  2. Use parent members directly.

    @rcurtin
    rcurtin committed May 15, 2019
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  3. Adapt DE optimizer (must have missed it).

    @rcurtin
    rcurtin committed May 15, 2019
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  4. Update deprecated definition to match Armadillo.

    @rcurtin
    rcurtin committed May 15, 2019
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  5. Merge remote-tracking branch 'origin/master' into templated_optimize

    @rcurtin
    rcurtin committed May 15, 2019
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  6. Update QHAdam and QHSGD.

    @rcurtin
    rcurtin committed May 15, 2019
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Commits on Jun 3, 2019

  1. Merge remote-tracking branch 'origin/master' into templated_optimize

    @rcurtin
    rcurtin committed Jun 3, 2019
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Commits on Jun 4, 2019

  1. Use ElemType.

    @rcurtin
    rcurtin committed Jun 4, 2019
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  2. Tune test to prevent failures.

    @rcurtin
    rcurtin committed Jun 4, 2019
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  3. Fix use of ElemType---could this have caused slow convergence?

    @rcurtin
    rcurtin committed Jun 4, 2019
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  4. Remove unnecessary parts of file (or some of them at least).

    @rcurtin
    rcurtin committed Jun 4, 2019
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  5. Recomment accidentally-committed random seed setting.

    @rcurtin
    rcurtin committed Jun 4, 2019
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Commits on Jul 10, 2019

  1. Merge branch 'master' into templated_optimize

    @rcurtin
    rcurtin committed Jul 10, 2019
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  2. Minor type fixing.

    @rcurtin
    rcurtin committed Jul 10, 2019
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  3. This change caused more problems than it fixed.

    @rcurtin
    rcurtin committed Jul 10, 2019
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